Form N-MFP2 GOLDMAN SACHS TRUST For: Oct 30

November 6, 2020 10:51 AM


  
    N-MFP2
    
      
        
          0000822977
          XXXXXXXX
        
      
      
      
    
  
  
    
      2020-10-30
      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
      51
      101
      
        127618300572.14
        125242031404.90
        124031842680.57
        114683385272.45
        112535329876.36
      
      
        156736887081.77
        150009467914.53
        150023010794.08
        139153753385.96
        137753397989.87
      
      
        0.6852
        0.6949
        0.6885
        0.6804
        0.6677
      
      
        0.8416
        0.8324
        0.8328
        0.8255
        0.8174
      
      1250433993.80
      167272638470.57
      167209759774.62
      71846235.97
      3217590858.04
      165314449146.35
      165313021005.3500
      1.0000
      0.0018
      
        1.0004
        1.0004
        1.0004
        1.0004
        1.0004
      
    
    
      C000025196
      10000000.00
      152644203305.34
      152642884621.7800
      
        1.0004
        1.0004
        1.0004
        1.0004
        1.0004
      
      
        29065977726.35
        27477112215.97
      
      
        16297780828.94
        18306579681.08
      
      
        22199147866.00
        26378482786.55
      
      
        20262541595.01
        25362701328.56
      
      
        20753722768.66
        24480953814.62
      
      
        87407248355.43
        104777385724.96
      
      0.0000
      N
    
    
      C000025197
      10000000.00
      5822809757.56
      5822759454.6800
      
        1.0004
        1.0004
        1.0004
        1.0004
        1.0004
      
      
        736933137.30
        642700879.03
      
      
        954715971.89
        349143329.54
      
      
        307023508.66
        378442344.57
      
      
        352784940.66
        291686216.48
      
      
        621288003.07
        369584864.84
      
      
        2570039911.71
        1581718573.76
      
      -0.0002
      Y
      For Administration Shares Goldman Sachs & Co. LLC waived $1,072,224 of Admin Fees.
    
    
      C000025198
      10000000.00
      828156115.48
      828148961.0900
      
        1.0004
        1.0004
        1.0004
        1.0004
        1.0004
      
      
        46697689.22
        81491120.06
      
      
        62899488.65
        27394429.00
      
      
        44081090.24
        45015340.76
      
      
        97456549.81
        29228352.16
      
      
        50708587.57
        64936022.92
      
      
        274695092.54
        200396308.04
      
      -0.0002
      Y
      For Service Shares Goldman Sachs & Co. LLC waived $323,884 of Admin Fees.
    
    
      C000025199
      10000000.00
      858043974.87
      858036562.2900
      
        1.0004
        1.0004
        1.0004
        1.0004
        1.0004
      
      
        60835718.46
        407389854.53
      
      
        43531127.91
        33904287.00
      
      
        18212020.61
        146036672.92
      
      
        88909224.35
        26772523.55
      
      
        79239296.43
        30676560.99
      
      
        246955680.68
        243494702.50
      
      -0.0002
      Y
      For Preferred Shares Goldman Sachs & Co. LLC waived $55,774 of Admin Fees.
    
    
      C000025200
      10000000.00
      539787937.42
      539783274.2300
      
        1.0004
        1.0004
        1.0004
        1.0004
        1.0004
      
      
        22953908.65
        18759598.05
      
      
        5662442.28
        63369970.42
      
      
        31330494.32
        47410911.81
      
      
        55352455.15
        29852609.02
      
      
        129441349.46
        28352546.82
      
      
        223145144.07
        170776955.59
      
      -0.0002
      Y
      For Select Shares Goldman Sachs & Co. LLC waived $3,501 of Admin Fees.
    
    
      C000025201
      10000000.00
      1068091855.00
      1068082627.8200
      
        1.0004
        1.0004
        1.0004
        1.0004
        1.0004
      
      
        121341206.96
        314121967.09
      
      
        177428312.53
        128454742.43
      
      
        130647648.23
        173188280.24
      
      
        150036694.44
        87947014.51
      
      
        155658717.54
        139224330.04
      
      
        669062309.34
        571424917.39
      
      -0.0002
      Y
      For Capital Shares Goldman Sachs & Co. LLC waived $112,075 of Admin Fees.
    
    
      C000088802
      10000000.00
      178958294.89
      178956748.8800
      
        1.0004
        1.0004
        1.0004
        1.0004
        1.0004
      
      
        3348838.49
        1671104.78
      
      
        1591281.31
        9026792.25
      
      
        9237482.00
        3961962.80
      
      
        18392102.94
        5707514.04
      
      
        14366035.03
        15801734.25
      
      
        45455290.03
        34498003.34
      
      -0.0002
      Y
      For Cash Management Shares Goldman Sachs & Co. LLC waived $72,087 of Admin Fees and $40,280 of Distribution or Servicing Fees.
    
    
      C000088803
      10000000.00
      192190571.10
      192188910.7800
      
        1.0004
        1.0004
        1.0004
        1.0004
        1.0004
      
      
        29377315.38
        19613295.92
      
      
        794215.04
        1579885.41
      
      
        6226836.43
        827891.03
      
      
        1137834.59
        1249613.70
      
      
        1775592.46
        3240022.24
      
      
        10258181.36
        26207418.86
      
      -0.0002
      Y
      For Premier Shares Goldman Sachs & Co. LLC waived $53,356 of Admin Fees.
    
    
      C000088804
      10000000.00
      96579124.20
      96578289.8600
      
        1.0004
        1.0004
        1.0004
        1.0004
        1.0004
      
      
        5163921.11
        832816.23
      
      
        1521194.70
        2397681.39
      
      
        1346922.64
        915189.57
      
      
        44071822.78
        1215760.57
      
      
        1207956.27
        43560123.72
      
      
        53014732.13
        48094614.91
      
      -0.0002
      Y
      For Resource Shares Goldman Sachs & Co. LLC waived $42,560 of Admin Fees and $11,023 of Distribution or Servicing Fees.
    
    
      C000166882
      1000.00
      298339019.58
      298336442.2500
      
        1.0004
        1.0004
        1.0004
        1.0004
        1.0004
      
      
        4597193.37
        2281716.45
      
      
        2806340.03
        9854161.82
      
      
        1741275.67
        1898958.05
      
      
        1168376.93
        2164318.02
      
      
        1800173.54
        3171201.29
      
      
        8992999.48
        17908344.69
      
      -0.0002
      Y
      For Class A Shares Goldman Sachs & Co. LLC waived $58,688 of Distribution or Servicing Fees.
    
    
      C000166883
      1000.00
      7171613.65
      7171551.6900
      
        1.0004
        1.0004
        1.0004
        1.0004
        1.0004
      
      
        8343.47
        18413.78
      
      
        54956.98
        194241.43
      
      
        24817.98
        10815.66
      
      
        9336.24
        8074.89
      
      
        231035.37
        14621.87
      
      
        321560.19
        246156.65
      
      -0.0002
      Y
      For Class C Shares Goldman Sachs & Co. LLC waived $5,791 of Admin Fees.
    
    
      C000167141
      1.00
      80140531.36
      80139839.0300
      
        1.0004
        1.0004
        1.0004
        1.0004
        1.0004
      
      
        13208731.51
        10272465.57
      
      
        15720621.96
        12334744.99
      
      
        16223873.99
        20751952.86
      
      
        7119306.45
        23246784.36
      
      
        2310325.60
        14280392.52
      
      
        49101633.60
        75456186.82
      
      0.0000
      N
    
    
      C000214495
      10000000.00
      2699977045.90
      2699953720.9700
      
        1.0004
        1.0004
        1.0004
        1.0004
        1.0004
      
      
        897230539.27
        535000000.00
      
      
        715485084.87
        1235990148.68
      
      
        550329859.63
        128000000.00
      
      
        317801277.22
        990585581.57
      
      
        1494235672.79
        230000000.00
      
      
        3478953040.04
        2999575730.25
      
      0.0000
      N
    
    
      NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY
      NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 0.100000%
      1DU7IM20QESYGDO4HO54
      0000073076
      223738499779156NOR
      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
          514387500.00
          524675250.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      514386028.85
      514386028.85
      0.0031
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      223738515779156PRU
      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
          188500000.00
          192270000.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      188499460.89
      188499460.89
      0.0011
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      223738518779156APR
      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
          26862500.00
          27399750.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      26862423.17
      26862423.17
      0.0002
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      2237385217791567PR
      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
          22552500.00
          23003550.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      22552435.50
      22552435.50
      0.0001
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      2237385247791568PR
      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
          24840000.00
          25336800.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      24839928.96
      24839928.96
      0.0002
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      223738527779156DPR
      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
          34250000.00
          34935000.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      34249902.05
      34249902.05
      0.0002
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      2237385307791560PR
      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
          25887500.00
          26405250.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      25887425.96
      25887425.96
      0.0002
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      223738533779156HPR
      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
          94687500.00
          96581250.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      94687229.19
      94687229.19
      0.0006
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      2237385367791562PR
      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+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      10783469.16
      10783469.16
      0.0001
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      2237385397791563PR
      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
          15135000.00
          15437700.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      15134956.71
      15134956.71
      0.0001
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      223738542779156KPR
      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
          152220000.00
          155264400.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      152219564.65
      152219564.65
      0.0009
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      223738545779156JPR
      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
          126000000.00
          128520000.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      125999639.64
      125999639.64
      0.0008
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      223738548779156FPR
      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
          55856250.00
          56973375.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      55856090.25
      55856090.25
      0.0003
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      223738551779156CPR
      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
          33437500.00
          34106250.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      33437404.37
      33437404.37
      0.0002
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      223738554779156BPR
      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
          31017500.00
          31637850.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      31017411.29
      31017411.29
      0.0002
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      223738557779156EPR
      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
          35606250.00
          36318375.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      35606148.17
      35606148.17
      0.0002
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      2237385607791566PR
      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
          21343750.00
          21770625.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      21343688.96
      21343688.96
      0.0001
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      2237385637791565PR
      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
          20875000.00
          21292500.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      20874940.30
      20874940.30
      0.0001
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      2237385667791561PR
      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
          8561250.00
          8732475.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      8561225.51
      8561225.51
      0.0001
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      223738569779156GPR
      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
          59625000.00
          60817500.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      59624829.47
      59624829.47
      0.0004
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      2237385727791569PR
      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
          25080000.00
          25581600.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      25079928.27
      25079928.27
      0.0002
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      2237385757791564PR
      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
          18000000.00
          18360000.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      17999948.52
      17999948.52
      0.0001
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      223738578779156IPR
      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
          106312500.00
          108438750.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      106312195.95
      106312195.95
      0.0006
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      2237385897791566DA
      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
          
