Form N-MFP2 GOLDMAN SACHS TRUST For: Oct 30

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November 6, 2020 10:51 AM EST
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    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
          
          4.500000
          3209556.00
          3286354.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          2186910.00
          919790.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          5.000000
          1264700.00
          1158223.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          4.500000
          1158152.00
          1107142.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          4.500000
          1005412.00
          859236.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.000000
          1225188.00
          1316464.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.000000
          1209876.00
          1312151.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          4433400.00
          4626072.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.500000
          2101140.00
          2250451.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.000000
          1604498.00
          1564996.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          5.000000
          1090370.00
          1195189.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.000000
          1214680.00
          1282230.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          4.500000
          1353882.00
          1464490.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          41600000.00
          42910344.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.500000
          1003238.00
          1096011.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          4.500000
          2264400.00
          2366640.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          4.000000
          1051254.00
          1137978.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.000000
          1487550.00
          1570799.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.500000
          3315488.00
          3482224.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          4.000000
          1220800.00
          1315436.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          4.000000
          3024856.00
          3301067.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.000000
          1106700.00
          1178781.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          1107372.00
          1184326.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.500000
          1130196.00
          1245017.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          3020300.00
          3235532.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          4.500000
          1355526.00
          1272904.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          3.000000
          1010700.00
          1069681.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          4.000000
          1095478.00
          1184518.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          1491250.00
          1593375.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          3.500000
          2001300.00
          2148042.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-08-01
          
          3.000000
          1182672.00
          1252713.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          1184814.00
          1302234.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-08-01
          
          2.000000
          1577742.00
          1640219.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          2328764.00
          2493954.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          8256848.00
          8790556.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          1929958.00
          2074562.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          4.000000
          1111050.00
          1187101.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          1285340.00
          1357693.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          2013296.00
          2158800.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-08-01
          
          2.000000
          2315850.00
          2325863.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-08-01
          
          2.000000
          2594220.00
          2627018.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          3.500000
          2227696.00
          2381163.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-10-01
          
          2.000000
          1976500.00
          2053987.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          2.500000
          2329388.00
          2433220.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-10-01
          
          4.500000
          1400000.00
          1108078.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          4.000000
          34976448.00
          31280588.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-09-01
          
          2.000000
          8652496.00
          8939206.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-02-01
          
          4.000000
          3000000.00
          1378550.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-02-01
          
          3.000000
          19996.00
          8001.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          3.500000
          41542144.00
          20008569.00
          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
    
    
      HSBC BANK PLC
      HSBC Bank Plc 0.110002%
      MP6I5ZYZBEU3UXPYFY54
      0001140465
      TPR02EE59779156GSA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-08-15
          
          3.125000
          5000000.00
          6668019.02
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-02-15
          
          2.500000
          18238700.00
          21954890.63
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-05-15
          
          3.000000
          5000000.00
          6588578.26
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-08-15
          
          2.875000
          5000000.00
          6424787.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-02-15
          
          2.500000
          16397000.00
          19776471.60
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-02-15
          
          0.875000
          103000000.00
          144815279.60
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-08-15
          
          2.750000
          10000000.00
          12663093.48
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-08-15
          
          2.250000
          10000000.00
          11548957.39
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2050-02-15
          
          2.000000
          10000000.00
          10956904.35
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-09-30
          
          2.125000
          38742900.00
          41602954.10
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-05-31
          
          2.750000
          29178000.00
          31441943.34
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-12-15
          
          2.625000
          56000000.00
          58111133.90
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-31
          
          2.500000
          44000000.00
          47527130.87
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-04-15
          
          2.250000
          6102500.00
          6294546.88
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-31
          
          2.125000
          98134700.00
          102989211.30
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-15
          
          1.625000
          40000000.00
          42671519.13
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-15
          
          1.625000
          46000000.00
          47364221.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-05-15
          
          1.750000
          61212000.00
          64143573.09
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-02-28
          
          1.875000
          10000000.00
          10261167.35
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-03-31
          
          2.125000
          19900000.00
          21215218.34
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-06-30
          
          2.125000
          80000000.00
          81632306.96
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-31
          
          1.875000
          50000000.00
          51747144.26
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-31
          
          1.750000
          5000000.00
          5162313.80
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-06-30
          
          1.750000
          69088800.00
          71321862.66
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          2.000000
          4107100.00
          4396323.77
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-12-31
          
          1.750000
          4909800.00
          5305901.21
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-12-31
          
          1.750000
          39000000.00
          41574063.59
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-02-15
          
          1.500000
          65000000.00
          69340493.70
          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
      0.0011
      1025000000.00
      1025000000.00
      0.0062
      N
      N
      Y
      N
    
    
      HSBC BANK PLC
      HSBC Bank Plc 0.110002%
      MP6I5ZYZBEU3UXPYFY54
      0001140465
      TPR02F8CC7791562GS
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-11-15
          
          4.375000
          18000000.00
          27830912.87
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-05-15
          
          3.000000
          55000000.00
          72008950.87
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-05-15
          
          2.875000
          46500000.00
          59801557.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-31
          
          1.875000
          4995600.00
          5168645.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-12-31
          
          2.250000
          11489400.00
          12504962.30
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-12-31
          
          2.625000
          500000.00
          542416.22
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-02-15
          
          2.750000
          35728200.00
          38898339.88
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-15
          
          1.625000
          35189400.00
          36501911.07
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          0.375000
          22425700.00
          26413734.31
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-07-15
          
          0.750000
          87000000.00
          103122834.90
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-03-31
          
          0.500000
          25000000.00
          25205802.20
          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
      0.0011
      400000000.00
      400000000.00
      0.0024
      N
      N
      Y
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.110002%
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      TPR036BB97791562BA
      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
          
            2026-08-15
          
          1.500000
          24549800.00
          26059854.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-10-31
          
          3.000000
          31000000.00
          35489559.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-15
          
          3.125000
          17853000.00
          21496374.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-01-31
          
          2.500000
          30046000.00
          30409318.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-02-15
          
          2.625000
          24668000.00
          28582989.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-02-29
          
          2.375000
          28929000.00
          31111880.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-04-30
          
          2.375000
          20330000.00
          22715125.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-05-15
          
          2.375000
          29800000.00
          34155341.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-02-15
          
          3.625000
          18378000.00
          18707158.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-11-15
          
          2.000000
          18401000.00
          20206330.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-11-30
          
          1.750000
          24401600.00
          25004240.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-02-15
          
          2.250000
          32060000.00
          35625865.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-15
          
          2.125000
          20595000.00
          22460106.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-31
          
          2.875000
          14760000.00
          16618747.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-09-30
          
          1.500000
          38097000.00
          39962468.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-04-30
          
          0.500000
          919600.00
          918190.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-09-30
          
          0.250000
          21749000.00
          21630404.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-09-30
          
          0.125000
          17654000.00
          17646109.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      Y
      
        BANK OF MONTREAL
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0011
      440000000.00
      440000000.00
      0.0027
      N
      Y
      Y
      N
    
    
      BMO CAPITAL MARKETS CORP.
      BMO CAPITAL MARKETS CORP. 0.130000%
      RUC0QBLBRPRCU4W1NE59
      0000772028
      TPR036DF1779156BMO
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-11-01
          
          1.500000
          72449.00
          74105.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          2.500000
          120668.00
          126315.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          3.500000
          13882903.00
          14976882.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          1.500000
          5433644.00
          5471426.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          4.000000
          1716225.00
          1568872.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          22223744.00
          23218745.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.000000
          25016497.00
          25756679.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          2.000000
          26606250.00
          27487878.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          3.000000
          847864.00
          907324.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          16423857.00
          17405364.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          29364429.00
          30893875.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          3.000000
          23237.00
          24117.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-11-01
          
          2.000000
          26872.00
          27793.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-11-01
          
          2.500000
          1737083.00
          1819698.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-11-01
          
          2.000000
          2059932.00
          2141446.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          2.000000
          11688261.00
          12075565.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          2.500000
          12983785.00
          13576143.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          3.000000
          46871.00
          49516.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-10-20
          
          2.500000
          26643531.00
          27952232.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-10-20
          
          3.000000
          12958441.00
          13715663.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-01-20
          
          4.500000
          1286777.00
          1387909.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2039-11-20
          
          5.500000
          124813.00
          119410.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          4.500000
          1164135.00
          1345946.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-10-20
          
          3.000000
          4706998.00
          5082926.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-06-20
          
          5.000000
          1147469.00
          1265938.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          3.500000
          28349414.00
          29913629.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-04-20
          
          4.000000
          1214499.00
          1326382.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-05-20
          
          4.000000
          1202472.00
          1325486.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-07-20
          
          4.500000
          1087984.00
          1138245.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-07-20
          
          4.500000
          1121658.00
          1226878.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-07-20
          
          4.000000
          1317563.00
          1440483.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          4.000000
          1130077.00
          1237525.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-07-20
          
          4.000000
          1195744.00
          1320609.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-06-20
          
          4.500000
          1132845.00
          1306834.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          4.500000
          1606388.00
          1771994.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-09-20
          
          4.000000
          1119012.00
          1220797.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-07-20
          
          4.500000
          1134987.00
          1256112.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          4.500000
          2124313.00
          2329916.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-09-20
          
          3.500000
          1220181.00
          1325519.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          4.000000
          1181471.00
          1292408.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-09-20
          
          3.500000
          2143869.00
          2365709.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-09-20
          
          3.500000
          1145961.00
          1266677.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-09-20
          
          3.500000
          216426.00
          241038.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-10-20
          
          4.000000
          1117200.00
          1220447.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-09-20
          
          3.000000
          1199484.00
          1269347.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-10-20
          
          3.500000
          1227889.00
          1345616.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2046-07-20
          
          3.500000
          39000000.00
          20479402.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-07
      2020-11-07
      2020-11-12
      Y
      
        BMO CAPITAL MARKETS CORP.
        1.0000
        7
        N
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0013
      300000000.00
      300000000.00
      0.0018
      N
      N
      Y
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.119999%
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      TPR036DF47791563BA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-02-25
          
          0.00
          8404000.00
          8401059.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-02-15
          
          2.125000
          9500.00
          17308.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-11-15
          
          2.750000
          100000000.00
          125977635.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2050-02-15
          
          2.000000
          54068000.00
          59241790.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          1.125000
          22542800.00
          21696653.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-08-15
          
          2.875000
          16695800.00
          19578455.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-08-15
          
          2.375000
          635000.00
          688769.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-05-15
          
          1.625000
          46150000.00
          49472776.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-04-30
          
          1.875000
          79000000.00
          81776617.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-31
          
          1.375000
          58150000.00
          60980168.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-10-15
          
          0.125000
          29100000.00
          31168874.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-07
      2020-11-07
      2020-11-09
      Y
      
        BANK OF MONTREAL
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0012
      450000000.00
      450000000.00
      0.0027
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.119999%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR03705B779156ROY
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-04-01
          
          3.000000
          11182.00
          6188.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-04-01
          
          4.000000
          7425884.00
          1814917.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-01-01
          
          5.000000
          570603.00
          157821.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-06-01
          
          4.500000
          416622.00
          112748.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-02-01
          
          4.000000
          39864298.00
          9402137.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-08-01
          
          3.500000
          127698.00
          97738.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-02-01
          
          3.500000
          805724.00
          703596.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-01
          
          4.000000
          2865706.00
          969610.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-07-01
          
          4.000000
          3533648.00
          2744113.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-06-01
          
          4.500000
          2158227.00
          1448636.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-10-01
          
          4.000000
          3144284.00
          1052213.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-01-01
          
          3.500000
          2612239.00
          2109008.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          120100870.00
          85974111.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-10-01
          
          3.000000
          2867107.00
          1901352.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-04-01
          
          3.500000
          835245.00
          557380.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-01-01
          
          3.500000
          232316.00
          181346.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-01-01
          
          2.500000
          10424344.00
          10216154.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          5.000000
          381968.00
          222139.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-05-01
          
          4.000000
          123000.00
          114540.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          221809174.00
          227160498.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          3.000000
          83886.00
          87380.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          2.000000
          333180.00
          343189.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          3.000000
          16181.00
          15776.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-09-01
          
          3.500000
          11910280.00
          3707883.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          4.500000
          6627266.00
          4205508.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.500000
          68474779.00
          48704853.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2044-05-01
          
          4.000000
          3994564.00
          1510911.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          4.500000
          594829.00
          362411.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-01-01
          
          4.500000
          275495758.00
          197092333.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-01-01
          
          3.500000
          30481.00
          21172.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-03-01
          
          4.000000
          3000000.00
          1955078.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          3.500000
          42011.00
          44853.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          143248066.00
          147042901.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          351241.00
          359362.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          1064928.00
          1099351.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          2.500000
          2195654.00
          2293525.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-10-01
          
          3.000000
          1902664.00
          2050586.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          83568.00
          86618.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-10-01
          
          2.500000
          11000.00
          11496.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          3.000000
          3517560.00
          2704244.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          3.500000
          1344116.00
          1401315.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-01-01
          
          4.000000
          91093.00
          25735.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-04-01
          
          3.500000
          3363756.00
          1244603.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-09-01
          
          3.500000
          11823297.00
          8176190.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-11-01
          
          3.000000
          2269047.00
          1644596.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          4.000000
          5226758.00
          3100418.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.500000
          63687.00
          44239.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          2.500000
          13060.00
          4817.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-02-01
          
          4.000000
          1610367.00
          752542.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-03-01
          
          5.000000
          1718350.00
          821126.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-01-01
          
          4.000000
          5651600.00
          2566706.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-01-01
          
          4.000000
          249471.00
          182272.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2056-07-01
          
          4.000000
          54637282.00
          40075917.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2058-05-01
          
          4.000000
          2746665.00
          2269787.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2059-04-01
          
          3.500000
          1000.00
          980.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2059-08-01
          
          3.000000
          191117.00
          201131.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2059-08-01
          
          4.000000
          44523197.00
          46949475.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          2.000000
          6739378.00
          6944953.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.500000
          28640.00
          20895.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          5.500000
          2837943.00
          2718813.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          5.000000
          220258.00
          141698.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          4.500000
          549137.00
          449933.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          5.000000
          135482.00
          127858.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          3.500000
          3011.00
          3042.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-12-01
          
          3.000000
          2675000.00
          2010254.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.000000
          331064.00
          354784.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          360492.00
          369922.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-10-01
          
          3.000000
          1849114.00
          2008954.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          330068.00
          352095.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          3.000000
          1527021.00
          1669745.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          2.500000
          16901683.00
          17655074.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-10-01
          
          2.000000
          1464198.00
          1533017.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-11-01
          
          4.000000
          39467.00
          30874.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.000000
          628574.00
          501634.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.000000
          2210966.00
          2243346.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          5.000000
          1565084.00
          1075503.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.500000
          4196980.00
          3475138.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-06-01
          
          4.000000
          1961771.00
          1572528.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          3.500000
          623283.00
          645835.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.000000
          488776.00
          492133.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          110696.00
          117841.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          30382100.00
          32452014.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          1269000.00
          1361043.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          5.000000
          184000.00
          151930.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          5.000000
          1621961.00
          841697.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          4.500000
          3415951.00
          1561076.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          5.000000
          306102.00
          198525.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.500000
          1727627.00
          1522103.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          4.500000
          51247.00
          46165.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-02-01
          
          4.500000
          2016074.00
          1661763.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.000000
          9982.00
          8370.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.000000
          78029.00
          78738.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.500000
          2524.00
          2541.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          27757.00
          28571.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-11-01
          
          2.000000
          1661416.00
          1749918.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-08-01
          
          4.000000
          10039511.00
          11115658.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-06-01
          
          3.000000
          207651.00
          132492.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-11-01
          
          5.000000
          2989940.00
          1072663.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.000000
          43447346.00
          44291341.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-07
      2020-11-07
      2020-11-17
      Y
      
        Royal Bank of Canada
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0012
      995000000.00
      995000000.00
      0.0060
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.110002%
      R0MUWSFPU8MPRO8K5P83
      0001272025
      TPR0374AD779156XBN
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-03-25
          
          0.00
          6000.00
          5997.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2036-02-15
          
          0.00
          8802500.00
          7417435.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2037-05-15
          
          0.00
          278000.00
          229356.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2038-05-15
          
          0.00
          100.00
          81.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-02-15
          
          0.00
          100.00
          79.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-05-15
          
          0.00
          100.00
          79.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-11-15
          
          0.00
          485100.00
          377209.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-02-15
          
          0.00
          16995400.00
          13143308.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-08-15
          
          0.00
          100.00
          76.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-05-15
          
          0.00
          100.00
          73.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-02-15
          
          0.00
          1198000.00
          853204.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-05-15
          
          0.00
          5371700.00
          3707692.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-08-15
          
          0.00
          367600.00
          252115.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-11-15
          
          0.00
          200.00
          136.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-05-15
          
          0.00
          500.00
          337.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-08-15
          
          0.00
          43510200.00
          29170978.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-11-15
          
          0.00
          700.00
          468.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-05-15
          
          0.00
          300.00
          198.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-08-15
          
          0.00
          1305400.00
          856277.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-11-15
          
          0.00
          300.00
          196.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          0.00
          296500.00
          188639.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-08-15
          
          0.00
          138000.00
          86918.00
          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
          
            2050-08-15
          
          0.00
          2600.00
          1571.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-05-15
          
          8.125000
          500.00
          540.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-15
          
          6.250000
          700.00
          827.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-15
          
          7.625000
          3300.00
          4383.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-04-15
          
          3.875000
          100.00
          225.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2032-04-15
          
          3.375000
          1087900.00
          2390603.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-15
          
          2.000000
          400.00
          615.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2036-02-15
          
          4.500000
          24032000.00
          35828191.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          2.375000
          263000.00
          416859.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-01-15
          
          1.750000
          2513900.00
          3782519.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-01-15
          
          2.500000
          100.00
          158.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-02-15
          
          2.125000
          5422500.00
          9893149.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-02-15
          
          0.750000
          1835900.00
          2618319.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-08-15
          
          2.750000
          55894100.00
          70085967.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-05-15
          
          2.875000
          266559400.00
          342810049.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          1.375000
          58841200.00
          92148533.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-02-15
          
          2.500000
          53743500.00
          64820199.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-02-15
          
          1.000000
          4081700.00
          5938909.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          1.000000
          663200.00
          945625.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-05-15
          
          2.875000
          148710200.00
          194901521.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-08-15
          
          2.250000
          17041500.00
          19681156.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2050-02-15
          
          0.250000
          126014800.00
          146925128.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-07-31
          
          2.125000
          17300.00
          18595.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-08-31
          
          1.875000
          3462500.00
          3685332.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-30
          
          2.125000
          490000.00
          530791.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-12-31
          
          2.250000
          3000.00
          3265.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-28
          
          2.750000
          250000.00
          277389.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-28
          
          2.625000
          100.00
          106.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-04-15
          
          0.625000
          600.00
          653.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-06-30
          
          2.625000
          2700.00
          2899.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-10-31
          
          3.000000
          876200.00
          1003095.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-11-30
          
          2.875000
          9300000.00
          10174292.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-31
          
          2.500000
          83000.00
          89653.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-02-15
          
          2.625000
          5635800.00
          6530242.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-02-29
          
          2.375000
          31898100.00
          34305018.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-04-15
          
          0.500000
          20000400.00
          21777572.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-15
          
          2.125000
          1548000.00
          1609999.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-15
          
          1.750000
          1335800.00
          1378929.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-15
          
          2.000000
          5500.00
          5951.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-31
          
          1.875000
          100.00
          104.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2020-12-31
          
          1.750000
          100.00
          101.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-15
          
          0.625000
          5690100.00
          6827204.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2020-11-15
          
          2.625000
          5800.00
          5876.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-01-15
          
          1.125000
          15221600.00
          18176674.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-03-31
          
          1.500000
          709100.00
          732688.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-08-15
          
          2.125000
          73600.00
          75085.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-01-15
          
          0.125000
          21600.00
          25098.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-10-31
          
          1.250000
          720100.00
          732591.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-11-15
          
          2.000000
          100.00
          110.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-11-30
          
          2.125000
          1107900.00
          1183196.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-01-31
          
          1.875000
          200100.00
          205350.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-07-15
          
          0.375000
          207200.00
          241835.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-31
          
          1.875000
          38700.00
          39703.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2020-10-31
          
          0.00
          800.00
          807.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-31
          
          1.750000
          200.00
          206.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-06-30
          
          2.750000
          109113600.00
          122245514.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-07-15
          
          2.625000
          723200.00
          741517.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-07-15
          
          0.750000
          11820000.00
          14010482.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-07-31
          
          2.750000
          150000.00
          161555.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-10-31
          
          1.500000
          6800.00
          6943.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-10-31
          
          1.625000
          6671700.00
          7169294.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-15
          
          1.500000
          2618700.00
          2707103.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-01-31
          
          0.254025
          1000.00
          1002.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-01-31
          
          1.375000
          100.00
          102.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-02-28
          
          1.125000
          71281900.00
          72347539.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-31
          
          0.375000
          3415200.00
          3427184.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-04-30
          
          0.214025
          500.00
          501.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-05-15
          
          0.125000
          6500000.00
          6495064.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-31
          
          0.250000
          4342500.00
          4330281.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-06-30
          
          0.250000
          3019700.00
          3008961.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-06-30
          
          0.125000
          27296200.00
          27293973.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-31
          
          0.125000
          163344600.00
          163282722.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-31
          
          0.250000
          84418100.00
          84008787.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-08-15
          
          0.00
          43.00
          38.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2032-02-15
          
          0.00
          12913972.00
          11358084.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2033-02-15
          
          0.00
          86.00
          74.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-02-15
          
          0.00
          9210000.00
          7775202.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-08-15
          
          0.00
          67722.00
          56661.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2035-08-15
          
          0.00
          11932813.00
          9775540.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2037-02-15
          
          0.00
          82.00
          65.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-05-15
          
          0.00
          123243826.00
          109892206.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-11-15
          
          0.00
          11059963.00
          9772284.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2032-11-15
          
          0.00
          26369878.00
          22849078.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2033-05-15
          
          0.00
          6858.00
          5884.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2033-11-15
          
          0.00
          8729128.00
          7410977.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-05-15
          
          0.00
          16842317.00
          14157096.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-11-15
          
          0.00
          27499366.00
          22876173.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-02-15
          
          0.00
          21987.00
          21943.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-15
          
          0.00
          51.00
          50.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-11-15
          
          0.00
          72.00
          70.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-02-15
          
          0.00
          20.00
          19.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-08-15
          
          0.00
          824287.00
          784742.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-08-15
          
          0.00
          824.00
          772.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-15
          
          0.00
          783538.00
          731571.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2035-05-15
          
          0.00
          350220.00
          288353.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2035-11-15
          
          0.00
          63.00
          51.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-05-15
          
          0.00
          20789612.00
          19252677.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-02-15
          
          0.00
          18.00
          17.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2036-11-15
          
          0.00
          11790497.00
          9397474.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2037-05-15
          
          0.00
          46982826.00
          37079598.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2037-08-15
          
          0.00
          137555.00
          108028.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2038-08-15
          
          0.00
          2008.00
          1545.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-02-15
          
          0.00
          4077318.00
          3107116.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2038-11-15
          
          0.00
          276.00
          211.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-05-15
          
          0.00
          338.00
          256.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-08-15
          
          0.00
          123.00
          93.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-11-15
          
          0.00
          566.00
          425.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-02-15
          
          0.00
          1062.00
          792.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          0.00
          67.00
          50.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-08-15
          
          0.00
          1169.00
          861.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-11-15
          
          0.00
          4.00
          3.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-05-15
          
          0.00
          4.00
          3.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-11-15
          
          0.00
          14.00
          10.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-02-15
          
          0.00
          4093657.00
          2915359.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-11-15
          
          0.00
          5900.00
          4129.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-05-15
          
          0.00
          21.00
          14.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-08-15
          
          0.00
          6126.00
          4208.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-11-15
          
          0.00
          114.00
          78.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          0.00
          86.00
          58.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-05-15
          
          0.00
          552.00
          372.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-11-15
          
          0.00
          112.00
          74.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-02-15
          
          0.00
          11720988.00
          7760548.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-08-15
          
          0.00
          2173.00
          1422.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-08-15
          
          0.00
          14271771.00
          9130994.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-11-15
          
          0.00
          38894181.00
          24744789.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-05-15
          
          0.00
          19281391.00
          12149744.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-08-15
          
          0.00
          182.00
          114.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-11-15
          
          0.00
          13285130.00
          8292153.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          0.00
          12436418.00
          7724483.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-05-15
          
          0.00
          52.00
          32.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-02-15
          
          0.00
          313.00
          191.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-05-15
          
          0.00
          502.00
          305.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-07
      2020-11-07
      2020-12-01
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0011
      1990000000.00
      1990000000.00
      0.0120
      N
      N
      Y
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.140000%
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      TPR0378CB779156BAN
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          2.500000
          45978398.00
          48062594.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-07-01
          
          3.000000
          85651537.00
          53907406.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-07
      2020-11-07
      2021-03-11
      Y
      
        BANK OF MONTREAL
        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
      99000000.00
      99000000.00
      0.0006
      N
      N
      Y
      N
    
    
      HSBC BANK PLC
      HSBC BANK PLC 0.110002%
      MP6I5ZYZBEU3UXPYFY54
      0001140465
      TPR037A227791563GS
      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
          
            2026-08-15
          
          1.500000
          108999000.00
          115703509.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-01-15
          
          0.875000
          59999500.00
          71492004.12
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-15
          
          0.625000
          4831500.00
          5700601.47
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-01-31
          
          1.500000
          55000000.00
          56134718.15
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-12-31
          
          2.000000
          115357000.00
          118618077.20
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          0.375000
          20601900.00
          24265602.09
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-11-30
          
          1.625000
          110000000.00
          118085509.70
          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
      0.0011
      500000000.00
      500000000.00
      0.0030
      N
      N
      Y
      N
    
    
      HSBC BANK PLC
      HSBC BANK PLC 0.110002%
      MP6I5ZYZBEU3UXPYFY54
      0001140465
      TPR037B9D7791564GS
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-11-15
          
          3.000000
          35000000.00
          46256722.83
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-02-15
          
          3.000000
          6248000.00
          8252393.71
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          3.000000
          20000000.00
          26512913.04
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-08-31
          
          1.875000
          5934700.00
          6316631.98
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-30
          
          2.125000
          6000000.00
          6499482.82
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-01-15
          
          0.500000
          10000000.00
          11745961.87
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-31
          
          2.500000
          20000000.00
          21979041.30
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-28
          
          2.625000
          50000000.00
          53079041.44
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-03-31
          
          2.625000
          40000000.00
          44126938.46
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-31
          
          2.625000
          5000000.00
          5608900.84
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-02-15
          
          2.625000
          29998000.00
          34758898.46
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-28
          
          2.500000
          35000000.00
          38990827.62
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-03-31
          
          2.250000
          10000000.00
          10995123.96
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          1.750000
          66500000.00
          70522826.42
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-12-31
          
          2.125000
          11500000.00
          11846631.12
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-09-30
          
          1.125000
          13048300.00
          13179307.51
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-11-15
          
          2.000000
          4500000.00
          4941496.96
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-02-15
          
          2.250000
          5000000.00
          5556123.70
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-08-31
          
          1.375000
          50000000.00
          52682450.28
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-31
          
          0.250000
          36250300.00
          36148300.77
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-01
      2020-11-06
      2020-11-06
      N
      N
      N
      0.0011
      500000000.00
      500000000.00
      0.0030
      N
      N
      Y
      N
    
    
      HSBC BANK PLC
      HSBC BANK PLC 0.110002%
      MP6I5ZYZBEU3UXPYFY54
      0001140465
      TPR037F887791565GS
      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
          
            2040-05-15
          
          4.375000
          15000000.00
          23297772.39
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-02-15
          
          3.125000
          20000000.00
          26556116.09
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-11-15
          
          3.000000
          100000000.00
          131588565.20
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-11-15
          
          2.875000
          3000000.00
          3894375.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-11-15
          
          3.375000
          25000000.00
          35701690.22
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-05-15
          
          2.875000
          20000000.00
          26212260.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-01-31
          
          2.500000
          49999300.00
          50603894.80
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-11-30
          
          1.750000
          91385000.00
          93641913.37
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-31
          
          1.875000
          22000000.00
          22570445.25
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-01-31
          
          1.375000
          8400000.00
          8558089.14
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-04-15
          
          0.250000
          87209000.00
          87374960.64
          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
      0.0011
      500000000.00
      500000000.00
      0.0030
      N
      N
      Y
      N
    
    
      BOFA SECURITIES, INC.
      BOFA SECURITIES, INC. 0.130000%
      549300HN4UKV1E2R3U73
      TPR037FDB779156BOF
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-09-30
          
          2.125000
          265065800.00
          284633321.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-05-15
          
          2.625000
          170603200.00
          174973661.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2020-11-15
          
          2.625000
          200082100.00
          202695912.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-04-30
          
          0.375000
          254690400.00
          255697143.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-07
      2020-12-07
      2020-12-07
      N
      N
      N
      0.0013
      900000000.00
      900000000.00
      0.0054
      N
      N
      N
      Y
    
    
      BNP PARIBAS
      BNP PARIBAS 0.110002%
      R0MUWSFPU8MPRO8K5P83
      0001272025
      TPR0380C57791568BN
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          "Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks"
          2549001DPIFGXC1TOL40
          
            2028-09-01
          
          4.000000
          60000.00
          74325.00
          Agency Debentures and Agency Strips
        
        
          "Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks"
          2549001DPIFGXC1TOL40
          
            2029-10-24
          
          4.000000
          90000.00
          112660.00
          Agency Debentures and Agency Strips
        
        
          "Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks"
          2549001DPIFGXC1TOL40
          
            2029-02-22
          
          3.500000
          30000.00
          30470.00
          Agency Debentures and Agency Strips
        
        
          "Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks"
          2549001DPIFGXC1TOL40
          
            2036-02-25
          
          3.900000
          5130000.00
          5215936.00
          Agency Debentures and Agency Strips
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-04-01
          
          3.500000
          8152894.00
          4496062.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-11-01
          
          4.500000
          7262299.00
          5698824.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-01-01
          
          4.500000
          650882.00
          573995.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL FARM CREDIT BANK
          
            2038-04-05
          
          3.980000
          520000.00
          528205.00
          Agency Debentures and Agency Strips
        
        
          "Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks"
          2549001DPIFGXC1TOL40
          
            2022-12-09
          
          5.250000
          375000.00
          422198.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2028-03-15
          
          0.00
          234000.00
          215922.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2032-07-15
          
          0.00
          3953000.00
          3266364.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-05-15
          
          0.00
          21000.00
          20844.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-03-23
          
          0.00
          1000.00
          937.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2023-05-05
          
          0.375000
          10593000.00
          10657639.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2023-08-24
          
          0.250000
          1769000.00
          1768264.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-03-01
          
          5.500000
          1067.00
          92.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-04-01
          
          5.000000
          100000.00
          11556.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-08-01
          
          2.500000
          147008.00
          98252.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          3.000000
          2750326.00
          1933488.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-10-01
          
          3.500000
          186536.00
          68896.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-07-15
          
          5.625000
          1000000.00
          1542036.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.500000
          8809091.00
          4179165.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          5.000000
          4779236.00
          2998330.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          3.500000
          2145410.00
          1719965.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.000000
          17421958.00
          17007706.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          4.500000
          390843.00
          254971.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.500000
          10198379.00
          6799341.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          4.000000
          19285193.00
          15575523.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2024-03-01
          