            2038-02-15
          
          4.375000
          148529410.00
          151499998.20
          U.S. Treasuries (including strips)
        
      
      Y
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      148528985.21
      148528985.21
      0.0009
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      2237385927791567DA
      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
          
            2038-05-15
          
          4.500000
          151838234.00
          154874998.70
          U.S. Treasuries (including strips)
        
      
      Y
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      151837799.74
      151837799.74
      0.0009
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      2237385957791568DA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-08-15
          
          3.875000
          163400778.01
          166668793.60
          U.S. Treasuries (including strips)
        
      
      Y
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      163400310.68
      163400310.68
      0.0010
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      2237385987791563DA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-11-15
          
          2.250000
          110049018.00
          112249998.40
          U.S. Treasuries (including strips)
        
      
      Y
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      110048703.26
      110048703.26
      0.0007
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      223738601779156EDA
      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
          243720494.01
          248594903.90
          U.S. Treasuries (including strips)
        
      
      Y
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      243719796.97
      243719796.97
      0.0015
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      223738604779156ADA
      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
          193036461.01
          196897190.20
          U.S. Treasuries (including strips)
        
      
      Y
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      193035908.93
      193035908.93
      0.0012
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      2237386077791560DA
      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
          
            2028-11-15
          
          3.125000
          189484408.00
          193274096.20
          U.S. Treasuries (including strips)
        
      
      Y
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      189483866.07
      189483866.07
      0.0011
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      223738610779156BDA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-31
          
          2.625000
          225942865.99
          230461723.30
          U.S. Treasuries (including strips)
        
      
      Y
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      225942219.79
      225942219.79
      0.0014
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      2237386137791565DA
      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
          131470585.99
          134099997.70
          U.S. Treasuries (including strips)
        
      
      Y
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      131470209.98
      131470209.98
      0.0008
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      2237386167791564DA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-05-15
          
          2.375000
          126243702.99
          128768577.10
          U.S. Treasuries (including strips)
        
      
      Y
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      126243341.93
      126243341.93
      0.0008
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      223738619779156CDA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-15
          
          1.625000
          229161898.01
          233745136.00
          U.S. Treasuries (including strips)
        
      
      Y
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      229161242.61
      229161242.61
      0.0014
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      223738622779156DAI
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-31
          
          2.875000
          259191173.02
          264374996.50
          U.S. Treasuries (including strips)
        
      
      Y
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      259190431.73
      259190431.73
      0.0016
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      2237386257791569DA
      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
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      185241069.21
      185241069.21
      0.0011
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      223738628779156DDA
      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
          
            2026-10-31
          
          1.625000
          236078428.99
          240799997.60
          U.S. Treasuries (including strips)
        
      
      Y
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      236077753.81
      236077753.81
      0.0014
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      2237386317791562DA
      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
          
            2027-02-28
          
          1.125000
          101940071.99
          103978873.40
          U.S. Treasuries (including strips)
        
      
      Y
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      101939780.44
      101939780.44
      0.0006
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      223738634779156FDA
      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
          255201025.00
          260305045.50
          U.S. Treasuries (including strips)
        
      
      Y
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      255200295.13
      255200295.13
      0.0015
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      2237386377791561DA
      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
          49469845.99
          50459242.91
          U.S. Treasuries (including strips)
        
      
      Y
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      49469704.51
      49469704.51
      0.0003
      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
      0.0010
      492181393.34
      492181393.34
      0.0030
      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
      0.0010
      993688904.09
      993688904.09
      0.0060
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANK SYSTEM
      FEDERAL HOME LOAN BANK SYSTEM 0.164002%
      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+
      
      2020-11-24
      2021-03-24
      2021-03-24
      N
      N
      N
      0.0016
      118199919.62
      118199919.62
      0.0007
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANK SYSTEM
      FEDERAL HOME LOAN BANK SYSTEM 0.189000%
      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+
      
      2020-11-24
      2021-06-24
      2021-06-24
      N
      N
      N
      0.0017
      118209823.60
      118209823.60
      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
      0.0010
      240304325.40
      240304325.40
      0.0015
      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
      0.0015
      481036028.13
      481036028.13
      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
      0.0010
      59501021.02
      59501021.02
      0.0004
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANK SYSTEM
      FEDERAL HOME LOAN BANK SYSTEM 0.439999%
      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+
      
      2020-11-01
      2021-09-23
      2021-09-23
      N
      N
      N
      0.0014
      992667663.90
      992667663.90
      0.0060
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANK SYSTEM
      FEDERAL HOME LOAN BANK SYSTEM 0.389999%
      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+
      
      2020-11-01
      2021-09-29
      2021-09-29
      N
      N
      N
      0.0014
      1403192350.00
      1403192350.00
      0.0085
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANK SYSTEM
      FEDERAL HOME LOAN BANK SYSTEM 0.380002%
      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+
      
      2020-11-01
      2021-10-06
      2021-10-06
      N
      N
      N
      0.0014
      960136723.20
      960136723.20
      0.0058
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANK SYSTEM
      FEDERAL HOME LOAN BANK SYSTEM 0.259999%
      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+
      
      2020-11-01
      2022-07-21
      2022-07-21
      N
      N
      N
      0.0017
      935004596.63
      935004596.63
      0.0057
      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
      0.0010
      49491337.50
      49491337.50
      0.0003
      N
      N
      N
      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
      0.0010
      49484324.84
      49484324.84
      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
      0.0011
      253901432.76
      253901432.76
      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
      0.0011
      960809377.93
      960809377.93
      0.0058
      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
      0.0011
      212411693.50
      212411693.50
      0.0013
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.230026%
      3133EH2K8
      US3133EH2K86
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-01
      2020-11-12
      2020-11-12
      N
      N
      N
      0.0015
      14700296.94
      14700296.94
      0.0001
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.270000%
      3133EH2M4
      US3133EH2M43
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-01
      2020-11-12
      2020-11-12
      N
      N
      N
      0.0010
      54002514.24
      54002514.24
      0.0003
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.320000%
      3133EJR35
      US3133EJR354
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-01
      2020-11-06
      2020-11-06
      N
      N
      N
      0.0010
      197604797.73
      197604797.73
      0.0012
      N
      N
      Y
      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+
      
      2020-11-01
      2021-11-23
      2021-11-23
      N
      N
      N
      0.0016
      123780468.11
      123780468.11
      0.0007
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.269500%
      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+
      
      2020-11-05
      2021-11-05
      2021-11-05
      N
      N
      N
      0.0013
      93234901.90
      93234901.90
      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+
      
      2020-11-01
      2021-11-08
      2021-11-08
      N
      N
      N
      0.0016
      117884943.19
      117884943.19
      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+
      
      2020-11-01
      2021-02-26
      2021-02-26
      N
      N
      N
      0.0012
      98360753.33
      98360753.33
      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+
      
      2020-11-01
      2021-03-15
      2021-03-15
      N
      N
      N
      0.0012
      344528029.89
      344528029.89
      0.0021
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.209999%
      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+
      
      2020-11-01
      2021-03-18
      2021-03-18
      N
      N
      N
      0.0012
      103336084.76
      103336084.76
      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+
      
      2020-11-01
      2021-03-29
      2021-03-29
      N
      N
      N
      0.0012
      344535039.84
      344535039.84
      0.0021
      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+
      
      2020-11-01
      2021-04-08
      2021-04-08
      N
      N
      N
      0.0012
      246172396.80
      246172396.80
      0.0015
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.245027%
      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+
      
      2020-11-01
      2021-04-23
      2021-04-23
      N
      N
      N
      0.0016
      29511535.98
      29511535.98
      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+
      
      2020-11-01
      2021-02-26
      2021-02-26
      N
      N
      N
      0.0012
      188695299.58
      188695299.58
      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+
      
      2020-11-01
      2021-08-13
      2021-08-13
      N
      N
      N
      0.0014
      245108608.50
      245108608.50
      0.0015
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.235001%
      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+
      
      2020-11-01
      2021-01-21
      2021-01-21
      N
      N
      N
      0.0015
      261347734.28
      261347734.28
      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+
      
      2020-11-01
      2021-02-25
      2021-02-25
      N
      N
      N
      0.0012
      283008316.75
      283008316.75
      0.0017
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.290002%
      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+
      
      2020-11-01
      2021-11-29
      2021-11-29
      N
      N
      N
      0.0017
      337243727.26
      337243727.26
      0.0020
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.247000%
      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+
      
      2020-11-09
      2021-09-09
      2021-09-09
      N
      N
      N
      0.0014
      191764996.34
      191764996.34
      0.0012
      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+
      
      2020-11-01
      2021-12-13
      2021-12-13
      N
      N
      N
      0.0016
      193276953.07
      193276953.07
      0.0012
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.190001%
      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+
      
      2020-11-01
      2020-12-16
      2020-12-16
      N
      N
      N
      0.0015
      94484423.55
      94484423.55
      0.0006
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.299999%
      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+
      
      2020-11-01
      2021-12-13
      2021-12-13
      N
      N
      N
      0.0017
      217316956.71
      217316956.71
      0.0013
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.235249%
      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+
      
      2020-11-13
      2021-09-13
      2021-09-13
      N
      N
      N
      0.0014
      85166708.19
      85166708.19
      0.0005
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.247882%
      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+
      
      2020-11-23
      2021-12-23
      2021-12-23
      N
      N
      N
      0.0012
      107148818.81
      107148818.81
      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
      0.0017
      48993418.81
      48993418.81
      0.0003
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.100249%
      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+
      
      2020-11-13
      2021-01-13
      2021-01-13
      N
      N
      N
      0.0013
      237185741.91
      237185741.91
      0.0014
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.259999%
      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+
      
      2020-11-01
      2022-01-13
      2022-01-13
      N
      N
      N
      0.0017
      368092883.77
      368092883.77
      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+
      
      2020-11-01
      2022-01-13
      2022-01-13
      N
      N
      N
      0.0017
      294239718.78
      294239718.78
      0.0018
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.270000%
      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+
      
      2020-11-01
      2022-01-14
      2022-01-14
      N
      N
      N
      0.0015
      235936738.37
      235936738.37
      0.0014
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.178380%
      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+
      
      2020-11-15
      2021-09-15
      2021-09-15
      N
      N
      N
      0.0014
      546045957.28
      546045957.28
      0.0033
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.204998%
      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+
      
      2020-11-01
      2022-02-14
      2022-02-14
      N
      N
      N
      0.0017
      189180206.77
      189180206.77
      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+
      
      2020-11-01
      2022-02-07
      2022-02-07
      N
      N
      N
      0.0017
      95754626.88
      95754626.88
      0.0006
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN MORTGAGE CORPORATION
      FEDERAL HOME LOAN MORTGAGE CORPORATION 0.389999%
      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+
      
      2020-11-01
      2021-09-24
      2021-09-24
      N
      N
      N
      0.0014
      3060496219.70
      3060496219.70
      0.0185
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN MORTGAGE CORPORATION
      FEDERAL HOME LOAN MORTGAGE CORPORATION 0.410000%
      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+
      
      2020-11-01
      2021-09-27
      2021-09-27
      N
      N
      N
      0.0014
      746832022.05
      746832022.05
      0.0045
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN MORTGAGE CORPORATION
      FEDERAL HOME LOAN MORTGAGE CORPORATION 0.410000%
      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+
      
      2020-11-01
      2021-09-30
      2021-09-30
      N
      N
      N
      0.0014
      497730719.24
      497730719.24
      0.0030
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN MORTGAGE CORPORATION
      FEDERAL HOME LOAN MORTGAGE CORPORATION 0.380002%
      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+
      
      2020-11-01
      2021-10-01
      2021-10-01
      N
      N
      N
      0.0014
      1493290039.20
      1493290039.20
      0.0090
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN MORTGAGE CORPORATION
      FEDERAL HOME LOAN MORTGAGE CORPORATION 0.400000%
      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+
      
      2020-11-01
      2022-01-03
      2022-01-03
      N
      N
      N
      0.0015
      499473273.24
      499473273.24
      0.0030
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN MORTGAGE CORPORATION
      FEDERAL HOME LOAN MORTGAGE CORPORATION 0.389999%
      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+
      
      2020-11-01
      2021-10-25
      2021-10-25
      N
      N
      N
      0.0016
      501150315.00
      501150315.00
      0.0030
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.389999%
      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+
      
      2020-11-01
      2021-09-24
      2021-09-24
      N
      N
      N
      0.0014
      995732235.54
      995732235.54
      0.0060
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.429998%
      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+
      
      2020-11-01
      2021-12-30
      2021-12-30
      N
      N
      N
      0.0015
      993967197.10
      993967197.10
      0.0060
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.380002%
      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+
      
      2020-11-01
      2021-10-04
      2021-10-04
      N
      N
      N
      0.0014
      487977665.51
      487977665.51
      0.0030
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.439999%
      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+
      
      2020-11-01
      2021-10-15
      2021-10-15
      N
      N
      N
      0.0014
      248707586.16
      248707586.16
      0.0015
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.429998%
      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+
      
      2020-11-01
      2021-10-20
      2021-10-20
      N
      N
      N
      0.0014
      1794495890.31
      1794495890.31
      0.0109
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.450000%
      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+
      
      2020-11-01
      2022-01-20
      2022-01-20
      N
      N
      N
      0.0015
      500824279.13
      500824279.13
      0.0030
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.429998%
      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+
      
      2020-11-01
      2022-01-21
      2022-01-21
      N
      N
      N
      0.0015
      996392038.35
      996392038.35
      0.0060
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.190001%
      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+
      
      2020-11-01
      2021-12-03
      2021-12-03
      N
      N
      N
      0.0015
      117753630.01
      117753630.01
      0.0007
      N
      N
      N
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      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+
      
      2020-11-07
      2020-11-07
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0002
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      10000000.00
      10000000.00
      0.0001
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      24000000.00
      24000000.00
      0.0001
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      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+
      
      2020-11-07
      2020-11-07
      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 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      30000000.00
      30000000.00
      0.0002
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      20000000.00
      20000000.00
      0.0001
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      30000000.00
      30000000.00
      0.0002
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      12600000.00
      12600000.00
      0.0001
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.000000%
      6903537T8
      549300IDY55XMYWXSD28
      US6903537T89
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-17
      2020-11-17
      2020-11-17
      Y
      
        UNITED STATES 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
      0.0021
      37701757.54
      37701757.54
      0.0002
      N
      N
      N
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      15000000.00
      15000000.00
      0.0001
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      7083220.00
      7083220.00
      0.0000
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      17409360.00
      17409360.00
      0.0001
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      11842600.00
      11842600.00
      0.0001
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      3693204.50
      3693204.50
      0.0000
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.139999%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0014
      34905660.35
      34905660.35
      0.0002
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      51375000.15
      51375000.15
      0.0003
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      4494457.58
      4494457.58
      0.0000
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      25752914.10
      25752914.10
      0.0002
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      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+
      
      2020-11-07
      2020-11-07
      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
      12206250.00
      12206250.00
      0.0001
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      1254839.42
      1254839.42
      0.0000
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      48330833.56
      48330833.56
      0.0003
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      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+
      
      2020-11-07
      2020-11-07
      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 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      1649334.68
      1649334.68
      0.0000
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      10058400.00
      10058400.00
      0.0001
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      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+
      
      2020-11-07
      2020-11-07
      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
      8125000.00
      8125000.00
      0.0000
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      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+
      
      2020-11-07
      2020-11-07
      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 0.139999%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0014
      90850000.00
      90850000.00
      0.0005
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      16150000.00
      16150000.00
      0.0001
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      3935312.50
      3935312.50
      0.0000
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      6126480.00
      6126480.00
      0.0000
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      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+
      
      2020-11-07
      2020-11-07
      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 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      10838180.00
      10838180.00
      0.0001
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      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+
      
      2020-11-06
      2020-11-06
      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 0.140000%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0014
      2500000.00
      2500000.00
      0.0000
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      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+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      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
      2210177794.41
      2210177794.41
      0.0134
      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
      0.0010
      1000794653.90
      1000794653.90
      0.0061
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127962Z1
      254900HROIFWPRGM1V77
      US9127962Z13
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-12
      2020-11-12
      2020-11-12
      N
      N
      N
      0.0007
      1822062045.66
      1822062045.66
      0.0110
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963B3
      254900HROIFWPRGM1V77
      US9127963B36
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-27
      2020-11-27
      2020-11-27
      N
      N
      N
      0.0008
      1368719199.74
      1368719199.74
      0.0083
      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
      0.0009
      5443287561.25
      5443287561.25
      0.0329
      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
      0.0009
      4261845888.00
      4261845888.00
      0.0258
      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
      0.0009
      1862401185.67
      1862401185.67
      0.0113
      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
      0.0009
      4053680627.81
      4053680627.81
      0.0245
      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
      0.0009
      2997533700.29
      2997533700.29
      0.0181
      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
      0.0010
      1533150770.93
      1533150770.93
      0.0093
      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
      0.0010
      4813670480.11
      4813670480.11
      0.0291
      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
      0.0010
      2070609708.00
      2070609708.00
      0.0125
      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
      0.0010
      750741250.46
      750741250.46
      0.0045
      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
      1249574475.00
      1249574475.00
      0.0076
      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
      4070003444.76
      4070003444.76
      0.0246
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964Q9
      254900HROIFWPRGM1V77
      US9127964Q95
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-03
      2020-11-03
      2020-11-03
      N
      N
      N
      0.0006
      1406652453.95
      1406652453.95
      0.0085
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964T3
      254900HROIFWPRGM1V77
      US9127964T35
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-24
      2020-11-24
      2020-11-24
      N
      N
      N
      0.0008
      4344674325.89
      4344674325.89
      0.0263
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964U0
      254900HROIFWPRGM1V77
      US9127964U08
      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
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0008
      1946466716.30
      1946466716.30
      0.0118
      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
      0.0010
      3203019993.10
      3203019993.10
      0.0194
      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
      0.0010
      1502923590.50
      1502923590.50
      0.0091
      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
      0.0011
      484130552.50
      484130552.50
      0.0029
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127965B1
      254900HROIFWPRGM1V77
      US9127965B18
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-08
      2020-12-08
      2020-12-08
      N
      N
      N
      0.0009
      1278084962.00
      1278084962.00
      0.0077
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127965C9
      254900HROIFWPRGM1V77
      US9127965C90
      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
      0.0009
      1327955250.38
      1327955250.38
      0.0080
      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
      0.0009
      2732308418.75
      2732308418.75
      0.0165
      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
      1566500536.72
      1566500536.72
      0.0095
      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
      0.0009
      407934720.00
      407934720.00
      0.0025
      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
      0.0009
      300649590.65
      300649590.65
      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
      0.0009
      899534302.25
      899534302.25
      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
      0.0014
      1992841028.64
      1992841028.64
      0.0121
      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
      0.0010
      279346447.40
      279346447.40
      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
      0.0010
      1881728922.98
      1881728922.98
      0.0114
      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
      0.0010
      2511175863.04
      2511175863.04
      0.0152
      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
      2759044570.80
      2759044570.80
      0.0167
      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
      0.0010
      3362382539.62
      3362382539.62
      0.0203
      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
      0.0011
      1098525594.67
      1098525594.67
      0.0066
      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
      0.0010
      1301426325.78
      1301426325.78
      0.0079
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796TP4
      254900HROIFWPRGM1V77
      US912796TP46
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-05
      2020-11-05
      2020-11-05
      N
      N
      N
      0.0007
      1587090525.01
      1587090525.01
      0.0096
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796TU3
      254900HROIFWPRGM1V77
      US912796TU31
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-03
      2020-12-03
      2020-12-03
      N
      N
      N
      0.0009
      290978073.15
      290978073.15
      0.0018
      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
      0.0009
      4857663466.56
      4857663466.56
      0.0294
      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
      0.0010
      3324116553.81
      3324116553.81
      0.0201
      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
      0.0010
      501631686.24
      501631686.24
      0.0030
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.750000%
      9128283G3
      254900HROIFWPRGM1V77
      US9128283G32
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-15
      2020-11-15
      2020-11-15
      N
      N
      N
      0.0014
      98155752.19
      98155752.19
      0.0006
      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
      0.0015
      230165147.09
      230165147.09
      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
      0.0011
      118417234.38
      118417234.38
      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
      0.0012
      249549609.38
      249549609.38
      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
      0.0012
      3030468.75
      3030468.75
      0.0000
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.750000%
      9128285Q9
      254900HROIFWPRGM1V77
      US9128285Q95
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-30
      2020-11-30
      2020-11-30
      N
      N
      N
      0.0014
      126051003.71
      126051003.71
      0.0008
      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
      0.0015
      380226075.94
      380226075.94
      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
      0.0013
      777930468.75
      777930468.75
      0.0047
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.239026%
      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+
      