          3.000000
          10000000.00
          1233952.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.000000
          31039951.00
          12371793.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-09-01
          
          2.500000
          19030193.00
          12157028.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          2.500000
          1215182.00
          894576.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          1000.00
          1041.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2026-12-15
          
          2.500000
          333221.00
          55774.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2042-08-20
          
          3.500000
          3391569.00
          573685.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2044-03-20
          
          3.500000
          59688307.00
          13831846.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2044-12-20
          
          4.000000
          19983646.00
          4486926.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2046-09-20
          
          3.000000
          2052059.00
          1031097.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2046-10-20
          
          3.000000
          30083.00
          15178.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-02-20
          
          3.500000
          5913.00
          2828.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-07-20
          
          4.500000
          47997415.00
          19266855.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-03-20
          
          3.500000
          649708.00
          348101.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-04-20
          
          4.000000
          1077.00
          463.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-11-20
          
          3.000000
          9186581.00
          7358526.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-09-20
          
          4.000000
          38616431.00
          17726631.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-10-20
          
          4.000000
          10014422.00
          4563533.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-10-20
          
          4.500000
          9478075.00
          3982143.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-11-20
          
          3.500000
          510065.00
          270189.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-04-20
          
          4.000000
          4587129.00
          2077233.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-06-20
          
          3.500000
          11746861.00
          6403459.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-07-20
          
          3.500000
          688829.00
          401136.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-03-15
          
          6.500000
          54723.00
          10780.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2041-03-20
          
          4.500000
          58007000.00
          6658892.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2041-05-20
          
          4.500000
          157258174.00
          17554771.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2035-08-15
          
          5.000000
          1924.00
          149.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-03-25
          
          0.00
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2020-11-24
          
          0.00
          82200.00
          82195.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-01-05
          
          0.00
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2036-02-15
          
          0.00
          23673300.00
          19948330.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-08-15
          
          0.00
          2037200.00
          1547964.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-02-15
          
          0.00
          44064500.00
          31382296.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-05-15
          
          0.00
          4131700.00
          2851811.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-11-15
          
          0.00
          22872400.00
          15276064.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-08-15
          
          0.00
          137409200.00
          86545811.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-11-15
          
          0.00
          54963100.00
          34550354.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-11-15
          
          0.00
          74737000.00
          45918263.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-05-15
          
          8.125000
          1400.00
          1513.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-15
          
          6.875000
          1000.00
          1323.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-08-15
          
          5.500000
          18876000.00
          26034000.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-05-15
          
          6.250000
          19166100.00
          29391686.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          2.375000
          4446300.00
          7047445.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-01-15
          
          2.500000
          8030300.00
          12649853.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-02-15
          
          0.750000
          26761700.00
          38166937.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-05-15
          
          2.875000
          100.00
          129.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          3.000000
          509700.00
          675682.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-07-31
          
          2.125000
          73308900.00
          78797153.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-02-15
          
          2.750000
          942900.00
          1090576.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-28
          
          2.750000
          9431100.00
          10464324.00
          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
          
            2023-05-31
          
          2.750000
          52600.00
          56681.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-09-15
          
          2.750000
          3453500.00
          3544367.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-31
          
          2.500000
          34392700.00
          37149690.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-15
          
          2.125000
          600.00
          624.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-05-31
          
          2.125000
          100.00
          110.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          1.750000
          20056300.00
          21269578.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-08-15
          
          2.375000
          2030700.00
          2202649.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-15
          
          0.250000
          900.00
          1048.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-31
          
          1.875000
          8890900.00
          9278713.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-31
          
          2.125000
          17705700.00
          18581563.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-15
          
          0.125000
          300.00
          346.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-02-29
          
          2.125000
          66221000.00
          70634769.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-10-31
          
          1.500000
          1122700.00
          1146332.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-01-31
          
          0.254025
          1000.00
          1002.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-04-15
          
          0.125000
          23013600.00
          24496075.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-04-30
          
          0.214025
          6558800.00
          6568689.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-05-15
          
          0.625000
          90222000.00
          88906587.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2032-02-15
          
          0.00
          4246634.00
          3734995.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2033-02-15
          
          0.00
          116223.00
          100234.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2037-02-15
          
          0.00
          7621027.00
          6041074.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-11-15
          
          0.00
          6751324.00
          6080020.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-05-15
          
          0.00
          10405647.00
          9278352.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2033-11-15
          
          0.00
          6711258.00
          5697817.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-15
          
          0.00
          67.00
          65.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-02-15
          
          0.00
          8.00
          8.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-08-15
          
          0.00
          43.00
          41.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-08-15
          
          0.00
          19.00
          18.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2035-05-15
          
          0.00
          3055266.00
          2515544.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-08-15
          
          0.00
          9932137.00
          8994156.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-02-15
          
          0.00
          12853802.00
          11516647.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2037-11-15
          
          0.00
          8413440.00
          6573194.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2038-08-15
          
          0.00
          8245144.00
          6344597.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-05-15
          
          0.00
          102.00
          71.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          0.00
          20.00
          14.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-07
      2020-11-07
      2021-01-08
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0011
      990000000.00
      990000000.00
      0.0060
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.119999%
      R0MUWSFPU8MPRO8K5P83
      0001272025
      TPR0380C6779156BNP
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-05-01
          
          4.000000
          21681498.00
          11726086.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-11-01
          
          5.000000
          13484700.00
          8636140.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-05-01
          
          4.000000
          24815.00
          10558.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-09-01
          
          3.000000
          4431004.00
          2402163.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-11-01
          
          4.500000
          4936072.00
          3873403.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL FARM CREDIT BANK
          
            2038-04-05
          
          3.980000
          201000.00
          204171.00
          Agency Debentures and Agency Strips
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2034-09-01
          
          3.500000
          1401.00
          972.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          2.500000
          2210680.00
          2256342.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-09-15
          
          0.00
          6000.00
          5312.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2032-07-15
          
          0.00
          4009000.00
          3312637.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-05-15
          
          0.00
          21000.00
          20844.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-05-15
          
          0.00
          2577000.00
          2256797.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2021-06-22
          
          2.750000
          29055000.00
          29825736.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-01-11
          
          2.625000
          1769000.00
          1834331.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-08-01
          
          5.000000
          19951.00
          631.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-11-01
          
          6.000000
          1430983.00
          43231.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2023-04-20
          
          0.375000
          304669000.00
          305873712.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-03-01
          
          5.500000
          379977.00
          32699.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-05-01
          
          4.000000
          15103485.00
          2863162.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-06-01
          
          5.500000
          5627054.00
          710306.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-02-01
          
          3.500000
          4439788.00
          994212.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-03-01
          
          5.000000
          2071571.00
          547318.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-06-01
          
          6.500000
          4587952.00
          1994934.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-02-01
          
          3.500000
          16425219.00
          6500648.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-11-01
          
          3.500000
          1897000.00
          467901.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-01-01
          
          3.000000
          1325652.00
          320815.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-10-01
          
          4.000000
          14699809.00
          8394555.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-10-01
          
          2.500000
          4072116.00
          2829948.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-06-01
          
          3.500000
          10400083.00
          4121930.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-08-01
          
          2.500000
          4983545.00
          3330742.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          3.000000
          2082851.00
          1464251.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-10-01
          
          3.500000
          436321.00
          161152.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-02-01
          
          4.500000
          1303192.00
          595033.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-02-01
          
          4.500000
          2196906.00
          1356727.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-05-01
          
          4.500000
          2661172.00
          358287.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-04-01
          
          3.500000
          142388.00
          87197.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-02-01
          
          4.000000
          1451005.00
          640347.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-06-01
          
          3.500000
          905534.00
          637555.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-04-01
          
          5.000000
          89990084.00
          1911280.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-05-01
          
          6.000000
          3115.00
          71.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-04-01
          
          6.000000
          22909830.00
          972337.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-04-01
          
          6.000000
          20128932.00
          473338.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-01-01
          
          6.000000
          45483.00
          2311.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-02-01
          
          6.000000
          1686.00
          51.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-03-01
          
          6.000000
          20674195.00
          775308.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-08-01
          
          3.500000
          881805.00
          766327.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          109792.00
          70692.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-06-01
          
          4.500000
          715148.00
          586774.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.500000
          426000.00
          370037.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.500000
          4172000.00
          2885499.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-01-01
          
          4.000000
          3555967.00
          3142364.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          4.500000
          1536014.00
          1172017.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          3.500000
          1558464.00
          1600546.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          3.000000
          8982.00
          9501.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          20079.00
          21732.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          4.500000
          6083026.00
          3968333.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.500000
          12123307.00
          8082706.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          5.000000
          210255.00
          154331.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-02-01
          
          4.500000
          268298.00
          216817.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          4.000000
          731873.00
          511728.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          3.000000
          2330223.00
          2207093.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          2.500000
          6791668.00
          6510383.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.500000
          82935.00
          86910.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          5.000000
          3000000.00
          2856735.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          2.500000
          1563419.00
          1591234.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-05-01
          
          6.500000
          17853572.00
          136788.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-12-01
          
          5.500000
          1552.00
          55.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-08-01
          
          6.000000
          103354.00
          1012.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-10-01
          
          6.000000
          1088361.00
          221163.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-09-01
          
          6.000000
          15924883.00
          234331.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-06-01
          
          5.500000
          12365121.00
          178419.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-04-01
          
          6.000000
          1575.00
          199.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-04-01
          
          6.000000
          1631461.00
          184505.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-01-01
          
          3.000000
          3486033.00
          674265.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-03-01
          
          3.500000
          5204001.00
          1108518.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-10-01
          
          3.500000
          4606446.00
          1394328.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-10-01
          
          6.000000
          11773319.00
          1742165.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-05-01
          
          4.500000
          24669074.00
          1665385.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-01-01
          
          3.500000
          17966173.00
          5448377.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-10-01
          
          3.000000
          14000000.00
          4380647.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-11-01
          
          4.000000
          3357629.00
          1122738.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-03-01
          
          4.000000
          27313024.00
          11808020.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.000000
          12530051.00
          4994183.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          2.500000
          1361312.00
          1002152.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-01-01
          
          2.500000
          5212358.00
          3864982.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-02-01
          
          2.500000
          5333503.00
          3233583.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.500000
          378271.00
          152787.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-03-01
          
          3.500000
          17000000.00
          7702282.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-09-01
          
          2.500000
          2483807.00
          1614965.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-12-01
          
          6.500000
          2651940.00
          242722.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2045-12-20
          
          3.000000
          3772.00
          1522.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2046-10-20
          
          3.000000
          5015136.00
          2530285.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-02-20
          
          3.000000
          1787836.00
          960516.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-07-20
          
          4.500000
          6367617.00
          2556053.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-11-20
          
          3.000000
          1770930.00
          1006107.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-03-20
          
          3.500000
          40302.00
          21593.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-05-20
          
          3.500000
          19685952.00
          10207779.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-11-20
          
          3.500000
          1053.00
          785.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-10-20
          
          4.000000
          15885167.00
          7238808.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-11-20
          
          4.000000
          22500914.00
          10106818.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-01-20
          
          4.000000
          2247.00
          920.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-01-20
          
          5.000000
          149011068.00
          55637744.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-04-20
          
          3.500000
          20000000.00
          10164387.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-04-20
          
          4.000000
          864549.00
          391502.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-06-20
          
          3.000000
          12148419.00
          7356636.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-06-20
          
          3.500000
          16139418.00
          8797934.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-07-20
          
          3.500000
          10698.00
          6230.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-01-20
          
          4.500000
          1593179.00
          1382628.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-03-20
          
          4.500000
          3043916.00
          3019508.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-04-20
          
          4.000000
          78148333.00
          79997088.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-04-20
          
          4.500000
          49995000.00
          51284140.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-05-20
          
          2.500000
          741176.00
          761072.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-06-20
          
          3.000000
          234614.00
          243102.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-10-20
          
          2.000000
          47334300.00
          49218731.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-08-20
          
          4.500000
          6592884.00
          5368987.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-12-20
          
          4.000000
          3028808.00
          2602810.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-02-20
          
          4.500000
          2137359.00
          2339971.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-05-20
          
          5.000000
          131000.00
          138309.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-01-20
          
          4.500000
          2021606.00
          2206791.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-02-20
          
          4.500000
          2782188.00
          2971579.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-09-20
          
          3.500000
          3077333.00
          3489056.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-15
          
          3.500000
          2994151.00
          3384583.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          4.000000
          1787496.00
          1982904.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          3.000000
          2657258.00
          2800644.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-03-20
          
          4.500000
          2081701.00
          2225987.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-04-20
          
          4.000000
          2153520.00
          2400958.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-07-20
          
          3.000000
          1977904.00
          2059982.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-07-20
          
          4.000000
          1795974.00
          1913919.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          3.500000
          3070986.00
          3384797.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          3.500000
          1948668.00
          2088644.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-09-20
          
          2.000000
          2042939.00
          2122686.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          3.500000
          1815740.00
          2001820.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          3.500000
          1891131.00
          2052057.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          3.500000
          2257241.00
          2465929.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          3.000000
          2622391.00
          2801705.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          3.500000
          2251238.00
          2501841.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          4.000000
          2103162.00
          2383600.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-09-20
          
          2.500000
          2820800.00
          2954102.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-06-20
          
          4.500000
          2525879.00
          2841303.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-09-20
          
          2.000000
          1874414.00
          1945359.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          3.500000
          1860955.00
          2053240.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          3.500000
          2766219.00
          3048593.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          4.000000
          1878107.00
          2045382.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-09-20
          
          3.500000
          1764768.00
          1970285.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          3.500000
          2694413.00
          2923792.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-10-20
          
          2.000000
          1806371.00
          1883906.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-10-20
          
          2.000000
          3017307.00
          3137444.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-11-20
          
          3.500000
          1578703.00
          1465660.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2039-04-20
          
          5.000000
          33116980.00
          1906058.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2039-06-20
          
          5.000000
          10933659.00
          881434.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-07-20
          
          5.000000
          24988955.00
          1061535.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2040-11-20
          
          4.000000
          6519999.00
          977785.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2041-03-20
          
          4.500000
          9991796.00
          1147004.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2041-05-20
          
          4.500000
          9652732.00
          1077537.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2041-06-20
          
          4.500000
          921308.00
          104860.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-03-25
          
          0.00
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2020-12-08
          
          0.00
          1125000.00
          1124888.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2020-12-03
          
          0.00
          11257600.00
          11256699.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-11-15
          
          0.00
          100.00
          78.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-02-15
          
          0.00
          43600.00
          33718.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-05-15
          
          0.00
          30663600.00
          21164845.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-08-15
          
          0.00
          23149900.00
          15520619.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-08-15
          
          0.00
          21755900.00
          14270783.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-11-15
          
          0.00
          64641600.00
          40634356.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-05-15
          
          8.125000
          100.00
          108.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-04-15
          
          3.625000
          13373800.00
          29185167.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-08-15
          
          5.500000
          200.00
          276.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-05-15
          
          6.250000
          100.00
          153.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-01-15
          
          1.750000
          300.00
          451.00
          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
          
            2041-05-15
          
          4.375000
          30992300.00
          48516240.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-11-15
          
          3.750000
          200.00
          293.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          1.375000
          49212800.00
          77069933.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-02-15
          
          1.000000
          979000.00
          1424454.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-02-15
          
          0.875000
          19032500.00
          26759192.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-08-15
          
          2.750000
          9449800.00
          11966370.00
          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
          
            2048-08-15
          
          3.000000
          20308100.00
          26980847.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-08-31
          
          1.125000
          200.00
          202.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-07-15
          
          0.375000
          117012900.00
          137353869.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-05-15
          
          2.875000
          31030400.00
          36509096.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-12-31
          
          2.625000
          83077700.00
          90125384.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-01-15
          
          0.875000
          3825800.00
          4558606.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-28
          
          2.500000
          100.00
          111.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-04-15
          