      2020-11-01
      2021-04-30
      2021-04-30
      N
      N
      N
      0.0010
      19613130.63
      19613130.63
      0.0001
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.320026%
      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+
      
      2020-11-01
      2021-07-31
      2021-07-31
      N
      N
      N
      0.0013
      28680674.81
      28680674.81
      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
      0.0016
      29340209.64
      29340209.64
      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
      0.0011
      16239617.27
      16239617.27
      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
      0.0016
      79234545.47
      79234545.47
      0.0005
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.625000%
      912828PC8
      254900HROIFWPRGM1V77
      US912828PC88
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-15
      2020-11-15
      2020-11-15
      N
      N
      N
      0.0014
      236006846.12
      236006846.12
      0.0014
      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
      0.0009
      118886195.90
      118886195.90
      0.0007
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.400025%
      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+
      
      2020-11-01
      2021-10-31
      2021-10-31
      N
      N
      N
      0.0012
      15744551.11
      15744551.11
      0.0001
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.254027%
      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+
      
      2020-11-01
      2022-01-31
      2022-01-31
      N
      N
      N
      0.0014
      8061951.59
      8061951.59
      0.0000
      N
      Y
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.110002%
      R0MUWSFPU8MPRO8K5P83
      0001272025
      980091757791567BN
      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
          33678.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-01-01
          
          6.500000
          21495.00
          1144.00
          Agency Mortgage-Backed Securities
        
        
          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
          974.00
          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
          
            2036-05-01
          
          6.000000
          1783.00
          41.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-02-01
          
          6.000000
          1320.00
          40.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2058-08-01
          
          4.000000
          1099.00
          925.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.500000
          87509.00
          88115.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-08-01
          
          2.500000
          1000.00
          1015.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-11-20
          
          4.000000
          799731.00
          359218.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-06-20
          
          3.500000
          219545.00
          119679.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-07-20
          
          3.500000
          25119.00
          14628.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-05-20
          
          2.500000
          98702.00
          101352.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-06-20
          
          3.000000
          124390.00
          128890.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-09-20
          
          4.500000
          7510.00
          969.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-04-20
          
          5.000000
          1040.00
          42.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-06-20
          
          5.000000
          2000.00
          75.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-07-20
          
          5.000000
          11045.00
          469.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2040-11-20
          
          4.000000
          2572.00
          386.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2040-11-20
          
          5.000000
          1014.00
          109.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2040-07-15
          
          5.000000
          1012.00
          141.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2028-09-15
          
          6.500000
          1107118.00
          4630.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-06-15
          
          6.500000
          109824.00
          1327.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2023-03-15
          
          9.500000
          73444.00
          1.00
          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
          592.00
          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
          93.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-09-15
          
          6.500000
          58856.00
          2062.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-11-15
          
          6.500000
          2000.00
          50.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-07-15
          
          5.500000
          1000.00
          13.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-04-15
          
          5.000000
          7451.00
          114.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-08-15
          
          5.500000
          7032.00
          1608.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2035-08-15
          
          5.000000
          33842.00
          2628.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-03-25
          
          0.00
          2500.00
          2499.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-01-28
          
          0.00
          50006000.00
          49994249.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-08-15
          
          0.00
          49932000.00
          31449171.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-15
          
          2.000000
          25054100.00
          38539048.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          3.625000
          18031800.00
          25845095.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          1.375000
          17262400.00
          27033861.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          3.000000
          100.00
          133.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          1.000000
          4928800.00
          7027736.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-07-31
          
          2.125000
          100.00
          107.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-02-15
          
          2.750000
          100.00
          116.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-05-31
          
          2.750000
          100.00
          108.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-31
          
          2.500000
          8398200.00
          9071417.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-02-15
          
          2.625000
          100.00
          116.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-31
          
          1.875000
          100.00
          103.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-31
          
          1.750000
          22705900.00
          23613102.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-05-15
          
          3.125000
          71889700.00
          74087390.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-11-15
          
          2.000000
          42141200.00
          43338618.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-11-15
          
          2.000000
          4500.00
          4941.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-31
          
          2.875000
          9990300.00
          11248392.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-01-31
          
          0.254025
          2000.00
          2004.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-04-15
          
          0.125000
          104342000.00
          111063433.00
          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
          
            2032-11-15
          
          0.00
          49928538.00
          43262279.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-08-15
          
          0.00
          18.00
          17.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-02-15
          
          0.00
          68327342.00
          64558269.00
          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)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-01
      2020-11-01
      2020-11-06
      N
      N
      N
      0.0011
      550000000.00
      550000000.00
      0.0033
      N
      Y
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.110002%
      R0MUWSFPU8MPRO8K5P83
      0001272025
      980093947791566BN
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-02-01
          
          3.000000
          3172.00
          1311.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL FARM CREDIT BANK
          
            2038-04-05
          
          3.980000
          2027000.00
          2058982.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CREDIT BANK
          
            2034-07-18
          
          2.990000
          76000.00
          79371.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2025-12-11
          
          0.00
          129500.00
          126123.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-05-15
          
          0.00
          3695000.00
          3667583.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-01-11
          
          2.625000
          577000.00
          598309.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-03-23
          
          0.00
          3000.00
          2811.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-06-01
          
          3.500000
          35950489.00
          14248481.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-02-01
          
          5.500000
          4539.00
          225.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-12-01
          
          2.500000
          126826.00
          24969.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          3.500000
          16099340.00
          8982070.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-11-20
          
          4.000000
          1014.00
          455.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-07-20
          
          3.500000
          40557.00
          23618.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-05-20
          
          2.500000
          1000.00
          1043.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-07-15
          
          4.000000
          201739.00
          131789.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-05-20
          
          5.000000
          10875897.00
          334159.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-08-15
          
          5.000000
          7482655.00
          135341.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-08-15
          
          6.500000
          3809.00
          68.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-08-15
          
          5.500000
          3030.00
          75.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-03-25
          
          0.00
          300.00
          300.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2036-02-15
          
          0.00
          1746900.00
          1472027.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-02-15
          
          0.00
          213400.00
          165032.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-02-15
          
          0.00
          1197700.00
          852990.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-08-15
          
          0.00
          3851200.00
          2526195.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-08-15
          
          0.00
          27523700.00
          17335527.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-11-15
          
          0.00
          13010600.00
          8178593.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-02-15
          
          0.00
          100.00
          62.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-05-15
          
          8.125000
          19100.00
          20640.00
          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
          
            2027-08-15
          
          6.375000
          1674600.00
          2345491.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-15
          
          2.000000
          100.00
          154.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-02-15
          
          4.750000
          100.00
          162.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-08-15
          
          1.500000
          100.00
          106.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-07-31
          
          2.125000
          16125300.00
          17332517.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-31
          
          2.250000
          32924400.00
          35870108.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-11-15
          
          2.250000
          7523600.00
          8452514.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-30
          
          2.125000
          100.00
          108.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-31
          
          2.500000
          23264600.00
          25566680.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-05-15
          
          2.875000
          95432800.00
          112282320.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-31
          
          2.875000
          1377600.00
          1552979.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-05-31
          
          2.750000
          126800.00
          136639.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-02-15
          
          2.625000
          25090900.00
          29073006.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-05-31
          
          2.125000
          10500.00
          11564.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-03-31
          
          2.250000
          29335500.00
          29652188.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-15
          
          0.250000
          700.00
          815.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          0.375000
          14416400.00
          16980115.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-05-31
          
          2.000000
          4955800.00
          5051368.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-07-15
          
          2.625000
          66275600.00
          67954193.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-08-15
          
          1.625000
          4970400.00
          5355785.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-01-31
          
          1.375000
          49157300.00
          50082447.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-15
          
          1.375000
          100.00
          103.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-04-15
          
          0.125000
          167700.00
          178503.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-05-15
          
          0.125000
          8785300.00
          8778629.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2032-02-15
          
          0.00
          415.00
          365.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-05-15
          
          0.00
          52.00
          47.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2032-11-15
          
          0.00
          33998061.00
          29458776.00
          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
          
            2027-08-15
          
          0.00
          2.00
          2.00
          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
          87.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-02-15
          
          0.00
          64.00
          49.00
          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
          
            2039-11-15
          
          0.00
          40.00
          30.00
          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
          230.00
          170.00
          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
          
            2044-05-15
          
          0.00
          119.00
          80.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-08-15
          
          0.00
          23.00
          15.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-08-15
          
          0.00
          85.00
          54.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-05-15
          
          0.00
          4991229.00
          3145113.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-01
      2020-11-01
      2020-11-13
      N
      N
      N
      0.0011
      500000000.00
      500000000.00
      0.0030
      N
      Y
      Y
      N
      Biddable repurchase agreement
    
    
      Citibank, NA
      Citibank, NA 0.100001%
      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
          62.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-05-01
          
          7.000000
          6198910.00
          50844.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-04-01
          
          6.500000
          1499.00
          0.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2036-02-01
          
          6.500000
          1181450.00
          37795.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2036-09-01
          
          6.500000
          19044.00
          193.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2037-11-01
          
          6.000000
          176242.00
          23961.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2038-04-01
          
          5.000000
          2550463.00
          28416.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2038-04-01
          
          5.000000
          1052276.00
          12707.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-10-01
          
          5.000000
          498210.00
          16865.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2037-08-01
          
          6.000000
          1175991.00
          9954.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2037-12-01
          
          6.000000
          1098251.00
          16751.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2037-11-01
          
          6.500000
          1122476.00
          20608.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          5.000000
          623329.00
          21060.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-06-01
          
          5.000000
          2447.00
          68.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-01-01
          
          2.500000
          60000.00
          43447.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-09-01
          
          8.000000
          8955568.00
          266.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2022-03-01
          
          8.000000
          500000.00
          49.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-05-01
          
          8.000000
          300000.00
          463.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2025-11-01
          
          8.000000
          65000.00
          156.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-03-01
          
          7.500000
          44000.00
          73.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-05-01
          
          7.000000
          953899.00
          2987.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2027-03-01
          
          6.500000
          829821.00
          1406.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2027-06-01
          
          7.000000
          100100.00
          140.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-02-01
          
          6.500000
          252730.00
          472.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-02-01
          
          6.500000
          911745.00
          3372.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-04-01
          
          6.500000
          962716.00
          3314.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-12-01
          
          8.000000
          1302844.00
          3519.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2031-08-01
          
          7.000000
          28152.00
          83.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-05-01
          
          4.000000
          27991.00
          890.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-11-01
          
          7.000000
          15000.00
          198.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-08-01
          
          5.000000
          344729.00
          47960.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-02-01
          
          5.000000
          25787.00
          3392.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-03-01
          
          4.000000
          1000.00
          170.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-01-01
          
          7.500000
          200000.00
          2722.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2034-03-01
          
          3.500000
          55552.00
          46708.00
          Agency Mortgage-Backed Securities
        
        
          "Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks"
          2549001DPIFGXC1TOL40
          
            2021-12-10
          
          2.875000
          75000.00
          78069.00
          Agency Debentures and Agency Strips
        
        
          "Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks"
          2549001DPIFGXC1TOL40
          
            2029-06-08
          
          3.375000
          10000.00
          12026.00
          Agency Debentures and Agency Strips
        
        
          "Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks"
          2549001DPIFGXC1TOL40
          
            2022-06-10
          
          2.375000
          45000.00
          46997.00
          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
          282196.00
          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
          11999.00
          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
          215000.00
          258527.00
          Agency Debentures and Agency Strips
        
        
          "Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks"
          2549001DPIFGXC1TOL40
          
            2021-11-19
          
          1.625000
          450000.00
          460250.00
          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
          248671.00
          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
          164770.00
          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
          6390.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-01-01
          
          3.000000
          57957.00
          43324.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-03-01
          
          4.500000
          65145.00
          43750.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-01-01
          
          4.500000
          2098827.00
          1083286.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-02-01
          
          6.500000
          3000000.00
          90549.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2027-11-01
          
          2.500000
          1000000.00
          267397.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-03-01
          
          2.500000
          35000.00
          10356.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-10-01
          
          4.000000
          708000.00
          59395.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-01-01
          
          3.000000
          60510.00
          47328.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-05-01
          
          2.500000
          45000.00
          42491.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-08-01
          
          2.500000
          57000.00
          57846.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          2.500000
          178052.00
          186512.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          4.500000
          40584.00
          43563.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          2.000000
          374315.00
          386718.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-02-01
          
          4.000000
          64000.00
          47567.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-12-01
          
          4.500000
          1000.00
          791.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-06-01
          
          4.000000
          1001.00
          1006.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-04-01
          
          4.500000
          60000.00
          47645.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2023-12-01
          
          6.500000
          28000.00
          42.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-04-01
          
          6.500000
          468265.00
          656.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-09-01
          
          8.000000
          1018938.00
          464.00
          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
          2119.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2025-08-01
          
          7.000000
          350000.00
          309.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-07-01
          
          8.000000
          234097.00
          304.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-03-01
          
          7.000000
          500000.00
          175.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2023-11-01
          
          5.000000
          3613980.00
          47667.00
          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
          23795754.00
          Agency Debentures and Agency Strips
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          3.000000
          48735.00
          44303.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          3.000000
          49056.00
          44235.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-12-01
          
          3.000000
          53000.00
          47242.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          4.500000
          1707330.00
          1231611.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          38338.00
          40656.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          2.500000
          1955968.00
          2071194.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          953580.00
          985491.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          3.500000
          426918.00
          463578.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          283237.00
          304830.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          3.000000
          1256476.00
          1317016.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL FARM CREDIT BANK
          
            2021-01-04
          
          2.070000
          117000.00
          118181.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CREDIT BANK
          
            2020-11-27
          
          1.900000
          163000.00
          164531.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CREDIT BANK
          
            2021-04-05
          
          2.230000
          15000.00
          15159.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CREDIT BANK
          
            2034-04-24
          
          3.120000
          1000.00
          1200.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CREDIT BANK
          
            2034-06-05
          
          2.830000
          9695000.00
          11391553.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CREDIT BANK
          
            2023-05-11
          
          0.470000
          49593000.00
          49962688.00
          Agency Debentures and Agency Strips
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-07-01
          
          3.500000
          1655235.00
          1609698.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-08-01
          
          2.500000
          46949.00
          49239.00
          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
          23290.00
          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
          385000.00
          600062.00
          Agency Debentures and Agency Strips
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          3.500000
          41736.00
          39795.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2025-12-11
          
          0.00
          7000.00
          6817.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2031-03-15
          
          0.00
          1000.00
          855.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2028-07-15
          
          0.00
          2000.00
          1832.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2032-01-15
          
          0.00
          2000.00
          1670.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2020-12-18
          
          2.000000
          75000.00
          75734.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2020-11-24
          
          2.250000
          6000.00
          6067.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2022-06-08
          
          0.250000
          503000.00
          503924.00
          Agency Debentures and Agency Strips
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-03-01
          
          6.500000
          952758.00
          2213.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-09-01
          
          8.000000
          2040000.00
          2090.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-08-06
          
          6.210000
          359000.00
          594034.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-05-15
          
          7.250000
          1000.00
          1588.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-11-15
          
          6.625000
          2000.00
          3094.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-08-25
          
          0.375000
          9485000.00
          9429762.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2020-11-30
          
          1.500000
          2000.00
          2015.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2021-05-06
          
          1.250000
          22000.00
          22260.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2021-08-17
          
          1.250000
          3000.00
          3034.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-09-24
          
          1.875000
          39000.00
          41979.00
          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
          
            2021-06-22
          
          2.750000
          22000.00
          22584.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-01-11
          
          2.625000
          112000.00
          116136.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-09-01
          
          7.000000
          4950000.00
          5433.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-07-01
          
          7.000000
          980000.00
          3653.00
          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
          598.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-12-01
          
          7.500000
          1680449.00
          2617.00
          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
          55.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2021-09-01
          
          7.000000
          546026.00
          198.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-05-01
          
          6.000000
          1040229.00
          8799.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-04-01
          
          6.500000
          998277.00
          1590.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-01-01
          
          6.000000
          825000.00
          10052.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-02-01
          
          5.000000
          2466158.00
          45875.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-08-01
          
          6.500000
          205000.00
          5600.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-12-01
          
          7.000000
          1210536.00
          1643.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2024-11-01
          
          7.000000
          2122832.00
          3498.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-11-01
          
          6.500000
          12270496.00
          15427.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-06-01
          
          6.500000
          2380190.00
          4644.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-08-01
          
          5.500000
          127231.00
          13569.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-10-01
          
          6.000000
          1458796.00
          6327.00
          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
          512.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-02-01
          
          7.000000
          1813.00
          0.00
          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
          3092685.00
          2731.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2021-02-16
          
          2.375000
          10000.00
          10114.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-10-01
          
          6.000000
          470548.00
          8078.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-03-01
          
          6.000000
          1000000.00
          3471.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-06-01
          
          6.500000
          2214122.00
          6201.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-09-01
          
          7.500000
          135934.00
          141.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-04-01
          
          8.500000
          1128219.00
          2829.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-09-01
          
          8.500000
          1857242.00
          2623.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-07-01
          
          8.000000
          1237991.00
          3206.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2031-06-01
          
          7.500000
          640005.00
          1027.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-07-01
          
          8.500000
          1309184.00
          5402.00
          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
          11120.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2031-03-01
          
          8.000000
          287601.00
          2100.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-02-01
          
          7.500000
          225000.00
          7420.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-01-01
          
          7.000000
          19953.00
          391.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-12-01
          
          3.500000
          772770.00
          41899.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-04-01
          
          5.000000
          110000.00
          28127.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-10-01
          
          6.000000
          37000.00
          487.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-05-01
          
          6.500000
          222087.00
          16131.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-02-01
          
          5.000000
          26571.00
          3321.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-09-01
          
          5.000000
          1070.00
          15.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2024-09-01
          
          3.000000
          15135.00
          1426.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-03-01
          
          5.500000
          9439128.00
          3356867.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          4.500000
          10112000.00
          4485465.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-05-01
          
          4.500000
          29000.00
          8583.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-07-01
          
          3.000000
          10115480.00
          4407438.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.500000
          60000.00
          43588.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-03-01
          
          3.500000
          4000.00
          2424.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-09-01
          
          3.500000
          13247393.00
          4143824.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-12-01
          
          4.500000
          1000.00
          178.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-09-01
          
          3.500000
          31821.00
          15613.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-02-01
          
          5.000000
          1082376.00
          628734.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-12-01
          
          4.500000
          1000.00
          425.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2031-03-01
          
          3.500000
          1000.00
          646.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-07-01
          
          4.500000
          52000.00
          42604.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-01-01
          
          5.500000
          3387671.00
          208187.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-07-01
          