          0.500000
          14249900.00
          15516101.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-05-31
          
          2.125000
          11296000.00
          12440975.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-15
          
          2.000000
          2630000.00
          2845609.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-11-15
          
          2.250000
          10515800.00
          11603762.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2020-11-15
          
          2.625000
          514300.00
          521019.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-31
          
          1.500000
          360340900.00
          380484042.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-05-15
          
          0.625000
          76776000.00
          75656626.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-31
          
          0.125000
          8613100.00
          8613859.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2032-02-15
          
          0.00
          51.00
          45.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2033-05-15
          
          0.00
          1876122.00
          1609452.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-11-15
          
          0.00
          995915.00
          828482.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-02-15
          
          0.00
          776399.00
          744371.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-15
          
          0.00
          2.00
          2.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2035-05-15
          
          0.00
          2846749.00
          2343862.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2036-11-15
          
          0.00
          11060284.00
          8815467.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2038-11-15
          
          0.00
          123.00
          94.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-05-15
          
          0.00
          28.00
          21.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-08-15
          
          0.00
          13538400.00
          9756895.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-08-15
          
          0.00
          47.00
          30.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-11-15
          
          0.00
          63.00
          40.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-08-15
          
          0.00
          13.00
          8.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-07
      2020-11-07
      2021-01-08
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0012
      1980000000.00
      1980000000.00
      0.0120
      N
      N
      Y
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 0.119999%
      2IGI19DL77OX0HC3ZE78
      0000016847
      TPR03824B779156CAN
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-10-01
          
          3.500000
          27998380.00
          9453708.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-11-01
          
          3.500000
          159100344.00
          93740006.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-11-01
          
          4.000000
          13190863.00
          4782600.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          7676650.00
          5735143.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-11-01
          
          4.000000
          19441324.00
          4799812.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-01-01
          
          3.500000
          2392509.00
          1463647.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          3.500000
          30074265.00
          18013207.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.500000
          1134435.00
          841733.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          4.000000
          6542304.00
          4792313.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-01-01
          
          4.000000
          7016020.00
          5425152.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.000000
          284476.00
          274715.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-08-01
          
          2.500000
          103159898.00
          106070065.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-09-30
          
          1.500000
          300.00
          315.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-02-28
          
          1.125000
          200.00
          203.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-31
          
          0.250000
          47100.00
          46944.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-07
      2020-11-07
      2021-01-12
      Y
      
        CANADIAN IMPERIAL BANK OF COMMER
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0012
      248000000.00
      248000000.00
      0.0015
      N
      N
      Y
      N
    
    
      MUFG SECURITIES AMERICAS INC.
      MUFG SECURITIES AMERICAS INC. 0.100000%
      K5HU16E3LMSVCCJJJ255
      0000867626
      TPR0382C37791563MU
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-05-01
          
          6.000000
          12509583.00
          587370.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-05-01
          
          4.500000
          500000.00
          102768.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-02-01
          
          3.500000
          15134960.00
          8688243.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-11-01
          
          1.500000
          56253800.00
          57539443.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          1075920.00
          1178311.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          4.000000
          2025156.00
          2206019.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.500000
          1177502.00
          1299875.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          2.500000
          1792692.00
          1897546.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-05-01
          
          4.500000
          1498214.00
          1418802.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-08-01
          
          3.000000
          1197148.00
          1279373.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-09-01
          
          2.000000
          1932212.00
          2003303.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-09-01
          
          3.500000
          62798.00
          12046.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-07-01
          
          4.500000
          85000.00
          32713.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-10-01
          
          3.000000
          2000000.00
          1021136.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          3.500000
          1832656.00
          910135.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          4.000000
          2613384.00
          2645592.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-07-01
          
          2.500000
          5464752.00
          5687037.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-09-01
          
          3.500000
          1155082.00
          1261872.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-09-01
          
          2.000000
          1103280.00
          1136345.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-06-01
          
          4.000000
          7055288.00
          4815974.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          4.500000
          1016142.00
          1103483.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-07-01
          
          5.000000
          1023308.00
          813846.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          150000.00
          82667.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-10-01
          
          3.500000
          200000.00
          135507.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          4.000000
          1250000.00
          746250.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          4.000000
          400000.00
          309089.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          4.000000
          24803904.00
          19070441.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          4.500000
          1672860.00
          1732852.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          5.000000
          1022058.00
          441492.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          4.000000
          1209544.00
          1204464.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          4.500000
          1077436.00
          893123.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.000000
          1352098.00
          1448598.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          4.000000
          2249320.00
          2056579.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.000000
          1375138.00
          1532651.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          4.000000
          1212608.00
          1286057.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.000000
          1227116.00
          1386839.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.000000
          1662164.00
          1722652.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.500000
          12398016.00
          11540963.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.500000
          3481140.00
          3299696.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          3.000000
          1137352.00
          1184717.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.000000
          1499856.00
          1611885.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.500000
          1333780.00
          1376085.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-06-01
          
          3.000000
          1223628.00
          1278055.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          1692684.00
          1804510.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          2768320.00
          2986972.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          1107174.00
          1180854.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          1579740.00
          1686499.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          1476684.00
          1570720.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          4.000000
          1282824.00
          1384754.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          3.000000
          3801916.00
          3999064.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          1145128.00
          1256495.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.000000
          6135264.00
          6362999.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.000000
          3060808.00
          3194587.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          3.000000
          3374952.00
          3487856.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-09-01
          
          2.000000
          1574654.00
          1646520.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          3.000000
          2630316.00
          2775540.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-10-01
          
          3.000000
          1012582.00
          1103869.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          3.500000
          1130802.00
          1227902.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          2.000000
          3066924.00
          3168550.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          4.500000
          174999.00
          93777.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-02-01
          
          3.500000
          17000.00
          12905.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-02-01
          
          4.500000
          3294460.00
          2405368.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-03-01
          
          4.000000
          2305056.00
          1489553.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.000000
          59943808.00
          62678811.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-16
      2020-11-16
      2020-11-16
      Y
      
        MUFG SECURITIES AMERICAS INC.
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0010
      250000000.00
      250000000.00
      0.0015
      N
      N
      N
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.100001%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR0382C87791561RO
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-04-01
          
          3.000000
          7591637.00
          4201446.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2038-05-01
          
          3.500000
          2021000.00
          1049560.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-10-01
          
          4.500000
          946351.00
          834452.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-04-01
          
          4.000000
          1609208.00
          393297.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-01
          
          4.000000
          4725413.00
          670408.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-10-01
          
          3.500000
          43777.00
          19352.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-06-01
          
          4.500000
          1420539.00
          384432.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-08-01
          
          3.500000
          433285.00
          331631.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-04-01
          
          5.000000
          6070181.00
          2890786.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-01
          
          4.000000
          3150299.00
          1065902.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          4.500000
          3182914.00
          1641723.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          5.000000
          699910.00
          312720.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-11-01
          
          4.500000
          4178638.00
          2159369.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-11-01
          
          4.500000
          973476.00
          494043.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-11-01
          
          5.000000
          125000.00
          63925.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-01-01
          
          4.500000
          2401026.00
          1022133.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          4.500000
          2873511.00
          1268885.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-01-01
          
          4.500000
          2358892.00
          1416034.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-02-01
          
          4.500000
          4345778.00
          1756361.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-02-01
          
          5.000000
          406713.00
          161338.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-03-01
          
          5.000000
          326688.00
          172419.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-04-01
          
          5.000000
          154000.00
          90720.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-04-01
          
          4.500000
          3285031.00
          1486231.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-05-01
          
          4.500000
          620825.00
          384747.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-05-01
          
          4.500000
          52345.00
          49547.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-07-01
          
          4.000000
          110978180.00
          86181940.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-06-01
          
          4.500000
          886401.00
          594966.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          1407680.00
          568705.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-11-01
          
          5.000000
          392603.00
          189603.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-11-01
          
          4.500000
          1122823.00
          468695.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          4.500000
          4272786.00
          1361730.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-02-01
          
          5.000000
          74018.00
          45425.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-02-01
          
          4.500000
          4320998.00
          1672332.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-04-01
          
          5.000000
          666252.00
          386121.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-03-01
          
          5.000000
          868301.00
          407267.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-03-01
          
          5.000000
          1504647.00
          810983.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-04-01
          
          4.500000
          1026716.00
          482504.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-10-01
          
          4.000000
          1433751.00
          479795.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-07-01
          
          4.500000
          1074880.00
          260128.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          5.000000
          633000.00
          334696.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-06-01
          
          5.000000
          2759255.00
          1302415.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          4.500000
          6613084.00
          2730434.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          5.000000
          292130.00
          133714.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2031-07-01
          
          5.000000
          222884.00
          34202.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-03-01
          
          4.500000
          1393240.00
          619641.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.500000
          35984425.00
          25992285.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          1049957.00
          463605.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          412526.00
          295306.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-04-01
          
          3.500000
          403785.00
          269456.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-01-01
          
          3.500000
          292968.00
          228690.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.500000
          3035352.00
          1346116.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          5.000000
          174074.00
          80923.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-02-01
          
          5.000000
          12267605.00
          5310215.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-03-01
          
          5.000000
          312493.00
          147313.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-11-01
          
          4.500000
          3848031.00
          1666060.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-11-01
          
          5.000000
          232000.00
          104828.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          5.000000
          320230.00
          144049.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-11-01
          
          4.500000
          3026052.00
          1360342.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-02-01
          
          5.000000
          222959.00
          108243.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-05-01
          
          4.500000
          976709.00
          454335.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-05-01
          
          5.000000
          341844.00
          178581.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-06-01
          
          4.500000
          2924503.00
          1513401.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-01-01
          
          2.500000
          1935423.00
          1896770.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-10-01
          
          3.000000
          2585543.00
          2706016.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          5.000000
          19118758.00
          11118800.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          5.000000
          3599850.00
          2752108.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-07-01
          
          4.500000
          862102.00
          474632.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-07-01
          
          5.000000
          347798.00
          212610.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-09-01
          
          4.500000
          2711280.00
          1736622.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          4.500000
          634406.00
          387263.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          5.000000
          680194.00
          486536.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          5.000000
          5667595.00
          3970965.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          5.000000
          8223476.00
          8019906.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-05-01
          
          3.500000
          31737623.00
          30226722.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          5.000000
          539691.00
          489127.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          418775.00
          428878.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          2.000000
          6221187.00
          6408075.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          2.500000
          23817932.00
          24775658.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.000000
          50000000.00
          51200076.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          3.000000
          2579082.00
          2514568.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-08-01
          
          3.500000
          19520925.00
          6948340.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-09-01
          
          3.500000
          17832.00
          6536.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-09-01
          
          3.500000
          3950464.00
          1229850.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-11-01
          
          3.500000
          3963418.00
          1711025.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          4.500000
          14275359.00
          9058809.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.500000
          8287965.00
          5895077.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-11-01
          
          4.500000
          1065728.00
          631491.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2044-05-01
          
          4.000000
          2290742.00
          866454.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          4.500000
          6298486.00
          3837472.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-08-01
          
          3.500000
          6369578.00
          3424715.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-10-01
          
          4.000000
          1168913.00
          845452.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-06-01
          
          5.000000
          125000.00
          75055.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-07-01
          
          4.500000
          1529465.00
          328696.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-07-01
          
          4.500000
          486669.00
          496345.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-07-01
          
          3.500000
          6940714.00
          3457416.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-03-01
          
          4.500000
          1800000.00
          1326554.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-07-01
          
          4.500000
          182287.00
          119950.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-08-01
          
          4.000000
          1911146.00
          1224337.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-08-01
          
          5.000000
          82147.00
          34184.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-09-01
          
          5.000000
          597827.00
          146272.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          4.500000
          1992829.00
          1833780.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          5.000000
          7575218.00
          5419767.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-12-01
          
          5.000000
          2429692.00
          1825296.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          3.500000
          50553.00
          53972.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          3.500000
          1704733.00
          1745828.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          5.000000
          5525682.00
          5010828.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          3.500000
          1698302.00
          1658591.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          3.000000
          2010960.00
          2095324.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          3.000000
          1376900.00
          1436771.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          2585550.00
          2701958.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          1368129.00
          1428132.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          1551300.00
          1617596.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          4.000000
          1081842.00
          1183638.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          3.500000
          1313992.00
          1444905.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          4.500000
          879006.00
          962373.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          5.000000
          455591.00
          504494.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          3.000000
          451523.00
          472066.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          2.500000
          1005773.00
          1047061.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          2.500000
          1909081.00
          2026134.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          1728738.00
          1855010.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          4.500000
          1665808.00
          1876055.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          1283973.00
          1400876.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          4.000000
          2222800.00
          2454151.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          109745.00
          112652.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          594855.00
          650453.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          1428704.00
          1474886.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          2.500000
          24005068.00
          25497244.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          838956.00
          874456.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          775000.00
          799222.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          3.000000
          1932600.00
          2025253.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          2.500000
          6739298.00
          7071605.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          2.500000
          15000000.00
          15739693.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          4.000000
          810035.00
          611506.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-09-01
          
          4.000000
          1742723.00
          909118.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          4.000000
          742948.00
          492913.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          4.000000
          901886.00
          733105.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-05-01
          
          4.000000
          731877.00
          541288.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-08-01
          
          5.000000
          264705.00
          188446.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          5.000000
          1411716.00
          888507.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          5.000000
          680602.00
          498557.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-08-01
          
          5.000000
          2414959.00
          844542.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-12-01
          
          5.000000
          6112562.00
          4179095.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-09-01
          
          4.500000
          2711943.00
          1219590.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-01-01
          
          5.000000
          108128.00
          117817.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-01-01
          
          4.500000
          1477929.00
          987947.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          3.000000
          135700000.00
          129813491.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          506165.00
          527051.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          53862.00
          55828.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-10-01
          
          2.500000
          139989000.00
          146297030.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          457342.00
          462456.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-04-01
          
          5.000000
          6042256.00
          126350.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-05-01
          
          4.500000
          33300000.00
          3392667.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-07-01
          
          4.500000
          17957186.00
          1625739.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-12-01
          
          4.000000
          11500000.00
          1803941.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-04-01
          
          3.500000
          1724429.00
          679733.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-05-01
          
          3.500000
          7827768.00
          2901618.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-09-01
          
          4.500000
          9000000.00
          2093635.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-01-01
          
          4.000000
          23969.00
          6772.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-04-01
          
          4.500000
          20000000.00
          5092113.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-04-01
          
          3.500000
          30148112.00
          11154921.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          4.000000
          1535028.00
          394500.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-06-01
          
          3.500000
          1062198.00
          685067.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-08-01
          
          3.500000
          13900241.00
          9641341.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-09-01
          
          3.500000
          1268.00
          868.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          4.000000
          14596.00
          8177.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-11-01
          
          3.000000
          604328.00
          438014.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          4.000000
          1791361.00
          1062603.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          4.500000
          37873.00
          22770.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.500000
          2934581.00
          2038455.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          2.500000
          157625.00
          58133.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-09-01
          
          4.000000
          3117297.00
          971017.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-12-01
          
          4.000000
          4100000.00
          1658653.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-02-01
          
          4.000000
          9677976.00
          4522625.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-07-01
          
          4.000000
          2447771.00
          938157.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-05-01
          
          5.000000
          60261000.00
          1801881.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-05-01
          
          5.000000
          74200000.00
          2136596.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-11-01
          
          3.500000
          431953.00
          298911.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.500000
          1052506.00
          604918.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-01-01
          
          4.000000
          1074259.00
          784889.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-06-01
          
          4.000000
          333464.00
          285863.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2059-04-01
          
          3.500000
          17328591.00
          16983045.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-04-01
          