          8.000000
          2338543.00
          227.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-10-01
          
          8.000000
          25000.00
          118.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-10-01
          
          8.000000
          52081.00
          119.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-10-01
          
          8.000000
          75969.00
          341.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-12-01
          
          8.000000
          516360.00
          316.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-12-01
          
          8.000000
          304033.00
          1872.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-06-01
          
          5.000000
          15741.00
          296.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-08-01
          
          5.000000
          1094789.00
          49722.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-03-01
          
          6.500000
          16516017.00
          566107.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-10-01
          
          6.000000
          4475000.00
          122213.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-11-01
          
          6.500000
          34982.00
          600.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2021-06-01
          
          6.000000
          14319.00
          33.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2024-07-01
          
          5.939000
          25000.00
          19684.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-04-01
          
          6.000000
          4946.00
          126.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-04-01
          
          5.500000
          1195.00
          20.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-09-01
          
          4.000000
          60604.00
          37535.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-01-01
          
          3.000000
          3340.00
          2870.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-04-01
          
          4.000000
          2749603.00
          2018058.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          4.000000
          5214396.00
          2211886.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-04-01
          
          3.000000
          280881.00
          222885.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2056-08-01
          
          4.000000
          43078.00
          29371.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          4.000000
          100765.00
          80159.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-06-01
          
          5.000000
          17951650.00
          10291913.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.500000
          22983.00
          23368.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-11-01
          
          3.500000
          1000.00
          728.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          5.000000
          57000.00
          43453.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-07-01
          
          6.000000
          51000.00
          40976.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.500000
          1519184.00
          1079151.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          3.500000
          1617527.00
          1296586.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          5.500000
          42788.00
          20241.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.500000
          44000.00
          31808.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          3.500000
          1130491.00
          818301.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-01-01
          
          4.500000
          1000.00
          837.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          5.000000
          313463.00
          150366.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          5.500000
          1234391.00
          736463.00
          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
          28607.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          4.500000
          1000.00
          780.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-10-01
          
          4.000000
          27103.00
          24197.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-03-01
          
          2.500000
          6179054.00
          5922744.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          3.500000
          1091027.00
          1177363.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          45204.00
          47240.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          1139878.00
          1212283.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          1032906.00
          1115563.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          1245763.00
          1303371.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-11-01
          
          2.500000
          2106047.00
          2234737.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-11-01
          
          2.500000
          2079956.00
          2194166.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          4.000000
          1843892.00
          2051035.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-02-01
          
          3.500000
          54000.00
          40992.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          3.500000
          8999.00
          6572.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.500000
          742308.00
          532715.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-06-01
          
          3.000000
          183000.00
          134464.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          3.000000
          51000.00
          42605.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-02-01
          
          3.000000
          49354.00
          48455.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.000000
          85000.00
          79704.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-03-01
          
          3.000000
          39000.00
          39043.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          4.000000
          55000.00
          42923.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-06-01
          
          3.500000
          583962.00
          425633.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-01-01
          
          3.000000
          6080408.00
          5899519.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          3.500000
          61000.00
          46969.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-12-01
          
          6.500000
          167000.00
          3043.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-07-01
          
          5.000000
          56845.00
          2556.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-06-01
          
          5.500000
          6002.00
          129.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-06-01
          
          5.000000
          104730.00
          9047.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-09-01
          
          6.500000
          34868.00
          1001.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-11-01
          
          6.500000
          206000.00
          6049.00
          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
          446.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-03-01
          
          5.500000
          83151.00
          225.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-11-01
          
          5.500000
          3000.00
          61.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-02-01
          
          5.500000
          145000.00
          602.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-01-01
          
          6.000000
          29590.00
          811.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-12-01
          
          5.500000
          5000.00
          137.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-12-01
          
          5.000000
          9000.00
          318.00
          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
          360.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-04-01
          
          6.000000
          161915.00
          3926.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-05-01
          
          6.000000
          16474784.00
          383478.00
          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
          159.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-01-01
          
          5.500000
          45132.00
          352.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-10-01
          
          7.000000
          200000.00
          988.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-05-01
          
          5.500000
          5000.00
          89.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-12-01
          
          7.000000
          3481.00
          132.00
          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
          183.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-01-01
          
          4.500000
          227000.00
          30265.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-03-01
          
          5.000000
          1730000.00
          263566.00
          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
          1111.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-03-01
          
          5.000000
          2000.00
          35.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-10-01
          
          5.000000
          250941.00
          1909.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-05-01
          
          5.000000
          23407.00
          948.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-06-01
          
          5.500000
          1000.00
          46.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-07-01
          
          5.500000
          2000.00
          40.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-07-01
          
          5.500000
          7997.00
          136.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-05-01
          
          5.000000
          2000.00
          199.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-06-01
          
          5.500000
          15000.00
          66.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-06-01
          
          5.500000
          10000.00
          201.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-08-01
          
          6.000000
          275000.00
          988.00
          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
          283.00
          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
          2669.00
          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
          2196.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-09-01
          
          6.000000
          72286.00
          422.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-01-01
          
          5.500000
          40000.00
          873.00
          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
          1564.00
          14.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-09-01
          
          5.500000
          1003797.00
          103127.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-04-01
          
          5.000000
          45162.00
          19012.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-11-01
          
          6.500000
          7212.00
          131.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-09-01
          
          6.000000
          169285.00
          744.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-12-01
          
          5.500000
          1000.00
          30.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-05-01
          
          5.000000
          32847.00
          402.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-01-01
          
          6.500000
          35867.00
          520.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-02-01
          
          5.500000
          5000.00
          76.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-02-01
          
          5.500000
          10000.00
          204.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-04-01
          
          5.500000
          93000.00
          1780.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-04-01
          
          5.500000
          26817.00
          638.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-05-01
          
          5.500000
          10000.00
          305.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-05-01
          
          5.000000
          4000.00
          137.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-07-01
          
          5.000000
          15000.00
          294.00
          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
          1937.00
          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
          36415.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-03-01
          
          5.500000
          55000.00
          1909.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-05-01
          
          5.500000
          5000.00
          114.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-02-01
          
          6.500000
          25000.00
          3297.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-02-01
          
          4.500000
          2000.00
          64.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-02-01
          
          5.500000
          123960.00
          1241.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-04-01
          
          5.000000
          22000.00
          939.00
          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
          617.00
          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
          7528.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-07-01
          
          5.000000
          4268.00
          9.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-04-01
          
          5.500000
          100000.00
          867.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-07-01
          
          5.500000
          104863.00
          1442.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-05-01
          
          5.500000
          89975.00
          1325.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-06-01
          
          5.500000
          48430.00
          4092.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-06-01
          
          5.500000
          129999.00
          667.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-07-01
          
          5.500000
          69795.00
          593.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-07-01
          
          5.500000
          100000.00
          1153.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-08-01
          
          5.500000
          36040.00
          1678.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-09-01
          
          6.500000
          6562.00
          75.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-08-01
          
          5.000000
          45083.00
          274.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-08-01
          
          6.500000
          25038.00
          400.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-10-01
          
          6.000000
          2695.00
          14.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-10-01
          
          6.000000
          73425.00
          832.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-10-01
          
          6.000000
          6985.00
          223.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-09-01
          
          5.000000
          2412882.00
          1.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-01-01
          
          6.500000
          260000.00
          5497.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2021-10-01
          
          5.500000
          114424.00
          17.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-09-01
          
          6.000000
          25694.00
          181.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-12-01
          
          5.500000
          100000.00
          1654.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-12-01
          
          6.500000
          2387.00
          31.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-10-01
          
          6.500000
          14039.00
          156.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-02-01
          
          6.000000
          1001.00
          29.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-11-01
          
          8.000000
          86945.00
          569.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-01-01
          
          5.000000
          185052.00
          1966.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-12-01
          
          5.000000
          11000.00
          1013.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-10-01
          
          5.000000
          15000.00
          627.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-03-01
          
          5.000000
          3557.00
          52.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-04-01
          
          4.500000
          3214.00
          70.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-06-01
          
          4.500000
          1996.00
          81.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-01-01
          
          5.000000
          29029.00
          1910.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-08-01
          
          4.000000
          195000.00
          26777.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-07-01
          
          4.000000
          1000.00
          387.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-07-01
          
          5.000000
          1000.00
          38.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-11-01
          
          5.000000
          14000.00
          1752.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-12-01
          
          5.000000
          1000.00
          87.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-01-01
          
          5.000000
          13765.00
          434.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-01-01
          
          5.000000
          8049.00
          322.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-01-01
          
          5.000000
          1464455.00
          153923.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-01-01
          
          5.000000
          1129.00
          55.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-12-01
          
          5.000000
          1012.00
          192.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-07-01
          
          3.000000
          6080.00
          2296.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-02-01
          
          5.500000
          1000.00
          512.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-11-01
          
          3.500000
          1000.00
          510.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-12-01
          
          3.000000
          1232749.00
          1031496.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-02-01
          
          4.000000
          4526.00
          2378.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-03-01
          
          4.500000
          109980.00
          58603.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          3.500000
          42510.00
          45377.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-10-01
          
          2.000000
          43000.00
          44412.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2021-11-01
          
          5.000000
          2000.00
          0.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-07-01
          
          5.000000
          36240.00
          570.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-02-01
          
          5.000000
          9091.00
          402.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-05-01
          
          5.000000
          15897.00
          2920.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-03-01
          
          5.000000
          5427.00
          57.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-09-01
          
          4.000000
          2669.00
          191.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2042-04-15
          
          3.250000
          999060.00
          372534.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2027-09-15
          
          3.000000
          2305.00
          557.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2030-11-20
          
          8.500000
          50680.00
          42379.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2030-10-20
          
          9.000000
          54429.00
          43407.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-05-20
          
          4.000000
          50863908.00
          20636432.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-07-20
          
          5.000000
          7299263.00
          2716269.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-11-20
          
          2.500000
          967888.00
          849283.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-02-20
          
          4.500000
          51085.00
          47943.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          4.500000
          5667760.00
          6081921.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-11-15
          
          5.000000
          26593.00
          4150.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-06-15
          