          4.000000
          4247267.00
          3111946.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          3.500000
          5310594.00
          4351659.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          4.000000
          3080046.00
          2412667.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          5.000000
          109555.00
          53112.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          5.000000
          4565133.00
          2267270.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          5.000000
          10424493.00
          5243747.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          5.000000
          1241701.00
          578994.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          5.000000
          93151.00
          38044.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.500000
          3000000.00
          1374213.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          5.000000
          250734.00
          112511.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          5705244.00
          1735382.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          5.000000
          137516.00
          70137.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.500000
          10514402.00
          7671206.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          4312319.00
          1750123.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          5.500000
          827062.00
          792344.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          4.000000
          3849000.00
          2605667.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          5.000000
          8146404.00
          5561615.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          5.000000
          620328.00
          346727.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.500000
          1198283.00
          1040867.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-02-01
          
          3.500000
          4142545.00
          3371823.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          4.500000
          2378430.00
          1182940.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          3.500000
          9784602.00
          7360551.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-01-01
          
          5.000000
          451442.00
          378441.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          5.000000
          1916354.00
          1041036.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.500000
          2852089.00
          1228654.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          5.000000
          10042498.00
          6460636.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          5.000000
          229612.00
          121754.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          4.500000
          1208312.00
          564348.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          5.000000
          248865.00
          146231.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          5.000000
          210000.00
          85351.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.500000
          5431357.00
          1764232.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.500000
          3741785.00
          1597624.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          4.500000
          3747727.00
          1683599.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          4.500000
          2251890.00
          1118222.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          4.500000
          3804752.00
          1735776.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-01-01
          
          5.500000
          15796827.00
          10039415.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-01-01
          
          4.500000
          1095475.00
          474386.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          5.000000
          1173140.00
          806689.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-01-01
          
          4.500000
          5097162.00
          1724702.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-02-01
          
          4.000000
          2020058.00
          1625331.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-03-01
          
          4.000000
          1507952.00
          1031244.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-03-01
          
          4.000000
          4016483.00
          3422553.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-01-01
          
          5.500000
          141601.00
          92177.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-02-01
          
          4.500000
          3493595.00
          1575190.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          4.500000
          6801010.00
          1410065.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          5.000000
          2402983.00
          1698648.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          5.000000
          2015951.00
          1212881.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          5.000000
          1605226.00
          1514897.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          4.500000
          1176601.00
          803752.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          4.000000
          980849.00
          576134.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          5.000000
          1005947.00
          870144.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          5.000000
          79022.00
          71997.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          5.000000
          613552.00
          441038.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          4.500000
          1212192.00
          768245.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          5.000000
          1195813.00
          879989.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          5.000000
          4949836.00
          4015118.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          3.500000
          1069120.00
          1115821.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          4.000000
          1193669.00
          1268980.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          3.000000
          28947650.00
          25439101.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-10-01
          
          4.000000
          888228.00
          723785.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          4.000000
          1176950.00
          944354.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          4.000000
          1033779.00
          1097238.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.000000
          7310721.00
          7834526.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.000000
          11604647.00
          12311810.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.500000
          1710917.00
          1767131.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          5.000000
          963872.00
          590060.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.000000
          1026689.00
          1089461.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          2.500000
          3057075.00
          3168127.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          5.000000
          592557.00
          417572.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          3.000000
          22130179.00
          22341726.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          33159063.00
          36102231.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          1394269.00
          1430741.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          90350859.00
          90477161.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          1101659.00
          1179922.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          4.000000
          1212310.00
          1300951.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          4.500000
          2021365.00
          2214316.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          1037900.00
          1082317.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          3107210.00
          3235176.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          1403553.00
          1466499.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.500000
          7126695.00
          7526000.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          4.000000
          4311467.00
          4606316.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          4.500000
          1113483.00
          1204400.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          1158856.00
          1260999.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          1091441.00
          1169690.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          798402.00
          851683.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-09-01
          
          3.000000
          1172982.00
          1225433.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          15000000.00
          15668608.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          9133141.00
          9700856.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          3.000000
          1297649.00
          1409335.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.000000
          6087196.00
          6288902.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-11-01
          
          4.000000
          4500000.00
          3408073.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-11-01
          
          4.000000
          591214.00
          462496.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          5.000000
          2327430.00
          1157728.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          5.000000
          180000.00
          79420.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.000000
          2975522.00
          2374616.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          4.500000
          873108.00
          773314.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-06-01
          
          5.000000
          13450420.00
          4589983.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          5.000000
          1433983.00
          592112.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          12918.00
          9278.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          3725431.00
          1583807.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          3620438.00
          1491010.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          3705666.00
          1496814.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          4.500000
          100000000.00
          88109719.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          4.000000
          123738860.00
          89227743.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          5.000000
          3490448.00
          1573410.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          5.000000
          46026.00
          31628.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.500000
          6307153.00
          5222381.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.500000
          3561474.00
          2721243.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          14762342.00
          12402626.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.500000
          3667912.00
          1498410.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          5.000000
          20395754.00
          15335612.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-01-01
          
          3.500000
          4931754.00
          3931899.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-01-01
          
          4.500000
          3103087.00
          1392596.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-02-01
          
          4.500000
          2899815.00
          1314516.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          5.000000
          637537.00
          384432.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          4.500000
          2647491.00
          1352158.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          4.500000
          1374443.00
          579529.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-06-01
          
          4.000000
          1485064.00
          1190406.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          4.000000
          154145594.00
          139327936.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          5.000000
          27715202.00
          16951511.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          3.500000
          120744000.00
          109987746.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          3.500000
          1196001.00
          1135603.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.500000
          2768380.00
          1491517.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          3.000000
          15777792.00
          14054417.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          4.500000
          2375635.00
          1473091.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          12242968.00
          12567618.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          5.000000
          88751.00
          49322.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          3.500000
          13315.00
          13797.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.000000
          2984595.00
          3005092.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          2.500000
          32457524.00
          33495864.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.500000
          3177305.00
          3314932.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          1913435.00
          2038892.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          243877055.00
          250806700.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.500000
          1735249.00
          1714697.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          74136.00
          78921.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          210736184.00
          229585283.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          4.500000
          18809560.00
          19737767.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.500000
          1101037.00
          970054.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          4.500000
          1487600.00
          1340078.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          4.500000
          1507894.00
          982345.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          4.000000
          3645000.00
          3517442.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          5.000000
          96112.00
          81620.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          2.500000
          16856774.00
          15874768.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          5.000000
          263749.00
          223787.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          3.000000
          182162311.00
          173599692.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.000000
          12372.00
          10373.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.000000
          245714.00
          247946.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.500000
          11388.00
          11467.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          985872.00
          1014791.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          11998955.00
          12558101.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-11-01
          
          2.000000
          2606724.00
          2745582.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-11-01
          
          2.000000
          4010941.00
          4169678.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-08-01
          
          5.000000
          33710000.00
          1190370.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-08-01
          
          6.500000
          5000000.00
          520101.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-10-01
          
          6.500000
          69885460.00
          1528168.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-06-01
          
          5.500000
          22990000.00
          592149.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-06-01
          
          5.500000
          85000000.00
          1613379.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-11-01
          
          6.000000
          2763552.00
          97867.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-02-01
          
          5.500000
          29700000.00
          478761.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-12-01
          
          5.500000
          2174644.00
          365280.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-07-01
          
          6.000000
          1253854.00
          35990.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-11-01
          
          6.000000
          3298344.00
          95652.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-07-01
          
          6.000000
          2398288.00
          770040.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-11-01
          
          5.500000
          2340203.00
          259709.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-11-01
          
          6.000000
          2372678.00
          123876.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-12-01
          
          6.000000
          1749075.00
          102926.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-12-01
          
          6.000000
          1642490.00
          394149.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-11-01
          
          5.500000
          2150025.00
          411629.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-12-01
          
          5.500000
          3388001.00
          370450.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-11-01
          
          6.000000
          1108850.00
          50131.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-10-01
          
          5.500000
          1197144.00
          313502.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-02-01
          
          5.500000
          1788402.00
          270777.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-06-01
          
          5.500000
          1949164.00
          37074.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-12-01
          
          6.000000
          25760000.00
          495502.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-06-01
          
          6.000000
          1659987.00
          591202.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-08-01
          
          4.500000
          18750000.00
          2803623.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-01-01
          
          5.500000
          1086815.00
          391138.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-11-01
          
          7.000000
          2832487.00
          392680.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-06-01
          
          3.000000
          67093.00
          42809.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-07-01
          
          3.500000
          1500000.00
          590396.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-01-01
          
          4.500000
          12020733.00
          2163467.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-03-01
          
          5.500000
          1007813.00
          172049.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-02-01
          
          5.000000
          1678522.00
          698928.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-03-01
          
          3.500000
          736651.00
          386687.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          5.000000
          595404.00
          274036.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.000000
          1126400.00
          320269.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          4.000000
          2045500.00
          569639.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          5.000000
          1973865.00
          907877.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-02-01
          
          4.000000
          2970871.00
          696470.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          975963.00
          333658.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          5.000000
          405896.00
          206549.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          5.000000
          1200836.00
          532534.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-06-01
          
          5.000000
          2241784.00
          915329.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.500000
          4223013.00
          1705711.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          5.000000
          2008641.00
          911972.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          5.000000
          809153.00
          357052.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          5.000000
          257111.00
          127588.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          4.000000
          2922692.00
          970595.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          5.000000
          1494216.00
          848597.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          5.000000
          1221334.00
          777989.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          5.000000
          588439.00
          437948.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          4.500000
          1714337.00
          1086240.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-10-01
          
          4.000000
          1399880.00
          851173.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-10-01
          
          4.500000
          677875.00
          467810.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          5.000000
          605608.00
          420268.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          5.000000
          292783.00
          214365.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          5.000000
          3096862.00
          1841185.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          4.000000
          411988.00
          336163.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          5.000000
          50542.00
          41401.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.000000
          2065766.00
          2105895.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          334161.00
          347895.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-02-01
          
          4.500000
          12391578.00
          3138219.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-02-01
          
          4.500000
          6994886.00
          1874653.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-05-01
          
          6.000000
          1278138.00
          173256.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-10-01
          
          6.000000
          2093857.00
          164337.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-07
      2020-11-07
      2020-11-16
      Y
      
        Royal Bank of Canada
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0010
      2485000000.00
      2485000000.00
      0.0150
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.110002%
      R0MUWSFPU8MPRO8K5P83
      0001272025
      TPR0382CA7791562BN
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-08-15
          
          0.00
          7478300.00
          5682379.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-11-15
          
          0.00
          199800.00
          143061.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-05-15
          
          0.00
          300000.00
          207068.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-02-15
          
          3.125000
          91606000.00
          121634979.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2050-02-15
          
          2.000000
          10272800.00
          11255809.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-01-15
          
          0.500000
          2100000.00
          2466652.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-05-15
          
          2.875000
          29074300.00
          34207629.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-08-15
          
          2.875000
          200.00
          235.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-15
          
          3.125000
          4566800.00
          5498776.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-01-15
          
          0.875000
          50000000.00
          59577167.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-07-15
          
          0.250000
          23805400.00
          26853773.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-07-15
          
          0.750000
          7000000.00
          8297240.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-08-15
          
          1.625000
          156950400.00
          169119703.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-02-15
          
          0.00
          10.00
          8.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2035-08-15
          
          0.00
          12924764.00
          10588161.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-05-15
          
          0.00
          76831.00
          68508.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-11-15
          
          0.00
          3983904.00
          3314130.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2035-11-15
          
          0.00
          1594.00
          1299.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-02-15
          
          0.00
          99997.00
          74614.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-08-15
          
          0.00
          14387.00
          8857.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-07
      2020-11-07
      2021-01-15
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0011
      450000000.00
      450000000.00
      0.0027
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.110002%
      R0MUWSFPU8MPRO8K5P83
      0001272025
      TPR0382CB7791563BN
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-03-25
          
          0.00
          1100.00
          1100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2020-12-24
          
          0.00
          78603100.00
          78591310.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-02-02
          
          0.00
          17411400.00
          17406873.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-15
          
          2.000000
          42590000.00
          65513351.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-08-31
          
          1.125000
          100.00
          101.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-31
          
          2.250000
          66943700.00
          72933076.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-09-30
          
          2.125000
          5291500.00
          5397089.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-15
          
          0.625000
          24315500.00
          29174684.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-15
          
          1.625000
          47397100.00
          50562656.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          0.375000
          84960900.00
          100069770.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-04-15
          
          0.125000
          36223200.00
          38556602.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-11-15
          
          0.00
          1271071.00
          793362.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          0.00
          51.00
          32.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-07
      2020-11-07
      2021-01-19
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0011
      450000000.00
      450000000.00
      0.0027
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.110002%
      R0MUWSFPU8MPRO8K5P83
      0001272025
      TPR0382CC7791569BN
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-03-25
          
          0.00
          400.00
          400.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-07-15
          
          0.00
          361100.00
          360802.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-03-09
          
          0.00
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-08-15
          
          0.00
          137400.00
          86540.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-11-15
          
          0.00
          19129600.00
          11753188.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-05-15
          
          8.125000
          1100.00
          1189.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-15
          
          5.250000
          100.00
          138.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-04-15
          
          3.875000
          100.00
          225.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-08-15
          
          6.125000
          115500.00
          170223.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          2.375000
          2111500.00
          3346756.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-01-15
          
          2.500000
          910000.00
          1433491.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-05-15
          
          4.375000
          75800.00
          118660.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-02-15
          
          0.750000
          29824600.00
          42535176.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          1.375000
          700.00
          1096.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-31
          
          1.375000
          44842000.00
          46443712.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-08-31
          
          1.125000
          100.00
          101.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-31
          
          1.875000
          508700.00
          526321.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-30
          
          2.125000
          29891800.00
          32380207.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-12-31
          
          2.250000
          5000.00
          5442.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-01-15
          
          0.500000
          6528700.00
          7668586.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-31
          
          2.375000
          6846000.00
          7226405.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-31
          
          2.500000
          200.00
          220.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-03-31
          
          2.500000
          858000.00
          907962.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-04-15
          
          0.625000
          1700000.00
          1850521.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-31
          
          2.875000
          28000.00
          31565.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-08-15
          
          2.750000
          200.00
          205.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-31
          
          2.750000
          17470000.00
          18810788.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-01-15
          
          0.875000
          843000.00
          1004471.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-06-30
          
          1.625000
          1400.00
          1422.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-07-31
          
          1.750000
          100.00
          102.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-03-31
          
          2.250000
          100.00
          101.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-31
          
          1.750000
          3835500.00
          3927630.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-31
          
          1.875000
          275000.00
          286995.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-30
          
          2.000000
          673200.00
          704496.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-31
          
          2.125000
          7290000.00
          7650621.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-15
          
          0.625000
          152797800.00
          183332754.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-01-31
          
          1.375000
          608000.00
          611934.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-31
          
          1.750000
          704500.00
          732648.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-01-15
          
          1.125000
          14600.00
          17434.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-04-30
          
          1.375000
          20441200.00
          20710362.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-06-30
          
          1.375000
          598100.00
          619781.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-15
          
          1.625000
          30658000.00
          31567224.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-15
          
          0.125000
          18412200.00
          21272564.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-15
          
          2.000000
          3709600.00
          3879687.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          0.375000
          1900100.00
          2238001.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-15
          
          2.500000
          54841200.00
          58648443.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-31
          
          1.875000
          800000.00
          820743.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-31
          
          2.000000
          26439600.00
          27421399.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-07-15
          
          0.750000
          7000000.00
          8297240.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-11-30
          
          1.500000
          60217300.00
          61477016.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-12-31
          
          1.625000
          949200.00
          970695.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-01-31
          
          1.375000
          100.00
          102.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-15
          
          1.375000
          63900.00
          65841.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-03-15
          
          0.500000
          51403100.00
          51836559.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-04-30
          
          0.214025
          200.00
          200.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-05-15
          
          0.125000
          18932000.00
          18917624.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-31
          
          0.125000
          5900.00
          5901.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-31
          
          0.125000
          18036800.00
          18031842.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-31
          
          0.125000
          193805200.00
          193731783.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-31
          