          4.000000
          56318.00
          43905.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-07-20
          
          3.000000
          3219973.00
          3396775.00
          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
          334.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2044-11-15
          
          4.000000
          1000.00
          563.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2045-08-15
          
          4.500000
          1802814.00
          531154.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2045-06-15
          
          4.000000
          1178287.00
          454273.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2045-07-15
          
          3.000000
          377062.00
          144300.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2030-08-15
          
          2.500000
          3853969.00
          1275441.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2046-09-15
          
          4.500000
          103394.00
          41570.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-03-15
          
          4.500000
          7902.00
          6890.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-03-15
          
          4.500000
          3443818.00
          1128486.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-03-15
          
          4.500000
          41148.00
          15914.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-02-15
          
          4.500000
          280658.00
          239783.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-03-15
          
          5.000000
          1583972.00
          481617.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-03-15
          
          5.000000
          994649.00
          248757.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-03-15
          
          5.000000
          1681000.00
          718579.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2029-04-15
          
          3.000000
          1350576.00
          736377.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2044-07-15
          
          4.000000
          1096537.00
          329032.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2044-07-15
          
          4.000000
          3835690.00
          1599694.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-10-15
          
          6.000000
          50000.00
          828.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-05-15
          
          6.500000
          61185.00
          51.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-12-15
          
          6.000000
          75130.00
          1227.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-12-15
          
          6.500000
          50000.00
          1029.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-12-15
          
          6.000000
          242000.00
          3827.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-01-15
          
          6.000000
          39999.00
          343.00
          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
          15129.00
          201.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-02-15
          
          6.000000
          53000.00
          2590.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-01-15
          
          6.000000
          25000.00
          274.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-02-15
          
          6.000000
          118683.00
          1090.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-08-15
          
          5.000000
          10445487.00
          333467.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-09-15
          
          6.000000
          63800.00
          7403.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2034-01-15
          
          6.000000
          37874.00
          665.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2034-04-15
          
          6.000000
          40000.00
          1825.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2034-10-15
          
          6.000000
          65000.00
          1471.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-02-15
          
          6.000000
          75000.00
          952.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-01-15
          
          6.500000
          35001.00
          181.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-06-15
          
          6.000000
          25000.00
          193.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-07-15
          
          6.500000
          60000.00
          378.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-11-15
          
          6.000000
          322546.00
          2124.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-01-15
          
          6.000000
          25292.00
          614.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-12-15
          
          6.000000
          30000.00
          440.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-04-15
          
          6.000000
          318313.00
          2434.00
          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
          449.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-01-15
          
          6.500000
          25176.00
          90.00
          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
          305.00
          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
          1793.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-03-15
          
          6.000000
          104000.00
          1591.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-05-15
          
          6.000000
          25000.00
          315.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-05-15
          
          6.000000
          25000.00
          304.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-06-15
          
          6.000000
          25000.00
          309.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-08-15
          
          6.000000
          235000.00
          4366.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-10-15
          
          6.000000
          159778.00
          2056.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-08-15
          
          6.500000
          25000.00
          163.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-10-15
          
          6.000000
          40009.00
          1131.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-04-15
          
          6.000000
          29396.00
          1574.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2034-04-15
          
          6.000000
          80000.00
          2387.00
          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
          10649.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2039-02-20
          
          6.000000
          1266.00
          54.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2034-10-20
          
          5.500000
          304000.00
          11822.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-02-20
          
          5.500000
          2065.00
          63.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-11-20
          
          7.000000
          1981.00
          54.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2024-09-15
          
          6.500000
          133153.00
          13428.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-05-15
          
          5.750000
          9000208.00
          224849.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2026-01-15
          
          6.500000
          587017.00
          5726.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-11-15
          
          6.000000
          28000.00
          581.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-12-15
          
          6.000000
          125026.00
          2922.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-12-15
          
          6.000000
          120000.00
          732.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2027-09-15
          
          8.500000
          800676.00
          7833.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2028-09-15
          
          7.000000
          1280985.00
          12576.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2041-09-15
          
          4.000000
          2100000.00
          577143.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2041-10-15
          
          4.000000
          1083097.00
          414194.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2030-12-15
          
          8.000000
          93000.00
          623.00
          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
          538303.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2039-08-15
          
          5.000000
          1014.00
          93.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2039-12-15
          
          4.500000
          4463361.00
          447857.00
          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
          117291.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2040-04-15
          
          4.000000
          2939777.00
          531582.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2041-01-15
          
          4.000000
          2895948.00
          596441.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2041-10-15
          
          4.000000
          767312.00
          254829.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2041-10-15
          
          4.000000
          3200000.00
          777304.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2040-06-15
          
          4.000000
          9322526.00
          1214058.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2040-08-15
          
          4.000000
          5669700.00
          665489.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2028-10-15
          
          7.000000
          402616.00
          1067.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2035-03-15
          
          5.000000
          10012086.00
          243751.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2029-07-15
          
          7.000000
          50000.00
          1215.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-09-15
          
          6.500000
          1006970.00
          160571.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-02-15
          
          6.000000
          85031.00
          1670.00
          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
          997.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-09-15
          
          7.000000
          26000.00
          169.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2020-12-15
          
          5.000000
          21124.00
          11.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-10-15
          
          6.500000
          30000.00
          192.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-12-15
          
          6.000000
          24548094.00
          766620.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-11-15
          
          6.000000
          45000.00
          454.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-04-15
          
          6.500000
          52000.00
          361.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-09-15
          
          6.500000
          100000.00
          1358.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-10-15
          
          6.000000
          25000.00
          360.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-07-15
          
          6.500000
          328363.00
          1285.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-05-15
          
          7.000000
          30000.00
          237.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-07-15
          
          7.000000
          25000.00
          187.00
          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
          
            2027-10-15
          
          7.000000
          39611.00
          114.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2029-03-15
          
          6.000000
          255277.00
          2062.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2025-08-15
          
          9.000000
          130747.00
          12.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2028-12-15
          
          7.500000
          903978.00
          2607.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2030-03-15
          
          8.000000
          946608.00
          3776.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2025-11-15
          
          8.000000
          200000.00
          313.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2026-12-15
          
          7.500000
          415290.00
          1333.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-09-15
          
          6.000000
          285000.00
          2849.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-03-15
          
          8.000000
          22131.00
          124.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-08-15
          
          6.000000
          25000.00
          381.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-01-15
          
          6.000000
          118000.00
          1803.00
          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
          262.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2045-11-15
          
          5.500000
          55000.00
          40229.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2030-12-15
          
          7.000000
          54407.00
          46233.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-11-15
          
          3.000000
          10044836.00
          9698304.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2042-08-15
          
          4.000000
          950000.00
          298206.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2028-06-15
          
          4.000000
          1088809.00
          602152.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-03-15
          
          4.000000
          1271188.00
          657132.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2035-07-15
          
          6.000000
          40000.00
          2607.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-01-15
          
          6.000000
          55000.00
          2987.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-08-15
          
          6.000000
          60000.00
          1928.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-01-15
          
          6.000000
          32489.00
          860.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-09-15
          
          6.000000
          35000.00
          934.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-10-15
          
          6.000000
          33000.00
          1026.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-08-15
          
          5.000000
          1040.00
          39.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-11-15
          
          5.500000
          54079.00
          1049.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-12-15
          
          6.000000
          3350.00
          83.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-12-15
          
          5.000000
          34737.00
          1882.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2039-12-15
          
          5.500000
          239332.00
          12037.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2041-06-15
          
          5.000000
          11254.00
          835.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2034-07-15
          
          5.500000
          10000000.00
          415875.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2021-01-15
          
          5.500000
          2846.00
          0.00
          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
          218925.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-09-15
          
          4.500000
          7400669.00
          511671.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-09-15
          
          6.000000
          288177.00
          2418.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-07-15
          
          6.000000
          38000.00
          1574.00
          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
          3184.00
          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
          762.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-07-15
          
          5.500000
          10000000.00
          177645.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-03-15
          
          6.500000
          829099.00
          48763.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-06-15
          
          5.500000
          9998972.00
          226561.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-06-15
          
          6.000000
          95000.00
          3328.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-06-15
          
          6.000000
          100000.00
          3213.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2041-11-15
          
          4.000000
          2657984.00
          842550.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-02-15
          
          6.500000
          30000.00
          1863.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-09-15
          
          6.500000
          90036.00
          1943.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-12-15
          
          6.500000
          25000.00
          2012.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-01-15
          
          5.000000
          75000.00
          995.00
          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
          2098.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-03-15
          
          5.500000
          9998147.00
          189325.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-05-15
          
          6.000000
          80000.00
          1643.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2045-05-15
          
          3.000000
          488186.00
          220023.00
          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
          660.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-03-15
          
          6.000000
          30000.00
          1576.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-08-15
          
          5.000000
          8514.00
          588.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-12-15
          
          6.000000
          45580.00
          878.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-09-15
          
          6.500000
          35257.00
          347.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-06-15
          
          6.000000
          75607.00
          1111.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-09-15
          
          6.000000
          67247.00
          1008.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-12-15
          
          6.500000
          87903.00
          1950.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-02-15
          
          6.000000
          45000.00
          1526.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-12-15
          
          6.000000
          77486.00
          2481.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-02-15
          
          6.000000
          40000.00
          1647.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-10-15
          
          6.000000
          131514.00
          1934.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-09-15
          
          6.500000
          63311.00
          1014.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-12-15
          
          5.500000
          70000.00
          831.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2039-01-15
          
          6.000000
          1911867.00
          50149.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-10-15
          
          7.000000
          50000.00
          3660.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2039-02-15
          
          5.500000
          27000.00
          653.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2039-01-15
          
          6.500000
          75000.00
          1088.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-10-15
          
          6.500000
          193297.00
          2318.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-11-15
          
          6.500000
          41793.00
          4601.00
          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
          1560.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-11-15
          
          5.500000
          33350.00
          861.00
          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
          2614.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2039-01-15
          
          7.000000
          35000.00
          2144.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2030-10-15
          
          4.500000
          1070968.00
          589356.00
          Agency Mortgage-Backed Securities
        