          0.250000
          110896600.00
          110358903.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-09-15
          
          0.125000
          5006000.00
          4997417.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          0.00
          41.00
          25.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-05-15
          
          0.00
          51.00
          32.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-07
      2020-11-07
      2021-01-19
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0011
      990000000.00
      990000000.00
      0.0060
      N
      N
      Y
      N
    
    
      MUFG SECURITIES AMERICAS INC.
      MUFG SECURITIES AMERICAS INC. 0.120000%
      K5HU16E3LMSVCCJJJ255
      0000867626
      TPR0382CD7791565MU
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2038-09-01
          
          4.000000
          300000.00
          120886.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2037-06-01
          
          4.000000
          1578002.00
          1271996.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-04-01
          
          3.500000
          189000.00
          166928.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-07-01
          
          3.000000
          765422.00
          746871.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-04-01
          
          2.500000
          4615768.00
          2126598.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-01-01
          
          3.000000
          1333094.00
          1343793.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          4.000000
          2464832.00
          2548971.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.500000
          1706794.00
          1685027.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-09-01
          
          2.500000
          2909792.00
          2996232.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-12-01
          
          4.000000
          1056920.00
          916092.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          8035280.00
          6942903.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          3595020.00
          3747531.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-06-01
          
          3.500000
          2294752.00
          1670837.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.500000
          4200370.00
          3648577.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          3.000000
          32800000.00
          31736687.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          5.000000
          1311772.00
          1074670.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-10-01
          
          3.000000
          1186738.00
          1191684.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          3.000000
          6817608.00
          7149056.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.500000
          1637126.00
          1718013.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          5936552.00
          6315361.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          4.000000
          1073512.00
          1171572.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          3991556.00
          4250466.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          2903428.00
          3041642.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          1448286.00
          1513611.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          3.000000
          1065976.00
          1121054.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          5238952.00
          5609806.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          1748694.00
          1907361.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          1675600.00
          1751010.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          1592494.00
          1703463.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          4017368.00
          4195136.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          2007456.00
          2169202.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          4.500000
          1174366.00
          1345842.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.000000
          17734912.00
          18322578.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-11-01
          
          4.500000
          355000.00
          238593.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-02-01
          
          3.500000
          59770112.00
          32981220.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          3.000000
          64481024.00
          70165069.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-11-01
          
          3.000000
          55000.00
          32402.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          3.500000
          49999872.00
          26861259.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-16
      2020-11-16
      2020-11-16
      N
      N
      N
      0.0012
      250000000.00
      250000000.00
      0.0015
      N
      N
      N
      Y
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.100001%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR0383517791562RO
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-04-01
          
          3.000000
          659191.00
          364817.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-04-01
          
          4.000000
          18113071.00
          4426909.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-02-01
          
          4.000000
          108503972.00
          25591050.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-03-01
          
          4.000000
          316469.00
          265667.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-08-01
          
          3.500000
          90563.00
          69316.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-08-01
          
          3.500000
          16519192.00
          6530660.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-09-01
          
          4.000000
          36670342.00
          15127334.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-01
          
          4.000000
          9387377.00
          3176214.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-06-01
          
          4.500000
          19150.00
          12854.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-10-01
          
          4.000000
          53685.00
          17965.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-04-01
          
          3.500000
          435640713.00
          290713892.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-01-01
          
          3.500000
          81810.00
          63861.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          5.000000
          272522.00
          158489.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-05-01
          
          3.500000
          14666779.00
          13968552.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-05-01
          
          4.000000
          15473344.00
          14409050.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          2.000000
          50559138.00
          52077964.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-08-01
          
          3.500000
          38233748.00
          13609042.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-09-01
          
          3.500000
          3027769.00
          942599.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-02-01
          
          4.500000
          10164511.00
          5364175.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-04-01
          
          4.000000
          10665882.00
          7778325.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          4.500000
          35733114.00
          22675398.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-11-01
          
          4.500000
          1563.00
          926.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          4.500000
          545973.00
          332644.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-08-01
          
          3.500000
          3073491.00
          1652516.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-09-01
          
          4.000000
          7597201.00
          5187126.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-01-01
          
          4.500000
          681094528.00
          487261621.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-01-01
          
          3.500000
          13212176.00
          9177303.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-07-01
          
          4.500000
          4665046.00
          3069740.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          3.500000
          4065683.00
          4215326.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-05-01
          
          3.000000
          2025000.00
          2089096.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          1920017.00
          1964407.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          41753293.00
          43277220.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          3.000000
          4482440.00
          3446028.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-01-01
          
          3.500000
          61000000.00
          13091053.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-05-01
          
          3.500000
          38762303.00
          14368517.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-09-01
          
          3.500000
          5357020.00
          2240808.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-01-01
          
          3.000000
          14724930.00
          3631332.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-09-01
          
          3.500000
          113300260.00
          72978440.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          4.000000
          86812305.00
          48634835.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          5095063.00
          3336248.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          4.000000
          5623905.00
          3335998.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          9523732.00
          6537594.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.500000
          3224908.00
          2240126.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          2.500000
          118778.00
          43806.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-10-01
          
          3.000000
          117000.00
          77180.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.500000
          2255771.00
          1296482.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          3.500000
          524330.00
          305596.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-06-01
          
          4.500000
          78797039.00
          66746219.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-06-01
          
          4.500000
          3500000.00
          2671585.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2058-05-01
          
          4.000000
          6640596.00
          5487652.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2058-08-01
          
          3.500000
          26088144.00
          23347426.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2059-04-01
          
          3.500000
          42205782.00
          41364164.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          675000.00
          606798.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          3.500000
          404863.00
          331757.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          5617726.00
          4104595.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-10-01
          
          3.500000
          403889.00
          297969.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          3.500000
          47989755.00
          48528085.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.500000
          619490.00
          451974.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-02-01
          
          3.500000
          2627621.00
          2138751.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          3.500000
          19951672.00
          15008817.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-06-01
          
          4.500000
          28876230.00
          22044920.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-08-01
          
          4.000000
          187418682.00
          138052384.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          5.000000
          4884318.00
          3142226.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-01-01
          
          5.500000
          6877008.00
          4370570.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          5.000000
          3134815.00
          2958414.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          3.500000
          70543.00
          71272.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.500000
          4515721.00
          4720687.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          2.500000
          12104976.00
          12532598.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.000000
          3578300.00
          3594795.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          1000.00
          1026.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          490395.00
          533707.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          9649141.00
          9662630.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          3.000000
          1029649.00
          1078849.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          3.500000
          1166782.00
          1289156.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          2.500000
          31948559.00
          33372662.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-11-01
          
          4.000000
          11183700.00
          6161889.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          564245.00
          460889.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          4.000000
          7724434.00
          6551980.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.000000
          579762.00
          462679.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          4.000000
          184747.00
          134781.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          4.500000
          963850.00
          853684.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          12268374.00
          8811387.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-08-01
          
          4.000000
          26596634.00
          18956193.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          4.500000
          120000000.00
          81733787.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          5.000000
          1853679.00
          1273821.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.000000
          24797240.00
          21471506.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.500000
          14145813.00
          10808501.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          2414040.00
          2028163.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          5.000000
          3444424.00
          2644371.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          5.000000
          1392518.00
          1047037.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          3.500000
          4308484.00
          3662815.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          3.500000
          75556000.00
          68825235.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          3.000000
          10703199.00
          9534111.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-10-01
          
          3.500000
          657894.00
          654307.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          3.000000
          88625334.00
          90489672.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          3.000000
          12420750.00
          12231540.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          20165613.00
          20979477.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          6631894.00
          6970851.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          3.500000
          17293281.00
          17919005.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.000000
          5500000.00
          3988232.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.000000
          69719908.00
          70198715.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          3171763.00
          3314572.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          875520.00
          856213.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          3178780.00
          3387201.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          4.500000
          56895107.00
          59702745.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          4.000000
          18193807.00
          20235004.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          4.500000
          35512358.00
          31990681.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-10-01
          
          4.000000
          16219992.00
          15428828.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          3.000000
          7684278.00
          7323075.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-10-01
          
          4.500000
          74000000.00
          72956036.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.000000
          368875.00
          372226.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.500000
          28651481.00
          28849846.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          1092533.00
          1124580.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-06-01
          
          4.000000
          7192843.00
          7455316.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.000000
          20636162.00
          21273584.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-01-01
          
          3.500000
          156856.00
          170787.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-08-01
          
          4.000000
          3896549.00
          4314225.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-11-01
          
          2.000000
          3354085.00
          3486827.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-04-01
          
          4.500000
          13762654.00
          1497668.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          4.500000
          4015302.00
          1646142.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-02-01
          
          4.500000
          4464672.00
          1689873.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-02-01
          
          5.000000
          3662075.00
          1685963.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-08-01
          
          3.000000
          1500000.00
          656147.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          4.500000
          3967374.00
          1756311.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          4.500000
          1938737.00
          831673.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.500000
          2000000.00
          1564789.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.000000
          40494121.00
          41280747.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          68530039.00
          71346524.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-07
      2020-11-07
      2020-11-19
      Y
      
        Royal Bank of Canada
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0010
      2485000000.00
      2485000000.00
      0.0150
      N
      N
      Y
      N
    
    
      MUFG SECURITIES AMERICAS INC.
      MUFG SECURITIES AMERICAS INC. 0.100001%
      K5HU16E3LMSVCCJJJ255
      0000867626
      TPR03842E7791564MU
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-06-17
          
          0.00
          13980000.00
          13970424.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2020-11-17
          
          0.00
          17500000.00
          17499440.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-02-09
          
          0.00
          3631200.00
          3630216.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-02-15
          
          0.00
          370276000.00
          230785996.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-03-31
          
          1.250000
          31578400.00
          31757962.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-07-15
          
          0.375000
          53797000.00
          62698157.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-07-15
          
          0.750000
          33330000.00
          39365947.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-04-30
          
          0.125000
          9088000.00
          9090823.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-05-15
          
          0.625000
          20553200.00
          20211858.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-31
          
          0.125000
          500.00
          500.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-31
          
          0.125000
          30000000.00
          29988695.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-01
      2020-11-06
      2020-11-06
      N
      N
      N
      0.0010
      450000000.00
      450000000.00
      0.0027
      N
      N
      Y
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 0.110002%
      2IGI19DL77OX0HC3ZE78
      0000016847
      TPR0384317791561CA
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-07-01
          
          4.500000
          14053138.00
          4999083.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-01-01
          
          3.500000
          8273776.00
          4925647.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          4.000000
          6357800.00
          4275291.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          9834560.00
          6373224.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-04-01
          
          3.500000
          19495000.00
          9195203.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-06-01
          
          4.000000
          1070.00
          264.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-09-01
          
          5.000000
          1102587.00
          721776.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-08-01
          
          4.000000
          714034.00
          404592.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          3.500000
          2253348.00
          1646706.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          3.500000
          1227359.00
          977019.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-11-01
          
          3.500000
          2202328.00
          1754947.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          34085376.00
          22746650.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          10728036.00
          6416386.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          1082348.00
          692088.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          1149206.00
          966724.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          4.000000
          5499136.00
          4771292.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-11-01
          
          3.500000
          3625144.00
          2670311.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          4.000000
          6861092.00
          4243488.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-11-01
          
          4.000000
          3303140.00
          2904796.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          4.000000
          6645624.00
          5231819.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          3.500000
          13030748.00
          7986372.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          4.000000
          1259206.00
          1192711.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.000000
          7255904.00
          6418603.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-10-01
          
          3.000000
          1000.00
          888.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.000000
          470016.00
          453889.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-02-28
          
          1.125000
          300.00
          304.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-07
      2020-11-07
      2021-01-19
      Y
      
        CANADIAN IMPERIAL BANK OF COMMER
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0011
      99000000.00
      99000000.00
      0.0006
      N
      N
      Y
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 0.110002%
      2IGI19DL77OX0HC3ZE78
      0000016847
      TPR0384327791562CA
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-08-01
          
          4.500000
          21999436.00
          7028592.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-04-01
          
          4.000000
          10231296.00
          5564333.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-08-01
          
          3.500000
          2132740.00
          1092091.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-11-01
          
          3.500000
          2643572.00
          2375238.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-10-01
          
          5.000000
          7579672.00
          1254490.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-09-01
          
          3.500000
          2021362.00
          606917.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          1520560.00
          1287144.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-11-01
          
          4.000000
          97690.00
          73607.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          445062.00
          385628.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          3.500000
          184035328.00
          112792798.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          4.000000
          1196643.00
          1130179.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          4.000000
          1236362.00
          810064.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          3.500000
          43776.00
          30810.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-10-01
          
          4.000000
          5253560.00
          3699870.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          3.500000
          11198992.00
          11531583.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.000000
          2525084.00
          2582771.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.000000
          200704.00
          193817.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-02-28
          
          1.125000
          100.00
          101.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-07
      2020-11-07
      2021-01-19
      Y
      
        CANADIAN IMPERIAL BANK OF COMMER
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0011
      148000000.00
      148000000.00
      0.0009
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.110002%
      R0MUWSFPU8MPRO8K5P83
      0001272025
      TPR0384A07791565BN
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-01-01
          
          6.500000
          1000.00
          53.00
          Agency Mortgage-Backed Securities
        
        
          "Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks"
          2549001DPIFGXC1TOL40
          
            2035-05-25
          
          4.125000
          10000.00
          10364.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-01-11
          
          2.625000
          49621000.00
          51453549.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-03-23
          
          0.00
          3931000.00
          3683115.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-09-01
          
          4.000000
          1401.00
          462.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          4.500000
          2352176.00
          1652758.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          3.500000
          1054.00
          960.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-07-01
          
          6.500000
          1027.00
          176.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          146607.00
          151779.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          2.500000
          1044.00
          1092.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-08-01
          
          5.500000
          1719.00
          107.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-11-20
          
          3.000000
          2029697.00
          1625804.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-03-25
          
          0.00
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2020-11-12
          
          0.00
          509700.00
          509685.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-03-04
          
          0.00
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2020-11-24
          
          0.00
          4477800.00
          4477540.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2036-02-15
          
          0.00
          100.00
          84.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-02-15
          
          0.00
          300.00
          214.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-11-15
          
          0.00
          3726700.00
          2539672.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-05-15
          
          0.00
          5862800.00
          3951105.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-08-15
          
          0.00
          100.00
          67.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-08-15
          
          0.00
          2351000.00
          1480754.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-11-15
          
          0.00
          500.00
          314.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-05-15
          
          0.00
          100.00
          62.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-05-15
          
          8.125000
          800.00
          865.00
          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
          
            2026-01-15
          
          2.000000
          2989600.00
          4598702.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          2.375000
          11832200.00
          18754195.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-02-15
          
          4.750000
          1258900.00
          2040317.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-11-15
          
          2.750000
          1873000.00
          2359561.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-11-15
          
          3.750000
          25283600.00
          37078388.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-02-15
          
          1.000000
          100.00
          146.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          1.000000
          16578000.00
          23637762.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-31
          
          1.375000
          47238600.00
          48925916.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-31
          
          1.875000
          46436200.00
          48044729.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-12-31
          
          2.250000
          12116300.00
          13187275.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-03-31
          
          2.625000
          1044900.00
          1152706.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-04-15
          
          2.375000
          603000.00
          609849.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-31
          
          2.875000
          23147200.00
          26094021.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-05-31
          
          2.750000
          1364000.00
          1469834.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-06-30
          
          2.625000
          13764200.00
          14777554.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-11-15
          
          2.875000
          29072400.00
          30279631.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-01-15
          
          0.875000
          2663500.00
          3173676.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-15
          
          2.125000
          13090500.00
          13614789.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-05-31
          
          2.125000
          300.00
          330.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-15
          
          0.250000
          2400.00
          2794.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-31
          
          2.125000
          96196000.00
          100954608.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-07-15
          
          0.125000
          274900.00
          321260.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-15
          
          0.125000
          5294700.00
          6117240.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          0.375000
          200.00
          236.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-04-30
          
          2.250000
          170100.00
          173828.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-10-31
          
          1.500000
          10436800.00
          10656487.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2032-02-15
          
          0.00
          2909931.00
          2559339.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2032-11-15
          
          0.00
          21248584.00
          18411558.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-11-15
          
          0.00
          75.00
          73.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-08-15
          
          0.00
          5021.00
          4780.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-11-15
          
          0.00
          5.00
          4.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-08-15
          
          0.00
          6391941.00
          4390625.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-05-15
          
          0.00
          72.00
          49.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-11-15
          
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          UNITED STATES DEPARTMENT OF THE TREASURY
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          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-08-15
          
          0.00
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      Y
      
        Fitch, Inc.
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        Moody's Investors Service, Inc.
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        Standard and Poor's Ratings Services
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      2020-11-07
      2020-11-07
      2021-01-22
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
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          Standard and Poor's Ratings Services
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      N
      N
      0.0011
      495000000.00
      495000000.00
      0.0030
      N
      N
      Y
      N
    
    
      HSBC SECURITIES (USA) INC.
      HSBC SECURITIES (USA) INC. 0.100001%
      CYYGQCGNHMHPSMRL3R97
      0000853784
      TPR0384A1779156HSB
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
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            2031-03-17
          
          0.00
          1274000.00
          1087804.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-11-15
          
          0.00
          147000.00
          126426.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2023-08-24
          
          0.250000
          27663000.00
          27659519.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2023-09-08
          
          0.250000
          5125000.00
          5127972.00
          Agency Debentures and Agency Strips
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2042-09-15
          
          3.000000
          561695.00
          163630.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2042-12-15
          
          3.000000
          3186160.00
          1063480.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-10-20
          
          3.000000
          58692000.00
          44909023.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-11-20
          
          5.000000
          25556224.00
          9489444.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-04-20
          
          5.000000
          3582288.00
          3696627.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-10-20
          
          3.000000
          101589.00
          107525.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-09-20
          
          3.500000
          5739456.00
          4776490.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-01-15
          
          4.500000
          1985530.00
          1510404.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-05-20
          
          4.500000
          1958396.00
          2094015.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-01-20
          
          4.000000
          1923876.00
          1901672.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-04-15
          
          4.000000
          2709548.00
          2851611.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-06-15
          
          3.500000
          1130046.00
          1194382.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2041-09-20
          
          4.000000
          1546524.00
          1650612.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2043-06-20
          
          3.000000
          1104052.00
          216882.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2046-03-15
          
          4.000000
          1517336.00
          440330.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2046-09-15
          
          4.500000
          1006636.00
          248851.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-01-15
          
          3.500000
          368770.00
          231182.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-11-20
          
          4.000000
          2916956.00
          1561914.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2040-01-15
          
          4.500000
          1537436.00
          85620.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2042-02-15
          
          4.000000
          2500000.00
          675199.00
          Agency Mortgage-Backed Securities
        
        
          TENNESSEE VALLEY AUTHORITY
          549300HE1ISW43LNKM54
          
            2065-09-15
          
          4.250000
          8994000.00
          13441124.00
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTHORITY
          549300HE1ISW43LNKM54
          
            2034-03-15
          
          0.00
          1517000.00
          1183321.00
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTHORITY
          549300HE1ISW43LNKM54
          
            2038-01-15
          
          0.00
          1175000.00
          827804.00
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTHORITY
          549300HE1ISW43LNKM54
          
            2039-09-15
          
          0.00
          53106000.00
          35256383.00
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTHORITY
          549300HE1ISW43LNKM54
          
            2042-12-15
          
          0.00
          1900000.00
          1137243.00
          Agency Debentures and Agency Strips
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-08-15
          
          0.00
          10113000.00
          7488859.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-11-15
          
          0.00
          104619000.00
          74798819.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-02-15
          
          0.00
          39765500.00
          28292915.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-11-15
          
          0.00
          19700.00
          13760.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          0.00
          70405400.00
          48839099.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-08-15
          
          0.00
          205000.00
          140463.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-11-15
          
          0.00
          8441500.00
          5749548.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-02-15
          
          0.00
          4957200.00
          3351558.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-02-15
          
          0.00
          3490400.00
          2312627.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-08-15
          
          0.00
          46540500.00
          28683655.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2050-02-15
          
          0.00
          45900.00
          28018.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2050-08-15
          
          0.00
          4984000.00
          2996500.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-08-15
          
          0.00
          600000.00
          451614.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-15
          
          0.00
          300000.00
          292887.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-05-15
          
          0.00
          65000.00
          63295.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-05-15
          
          0.00
          1926000.00
          1850901.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-15
          
          0.00
          800000.00
          797463.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2020-11-15
          
          0.00
          1889000.00
          1888968.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-02-15
          
          0.00
          657000.00
          656796.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-08-15
          
          0.00
          125000.00
          118001.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-05-15
          
          0.00
          1580000.00
          1454755.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2033-11-15
          
          0.00
          4087168.00
          3460687.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-05-15
          
          0.00
          7024672.00
          5892232.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-15
          
          0.00
          1690166.00
          1684641.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-11-15
          
          0.00
          5961210.00
          5913037.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-05-15
          
          0.00
          11204272.00
          10358215.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2037-08-15
          
          0.00
          15154606.00
          11867405.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2038-05-15
          
          0.00
          34220672.00
          26416853.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-05-15
          
          0.00
          30055424.00
          22733592.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-11-15
          
          0.00
          9241568.00
          6760392.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-02-15
          
          0.00
          24187104.00
          16831757.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-05-15
          
          0.00
          6937064.00
          4795551.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-11-15
          
          0.00
          27584064.00
          18816166.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-05-15
          
          0.00
          3828250.00
          2460263.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-08-15
          
          0.00
          16737500.00
          10495517.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-11-15
          
          0.00
          11175740.00
          6969985.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-05-15
          
          0.00
          5693000.00
          3518251.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-11-15
          
          0.00
          2088500.00
          1279632.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-11-15
          
          0.00
          9993250.00
          6007322.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2050-08-15
          
          0.00
          1881480.00
          1126858.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-01
      2020-11-06
      2020-11-06
      N
      N
      N
      0.0010
      1250000000.00
      1250000000.00
      0.0076
      N
      N
      Y
      N
    
    
      BOFA SECURITIES, INC.
      BOFA SECURITIES, INC. 0.110002%
      549300HN4UKV1E2R3U73
      TPR0384A47791563BO
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-06-01
          
          3.000000
          19012046.00
          8330759.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-01-01
          
          4.000000
          31733780.00
          6985838.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-01-01
          
          3.000000
          29350000.00
          9978685.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-12-01
          
          3.500000
          12227959.00
          9288961.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-03-01
          
          4.500000
          11708256.00
          6567130.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-06-01
          
          4.500000
          10117961.00
          6790925.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          4.500000
          12947440.00
          10837696.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-03-01
          
          4.500000
          7830995.00
          6627487.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-06-01
          
          5.000000
          19271713.00
          10637105.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-05-01
          
          4.000000
          15310000.00
          9457872.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-03-01
          
          3.000000
          14000000.00
          6692836.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-04-01
          
          3.000000
          18861575.00
          9054951.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-01-01
          
          3.500000
          13970914.00
          8808065.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-03-01
          
          5.000000
          18395824.00
          8672018.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          2.500000
          8429718.00
          7227861.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          7762661.00
          7949941.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-12-01
          
          4.000000
          21590000.00
          8293762.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-11-01
          
          3.000000
          22000000.00
          7815055.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2044-05-01
          
          4.000000
          18494897.00
          6752482.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-11-01
          
          4.000000
          19116827.00
          8295646.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-03-01
          
          4.000000
          17724079.00
          10491043.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-06-01
          
          4.000000
          18578635.00
          10536668.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-09-01
          
          3.500000
          11004749.00
          7452569.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-02-01
          
          3.500000
          14002966.00
          10992459.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-02-01
          
          4.000000
          14445469.00
          9910779.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-09-01
          
          3.500000
          9027385.00
          8592613.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-08-01
          
          4.000000
          14887110.00
          9537123.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          5.000000
          9935738.00
          7108625.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          3.500000
          11051990.00
          7570999.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          3.500000
          8329950.00
          8660233.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          4.500000
          9119147.00
          9526258.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          4.500000
          9371632.00
          9352130.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          4.000000
          6918834.00
          6522372.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          3.000000
          7291273.00
          7146786.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-05-01
          
          2.500000
          7727992.00
          6869058.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          7470882.00
          7798763.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          7623863.00
          8216249.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          6984746.00
          7409469.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          7474104.00
          7850099.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          2.500000
          7293371.00
          7585012.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          7572104.00
          7998392.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          2.500000
          6902923.00
          7220113.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          2.000000
          6646474.00
          6949720.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          2.500000
          9741074.00
          10221434.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          2.000000
          7390400.00
          7635289.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          2.000000
          8731471.00
          9129863.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          2.000000
          6456612.00
          6670559.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          2.500000
          9950456.00
          10462416.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-10-01
          
          2.000000
          10642197.00
          11228168.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-10-01
          
          2.000000
          7618501.00
          8023829.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-11-01
          
          2.000000
          9463187.00
          9887498.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          2.500000
          6848599.00
          7043444.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          2.000000
          8793850.00
          9075360.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-08-01
          
          5.000000
          14095996.00
          9335015.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          3.000000
          7693000.00
          6632358.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-09-01
          
          5.000000
          10588965.00
          6862649.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          2.500000
          8000000.00
          8219066.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-11-01
          
          2.000000
          8314888.00
          8653479.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-09-01
          
          4.000000
          32435940.00
          7910388.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-09-01
          
          4.500000
          71114000.00
          7831426.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-07-01
          
          4.500000
          33529000.00
          6677035.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-07-01
          
          4.500000
          22600000.00
          6775138.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-10-01
          
          3.000000
          40265026.00
          10637505.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-08-01
          
          3.500000
          23000000.00
          10543470.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-06-01
          
          3.000000
          13516860.00
          7730289.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-09-01
          
          3.000000
          13444795.00
          9838599.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-01-01
          
          4.000000
          21343909.00
          9745248.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-06-01
          
          3.000000
          14136271.00
          9475522.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-07-01
          
          3.500000
          14210000.00
          9574841.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-10-01
          
          3.000000
          15000000.00
          7625543.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-05-01
          
          3.500000
          19500000.00
          7331507.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-07-01
          
          3.500000
          24377505.00
          7305447.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-04-01
          
          3.000000
          13259995.00
          7377133.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-11-01
          
          4.000000
          25677269.00
          11238370.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-02-01
          
          4.000000
          14471533.00
          7750788.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-09-01
          
          3.000000
          9184605.00
          7432492.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-10-01
          
          3.000000
          10373363.00
          7244285.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          3.000000
          11102096.00
          8380597.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2059-01-01
          
          4.000000
          11000000.00
          10741437.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          4.500000
          17600652.00
          11166849.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          3.000000
          16000000.00
          7022186.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          3.500000
          8871897.00
          6451287.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          3.500000
          10205046.00
          7819768.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          4.000000
          14316972.00
          7817473.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          4.500000
          15797445.00
          10990489.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.500000
          19055962.00
          11228461.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          6162208.00
          6631400.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          4.000000
          15783113.00
          6740493.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          11990000.00
          9944601.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-05-01
          
          3.500000
          14502159.00
          10913667.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-02-01
          
          3.500000
          8232000.00
          6641405.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.500000
          13795947.00
          9973346.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.500000
          7815304.00
          7920790.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.500000
          12297587.00
          7957012.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-02-01
          
          5.000000
          17015527.00
          10407349.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-02-01
          
          4.000000
          20735929.00
          10928631.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-10-01
          
          3.000000
          10157920.00
          10170712.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          5.000000
          9751495.00
          8021966.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          3.000000
          6995558.00
          6574094.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          5.000000
          8036580.00
          7751765.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          2.500000
          4149315.00
          4270040.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          8011581.00
          8348490.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          6030547.00
          6478122.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          6391315.00
          6802510.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          7081660.00
          7442391.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          6764067.00
          7397860.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          6535075.00
          6927441.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          2.500000
          7468977.00
          8024683.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          7440075.00
          7821289.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          2.000000
          7650161.00
          7903658.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          6947059.00
          7476591.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          2.000000
          10050013.00
          10437824.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          2.500000
          9988885.00
          10434138.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          6621672.00
          6933247.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.000000
          7150740.00
          7477008.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          3.000000
          6840892.00
          7268753.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          1.500000
          6651250.00
          6708466.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-11-01
          
          2.000000
          3688305.00
          3873101.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          2.000000
          10033855.00
          10421043.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          2.500000
          10059582.00
          10826413.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          2.000000
          7198805.00
          7476608.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-04-01
          
          4.000000
          13602638.00
          7003144.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.000000
          11653864.00
          6899326.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-02-01
          
          4.000000
          8569914.00
          7664018.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-07
      2020-11-07
      2020-11-24
      Y
      
        BOFA SECURITIES, INC.
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0011
      1000000000.00
      1000000000.00
      0.0060
      N
      N
      Y
      N
    
    
      MUFG SECURITIES AMERICAS INC.
      MUFG SECURITIES AMERICAS INC. 0.130000%
      K5HU16E3LMSVCCJJJ255
      0000867626
      TPR0385867791566MU
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-02-01
          
          3.500000
          1970000.00
          1041793.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-06-01
          
          3.500000
          1051290.00
          1015115.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          4852992.00
          5197767.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2034-09-01
          
          3.000000
          3386184.00
          2682450.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-05-01
          
          4.000000
          708573.00
          638940.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-11-01
          
          2.000000
          1000000.00
          1035791.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-11-01
          
          1.500000
          7000000.00
          7189863.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.500000
          1891862.00
          1499158.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          3.500000
          3384360.00
          3451511.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.500000
          1690900.00
          1597013.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-08-01
          
          2.000000
          5033576.00
          5201614.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-10-01
          
          2.000000
          15801104.00
          16283991.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-11-01
          
          4.000000
          860000.00
          721264.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          71798016.00
          73168582.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          3.500000
          4850000.00
          3730686.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          4.500000
          1851010.00
          1764960.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-07-01
          
          3.500000
          2621888.00
          2828323.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          1118110.00
          1173400.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          3.500000
          1001940.00
          1064052.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.000000
          1401036.00
          1447461.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          3.500000
          1683846.00
          1887622.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          1156818.00
          1227674.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.000000
          12519904.00
          12934765.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          3.000000
          1421474.00
          1543818.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.500000
          12008800.00
          13157444.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          4.500000
          8047040.00
          8459415.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          3.500000
          11602.00
          7714.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.000000
          21518112.00
          22390846.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          33072360.00
          35532874.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          43797.00
          44956.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          2.500000
          13369584.00
          13979543.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          2.000000
          13391344.00
          13599594.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-18
      2020-12-18
      2020-12-18
      N
      N
      N
      0.0013
      250000000.00
      250000000.00
      0.0015
      N
      N
      N
      Y
    
    
      BNP PARIBAS
      BNP PARIBAS 0.110002%
      R0MUWSFPU8MPRO8K5P83
      0001272025
      TPR0385FB7791560BN
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-15
          
          6.250000
          100.00
          118.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          2.375000
          60600.00
          96052.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          1.375000
          14659100.00
          22956951.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-11-15
          
          2.875000
          91600.00
          118908.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-11-15
          
          2.375000
          407078300.00
          485083617.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-31
          
          1.875000
          100.00
          103.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-01-15
          
          0.875000
          11553900.00
          13766972.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-28
          
          2.500000
          4735000.00
          5274902.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-15
          
          1.625000
          2200000.00
          2346934.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-07-15
          
          0.125000
          185134400.00
          216356311.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          0.375000
          1104000.00
          1300328.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-09-30
          
          1.625000
          12320100.00
          13151821.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-04-15
          
          0.125000
          85802500.00
          91329668.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-04-30
          