        
          TENNESSEE VALLEY AUTHORITY
          549300HE1ISW43LNKM54
          
            2036-04-01
          
          5.980000
          1000.00
          1546.00
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTHORITY
          549300HE1ISW43LNKM54
          
            2035-06-15
          
          4.650000
          1000.00
          1382.00
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTHORITY
          549300HE1ISW43LNKM54
          
            2024-09-15
          
          2.875000
          411000.00
          452067.00
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTHORITY
          549300HE1ISW43LNKM54
          
            2030-09-15
          
          0.00
          223000.00
          191751.00
          Agency Debentures and Agency 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
          351297.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-11-15
          
          8.000000
          91600.00
          102444.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-15
          
          7.125000
          488800.00
          573825.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-15
          
          6.250000
          200.00
          236.00
          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
          1758.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          2.375000
          1100.00
          1744.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2037-05-15
          
          5.000000
          100.00
          161.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-02-15
          
          3.500000
          700.00
          965.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-05-15
          
          4.250000
          7123100.00
          10817490.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-08-15
          
          4.500000
          1807700.00
          2810061.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-02-15
          
          2.125000
          2590800.00
          4720233.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-02-15
          
          0.750000
          1106700.00
          1578351.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-02-15
          
          0.750000
          100.00
          143.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-05-15
          
          3.000000
          60000.00
          78555.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-02-15
          
          0.625000
          189400.00
          259630.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-05-15
          
          2.875000
          1323400.00
          1701965.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          3.625000
          871200.00
          1248697.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          1.375000
          9632300.00
          15084708.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-11-15
          
          3.000000
          434800.00
          572147.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-08-15
          
          2.250000
          200.00
          230.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-02-15
          
          0.875000
          900.00
          1265.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          1.000000
          100.00
          143.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-02-15
          
          3.000000
          900.00
          1199.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-03-31
          
          2.500000
          200.00
          212.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-05-15
          
          2.875000
          269500.00
          317083.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-31
          
          2.875000
          100.00
          113.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-15
          
          3.125000
          1278700.00
          1539652.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-12-31
          
          2.625000
          78600.00
          85268.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-02-15
          
          2.625000
          1039900.00
          1204940.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-03-31
          
          2.250000
          600.00
          660.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-05-15
          
          2.375000
          1222000.00
          1400598.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-07-31
          
          1.750000
          1168600.00
          1187902.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2020-12-31
          
          2.375000
          5199700.00
          5260139.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-15
          
          0.625000
          18700.00
          22064.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-02-15
          
          2.750000
          17935500.00
          19526905.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-08-15
          
          2.375000
          7265300.00
          7880488.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-08-31
          
          2.000000
          2716300.00
          2767562.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-31
          
          1.875000
          393000.00
          410142.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-11-15
          
          2.250000
          138079200.00
          152364838.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-31
          
          1.750000
          1470200.00
          1528941.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-05-15
          
          3.125000
          1812900.00
          1868321.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-12-31
          
          2.000000
          1068100.00
          1098295.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-12-31
          
          2.250000
          11319800.00
          12133006.00
          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
          345900.00
          368955.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-11-15
          
          2.750000
          2872800.00
          3130580.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-31
          
          2.000000
          2677900.00
          2777340.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-05-31
          
          2.000000
          86200.00
          92314.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-06-30
          
          1.750000
          26817600.00
          27684389.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-06-30
          
          2.750000
          44281200.00
          49610480.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-07-31
          
          2.750000
          100500.00
          108242.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-08-31
          
          1.375000
          35113900.00
          36997726.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-15
          
          1.375000
          17585300.00
          18014252.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-15
          
          0.125000
          18800.00
          20100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-31
          
          1.500000
          79631600.00
          84083025.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-10-31
          
          1.625000
          153800.00
          165271.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-15
          
          1.625000
          1232900.00
          1278733.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-12-31
          
          1.750000
          1600.00
          1706.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-31
          
          1.375000
          2274300.00
          2384990.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-31
          
          1.500000
          589000.00
          626456.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-03-31
          
          0.625000
          47000.00
          47231.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-04-15
          
          0.250000
          12200.00
          12223.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-04-30
          
          0.375000
          7719900.00
          7750415.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-05-15
          
          0.125000
          393800.00
          393501.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-05-15
          
          0.625000
          2032800.00
          2003162.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-06-30
          
          0.500000
          200.00
          199.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-07-15
          
          0.125000
          1017400.00
          1016061.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-07-15
          
          0.125000
          9600.00
          10718.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-31
          
          0.250000
          289888000.00
          288673429.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-31
          
          0.125000
          137700.00
          137662.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-31
          
          0.250000
          400.00
          398.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-09-15
          
          0.125000
          2207200.00
          2203416.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-01
      2020-11-06
      2020-11-06
      N
      N
      N
      0.0010
      1000000000.00
      1000000000.00
      0.0060
      N
      N
      Y
      N
    
    
      MUFG SECURITIES AMERICAS INC.
      MUFG SECURITIES AMERICAS INC. 0.169999%
      K5HU16E3LMSVCCJJJ255
      0000867626
      TPR02BE1E7791568MU
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-10-01
          
          4.000000
          625000.00
          173124.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-01-01
          
          3.500000
          75000.00
          58545.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          5.000000
          1107550.00
          1209289.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-08-01
          
          3.500000
          1173534.00
          426836.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-01-01
          
          4.500000
          27000000.00
          19316061.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          4.000000
          1524514.00
          1582049.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          4.000000
          1493048.00
          1605952.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          1444116.00
          1542347.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          3.000000
          1286014.00
          1332710.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-05-01
          
          4.000000
          1040238.00
          1072622.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          3.000000
          2722236.00
          2988701.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          17412736.00
          19031747.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          2765960.00
          2890723.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-07-01
          
          3.500000
          4855824.00
          5138618.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-09-01
          
          2.500000
          1823312.00
          1002357.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          4.500000
          23592128.00
          15937862.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-03-01
          
          3.000000
          3927150.00
          4042513.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-10-01
          
          4.500000
          1333012.00
          1352597.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-10-01
          
          2.000000
          1891300.00
          1953970.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.500000
          1775000.00
          969295.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.500000
          4700000.00
          2564043.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          5.000000
          1610196.00
          833217.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          4.500000
          1174322.00
          1259888.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          4.500000
          1111640.00
          1119807.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          3.500000
          1198564.00
          1136665.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          3.000000
          2271764.00
          2392270.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          4.000000
          2337624.00
          2290556.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-07-01
          
          4.000000
          1017216.00
          524670.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          4.500000
          1038014.00
          899231.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          4.000000
          3106712.00
          3090747.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.000000
          1569166.00
          1763418.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-12-01
          
          3.000000
          2251608.00
          1979997.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          4.500000
          1006284.00
          954841.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.500000
          1201894.00
          1289143.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          2.500000
          6444480.00
          6710064.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.500000
          2443016.00
          2238467.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          3.000000
          5699800.00
          6145476.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.000000
          4122624.00
          4362538.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          4.500000
          1603384.00
          1788518.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          3.000000
          1230774.00
          1310173.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-09-01
          
          3.000000
          3659980.00
          3926020.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          1026008.00
          1136080.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          1357480.00
          1449740.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          1271888.00
          1348981.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          3.000000
          2284764.00
          2440474.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-06-01
          
          2.000000
          2466404.00
          2531018.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.000000
          1080348.00
          1131627.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          4.500000
          1052664.00
          1157363.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          3.000000
          1950250.00
          2122082.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-09-01
          
          3.000000
          1112802.00
          1204040.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          1688546.00
          1773866.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          1683668.00
          1759197.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          3.000000
          1276006.00
          1385828.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          10001248.00
          10679825.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.000000
          1123698.00
          1179779.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-09-01
          
          2.500000
          4712864.00
          4779685.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.000000
          14924020.00
          15513326.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          3.500000
          1179006.00
          1292039.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          3.500000
          271000.00
          207904.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          53590592.00
          27922701.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-02-01
          
          3.500000
          19610624.00
          10821166.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          7487872.00
          6054075.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-10-01
          
          2.500000
          16522944.00
          17368735.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2021-09-01
          
          6.000000
          2249578.00
          10284.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-06-01
          
          3.500000
          2000000.00
          1093671.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-06-01
          
          3.000000
          1000.00
          984.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-07-01
          
          2.000000
          748467.00
          739324.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-10-01
          
          1.500000
          35263.00
          35867.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          4.500000
          234000.00
          252444.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-10-01
          
          3.000000
          853650.00
          899478.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-11-01
          
          1.500000
          190000.00
          194400.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          1.500000
          6748592.00
          6806349.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-01
      2020-12-04
      2020-12-04
      N
      N
      N
      0.0017
      250000000.00
      250000000.00
      0.0015
      N
      N
      N
      Y
    
    
      MUFG SECURITIES AMERICAS INC.
      MUFG SECURITIES AMERICAS INC. 0.169999%
      K5HU16E3LMSVCCJJJ255
      0000867626
      TPR02DF7E779156MUF
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-02-01
          
          5.500000
          46998240.00
          1964925.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-03-01
          
          3.000000
          597500.00
          285698.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2031-01-01
          
          3.000000
          250000.00
          128005.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-04-01
          
          3.000000
          1377922.00
          598077.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-05-01
          
          3.000000
          3898100.00
          1597743.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-11-01
          
          2.500000
          1354170.00
          1411741.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2027-08-01
          
          4.000000
          2238322.00
          302353.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-05-01
          
          3.500000
          1766440.00
          1889436.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.000000
          2679520.00
          2861030.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          4.000000
          1244382.00
          1334289.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.500000
          2979564.00
          3311682.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-07-01
          
          2.000000
          2343980.00
          2382923.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          5.000000
          1000176.00
          1009094.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-07-01
          
          3.500000
          15000000.00
          10107151.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.500000
          1319118.00
          1221268.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-07-01
          
          2.500000
          4603510.00
          4780549.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.000000
          3084300.00
          3180966.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-09-01
          
          4.500000
          5889000.00
          3324523.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-01-01
          
          3.500000
          35930000.00
          25371011.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01