          0.214025
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-07-15
          
          0.125000
          278207200.00
          310607365.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-09-30
          
          0.375000
          216935500.00
          213645471.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-05-15
          
          0.00
          1329778.00
          964388.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-07
      2020-11-07
      2021-04-27
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0011
      1350000000.00
      1350000000.00
      0.0082
      N
      N
      Y
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 0.110002%
      2IGI19DL77OX0HC3ZE78
      0000016847
      TPR0386577791564CA
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          3.500000
          74486544.00
          30635190.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          986232.00
          444753.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-01
          
          3.500000
          48500085.00
          19283653.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          4.000000
          274141.00
          181456.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          4.000000
          268561.00
          194364.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-12-01
          
          3.500000
          2370719.00
          1715130.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-04-01
          
          4.500000
          110314.00
          70352.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-10-01
          
          3.500000
          53187.00
          17959.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-02-01
          
          4.000000
          195814.00
          126450.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2044-04-01
          
          4.000000
          1001.00
          347.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2044-06-01
          
          4.000000
          2828133.00
          889178.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          4.500000
          5106526.00
          3118491.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-11-01
          
          3.500000
          68949970.00
          40624492.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-04-01
          
          4.000000
          496368.00
          356596.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          2.500000
          82640.00
          84850.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          3.500000
          1311935.00
          1341082.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-08-01
          
          4.500000
          2415370.00
          771686.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-01-01
          
          4.030000
          909027.00
          658403.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-11-01
          
          3.260000
          1000000.00
          1019302.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-10-01
          
          3.000000
          164602.00
          64208.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-05-01
          
          4.000000
          4499251.00
          1827484.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-07-01
          
          3.000000
          92180750.00
          40514501.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-07-01
          
          4.500000
          343496.00
          122191.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-10-01
          
          4.000000
          71725501.00
          35970884.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-01-01
          
          3.500000
          54035338.00
          32168987.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-04-01
          
          4.000000
          13630240.00
          7412862.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          42440208.00
          27503108.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          40697.00
          30404.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-06-01
          
          4.000000
          38590621.00
          9527883.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-03-01
          
          3.500000
          12286680.00
          4712106.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-11-01
          
          4.000000
          22347345.00
          16838078.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          16121312.00
          11212272.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          4.000000
          141552.00
          122817.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          432863.00
          375058.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          4.000000
          30554019.00
          24983271.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-11-01
          
          3.500000
          3802842.00
          3120052.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          4.000000
          1117805.00
          845311.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          4.000000
          54450.00
          39826.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          5.500000
          1120904.00
          1278728.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-10-01
          
          4.000000
          567942.00
          553711.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          3.500000
          10552028.00
          7426608.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-10-01
          
          4.000000
          469810970.00
          206325907.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          4.000000
          52911485.00
          35226434.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-01-01
          
          4.500000
          57532.00
          33518.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          2967504.00
          1687571.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-10-01
          
          4.000000
          45033416.00
          31715214.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-11-01
          
          3.500000
          16603415.00
          11883779.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-01-01
          
          4.000000
          13267595.00
          10259196.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-10-01
          
          3.000000
          1442286.00
          1280138.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          3.500000
          26574009.00
          27363212.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          4.000000
          39230756.00
          27808806.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.000000
          113214.00
          115800.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.000000
          1909276.00
          1843764.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.000000
          40353125.00
          23789461.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          4.500000
          252237266.00
          220061419.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-07-01
          
          5.500000
          32086221.00
          831061.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-10-01
          
          3.500000
          344892.00
          218209.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-01-01
          
          2.500000
          43534.00
          30751.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-08-01
          
          2.500000
          84814069.00
          87206695.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-10-01
          
          4.000000
          17754916.00
          4930430.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-11-20
          
          5.000000
          13522.00
          5021.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-31
          
          2.625000
          3574900.00
          4007381.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-02-29
          
          2.375000
          2700.00
          2903.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-07
      2020-11-07
      2021-04-02
      Y
      
        CANADIAN IMPERIAL BANK OF COMMER
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0011
      995000000.00
      995000000.00
      0.0060
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.110002%
      R0MUWSFPU8MPRO8K5P83
      0001272025
      TPR0386647791564BN
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-03-25
          
          0.00
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          0.00
          186127500.00
          129226462.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          1.000000
          18270800.00
          26051443.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-08-15
          
          1.500000
          177870200.00
          188810965.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-08-31
          
          1.125000
          100.00
          101.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-31
          
          1.875000
          100.00
          103.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-31
          
          2.250000
          400.00
          436.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-31
          
          2.875000
          1939900.00
          2184194.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-15
          
          1.625000
          19543100.00
          20269608.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-28
          
          1.125000
          22570900.00
          23406399.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-15
          
          0.125000
          69156500.00
          69050217.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-07
      2020-11-07
      2021-03-29
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0011
      450000000.00
      450000000.00
      0.0027
      N
      N
      Y
      N
    
    
      MUFG SECURITIES AMERICAS INC.
      MUFG SECURITIES AMERICAS INC. 0.135000%
      K5HU16E3LMSVCCJJJ255
      0000867626
      TPR03866D7791567MU
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2034-07-01
          
          3.500000
          25002500.00
          8025717.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.000000
          24678000.00
          25083760.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          3.000000
          3053800.00
          3275755.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          3.000000
          7654520.00
          8120432.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-07-01
          
          3.000000
          1810560.00
          1909142.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-08-01
          
          2.000000
          2323740.00
          2391641.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-09-01
          
          3.000000
          1181036.00
          1263149.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-05-01
          
          4.000000
          1872218.00
          1429108.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-12-01
          
          3.000000
          1758938.00
          1829253.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.500000
          2696044.00
          2783352.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          2.000000
          15875040.00
          16185986.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-10-01
          
          2.500000
          749703.00
          774421.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-05-01
          
          2.000000
          45200.00
          42356.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-09-01
          
          2.500000
          11795088.00
          11704452.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          5.000000
          1526988.00
          1606052.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          5.000000
          1170878.00
          1330796.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-07-01
          
          5.500000
          18220608.00
          106140.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-11-01
          
          5.960000
          2203796.00
          2132965.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-04-01
          
          4.500000
          11838784.00
          4455865.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-11-01
          
          3.000000
          27290943.00
          4118636.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-01-01
          
          3.000000
          1508230.00
          416025.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-05-01
          
          3.500000
          666953.00
          223602.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          4.500000
          12520200.00
          2350194.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-04-01
          
          4.500000
          8000000.00
          1157968.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-07-01
          
          5.500000
          6000000.00
          282545.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          3.500000
          895000.00
          347024.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-10-01
          
          4.000000
          12065260.00
          6013889.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-01-01
          
          4.000000
          135000.00
          65515.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-02-01
          
          3.000000
          2340228.00
          525193.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-10-01
          
          4.000000
          6000000.00
          2891906.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-06-01
          
          4.000000
          4278840.00
          734184.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-06-01
          
          3.000000
          110000.00
          31793.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-07-01
          
          4.000000
          2599764.00
          655874.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-12-01
          
          4.000000
          9977090.00
          3787690.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-02-01
          
          3.000000
          1831776.00
          824763.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-02-01
          
          3.000000
          300000.00
          151793.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-02-01
          
          3.000000
          8862960.00
          2857700.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-09-01
          
          3.500000
          3227020.00
          1555253.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-12-01
          
          3.500000
          2756952.00
          1512138.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-11-01
          
          4.500000
          144000.00
          52780.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-10-01
          
          2.500000
          99885.00
          40810.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-08-01
          
          4.000000
          2250000.00
          1188642.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-06-01
          
          3.000000
          2200000.00
          1372233.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-05-01
          
          4.000000
          1500000.00
          1191437.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-08-01
          
          3.500000
          135000.00
          63060.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-08-01
          
          3.500000
          1575000.00
          704451.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-08-01
          
          3.500000
          2000000.00
          1089189.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-05-01
          
          3.500000
          1500000.00
          638461.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          4.000000
          709124.00
          390768.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-02-01
          
          3.500000
          1031760.00
          750338.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-02-01
          
          3.500000
          7100000.00
          4316240.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-07-01
          
          3.500000
          21584832.00
          13991306.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          4.000000
          6130000.00
          3374096.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-05-01
          
          3.000000
          5153000.00
          2276248.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-06-01
          
          4.000000
          2150000.00
          776270.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-06-01
          
          3.000000
          200000.00
          87264.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-07-01
          
          4.000000
          131960.00
          69702.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-12-01
          
          3.000000
          5050000.00
          1207565.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-11-01
          
          4.500000
          1968348.00
          622684.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-11-01
          
          4.500000
          1079850.00
          596904.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-05-01
          
          3.500000
          3629564.00
          1487939.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-06-01
          
          4.500000
          11933808.00
          4250741.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-01-01
          
          4.000000
          25799296.00
          12604467.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          3.500000
          750000.00
          397130.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          4.000000
          1039000.00
          1116058.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          3.000000
          1689524.00
          1568068.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-09-01
          
          3.500000
          9180960.00
          6024485.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          2.500000
          31098.00
          18226.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-10-01
          
          3.500000
          1615000.00
          1465590.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          3.500000
          37793024.00
          18676869.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-03-01
          
          4.500000
          2369324.00
          1884709.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-07-01
          
          4.000000
          2600000.00
          1793200.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          4.000000
          1905432.00
          734120.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          4.500000
          1585570.00
          1494495.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-10-01
          
          4.500000
          111660.00
          122582.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          4.000000
          23500000.00
          13300103.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-01-01
          
          4.500000
          1184298.00
          959076.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-09-01
          
          2.500000
          3005772.00
          3169477.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-02-01
          
          4.000000
          15897488.00
          12705332.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          17545280.00
          16981675.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          4.500000
          3825008.00
          3663908.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-10-01
          
          3.000000
          3533250.00
          3523705.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.000000
          6153176.00
          5851001.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.000000
          15325280.00
          15250826.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          4.000000
          1304292.00
          1436332.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-06-01
          
          2.000000
          1402514.00
          1438623.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          4.000000
          3636744.00
          4058433.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.500000
          1114232.00
          1203378.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          3.000000
          12869072.00
          14208597.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.000000
          1010250.00
          1062249.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          5984740.00
          6296085.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          7988780.00
          8346884.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          1761050.00
          1848013.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-08-01
          
          2.000000
          1496500.00
          1554049.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.500000
          2102180.00
          2317960.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-09-01
          
          3.000000
          5275736.00
          5517231.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          8685872.00
          9191241.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-09-01
          
          2.000000
          2703936.00
          2804379.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          3.000000
          2749010.00
          2927810.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          3078880.00
          3213676.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          3.000000
          1221050.00
          1304507.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-07-01
          
          4.000000
          21237472.00
          10640185.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          4.500000
          5000000.00
          4039304.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          3.000000
          55657408.00
          61595305.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          4.000000
          3227664.00
          3190841.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          19645760.00
          21191506.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          33643328.00
          35852816.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-12-01
          
          2.000000
          3000000.00
          1374422.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          3.500000
          25000000.00
          12462133.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          3.000000
          2000000.00
          1149169.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          4.000000
          790000.00
          830598.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          3.000000
          4871112.00
          5146021.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-01-27
      2021-01-27
      2021-01-27
      N
      N
      N
      0.0014
      500000000.00
      500000000.00
      0.0030
      N
      N
      N
      Y
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 0.110002%
      2IGI19DL77OX0HC3ZE78
      0000016847
      TPR0386C47791563CA
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          4.000000
          3641507.00
          2581290.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.000000
          9969451.00
          10197210.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.000000
          8853838.00
          8550043.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.000000
          33676972.00
          19853655.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-10-01
          
          3.500000
          25672.00
          16242.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-08-01
          
          2.500000
          21456297.00
          22061585.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          2.500000
          86249353.00
          90184298.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-31
          
          0.250000
          25500.00
          25416.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-09-15
          
          0.125000
          100.00
          100.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-07
      2020-11-07
      2021-04-02
      Y
      
        CANADIAN IMPERIAL BANK OF COMMER
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0011
      149000000.00
      149000000.00
      0.0009
      N
      N
      Y
      N
    
    
      ING FINANCIAL MARKETS LLC
      ING FINANCIAL MARKETS LLC 0.130000%
      KBVRJ5K57JZ3E2AVWX40
      0000877559
      TPR0386D1779156ING
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-01
          
          3.500000
          5322925.00
          2121935.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          4623.00
          3552.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-08-01
          
          3.500000
          36798916.00
          26007712.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-10-01
          
          4.000000
          61970843.00
          33642942.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-09-01
          
          4.000000
          109174.00
          35348.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-09-01
          
          3.500000
          22923328.00
          7333768.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-10-01
          
          3.000000
          28157142.00
          9745712.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-12-01
          
          4.000000
          28888257.00
          14311549.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          4.000000
          33598767.00
          27197570.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          2.500000
          2002.00
          2124.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-04-01
          
          3.500000
          8805591.00
          2602825.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-01-01
          
          3.500000
          4410325.00
          2071517.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-10-01
          
          3.500000
          4106438.00
          2759419.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-01-01
          
          3.068000
          76451726.00
          12618899.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-05-01
          
          4.000000
          3678.00
          991.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-10-01
          
          3.500000
          17517724.00
          6335585.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-09-01
          
          3.500000
          38565751.00
          26314765.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2056-07-01
          
          3.500000
          16867509.00
          12123759.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2057-01-01
          
          3.500000
          1289.00
          999.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2057-09-01
          
          4.000000
          21702869.00
          17734708.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          4.000000
          711468.00
          473668.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          3.000000
          3683789.00
          3585018.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          905316.00
          947942.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          3.500000
          20769437.00
          18313927.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.000000
          23978000.00
          24377379.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.000000
          1000.00
          1018.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          2.500000
          3006234.00
          2531550.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.000000
          3446232.00
          3451876.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.000000
          2783098.00
          2816506.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-08-01
          
          2.500000
          1676520.00
          1723815.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2039-09-20
          
          3.250000
          19000000.00
          1109498.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2041-08-20
          
          3.250000
          9685724.00
          575802.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-02-15
          
          3.500000
          100.00
          138.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-02-15
          
          4.750000
          2129700.00
          3451634.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-11-15
          
          3.000000
          336500.00
          442796.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2050-05-15
          
          1.250000
          100.00
          92.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-31
          
          1.625000
          9310600.00
          9585685.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-03-31
          
          2.500000
          100.00
          106.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-31
          
          2.875000
          6807200.00
          7673810.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-05-15
          
          2.375000
          430400.00
          493304.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-05-31
          
          2.125000
          100.00
          102.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-10-31
          
          2.000000
          5099200.00
          5244964.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-15
          
          2.000000
          200.00
          215.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-31
          
          1.750000
          100.00
          102.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-15
          
          2.000000
          100.00
          108.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-30
          
          2.000000
          2996100.00
          3135383.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-28
          
          1.500000
          1848000.00
          1909772.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-09-30
          
          1.375000
          5500000.00
          5695433.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-04-30
          
          1.875000
          3351600.00
          3469399.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-15
          
          0.375000
          100.00
          118.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-07-15
          
          2.625000
          100.00
          103.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-02-28
          
          1.125000
          100.00
          101.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-28
          
          1.125000
          900.00
          933.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-03-15
          
          0.500000
          276400.00
          278731.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-09-30
          
          0.375000
          147800.00
          145558.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-09-30
          
          0.125000
          1598500.00
          1597786.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-01-14
      2021-01-14
      2021-01-14
      N
      N
      N
      0.0013
      300000000.00
      300000000.00
      0.0018
      N
      N
      N
      Y
    
    
      BANCO SANTANDER, S.A.
      BANCO SANTANDER, S.A. 0.090000%
      5493006QMFDDMYWIAM13
      0000891478
      TPR03877A779156VBA
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-09-01
          
          4.000000
          81077997.00
          61259169.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-04-01
          
          4.000000
          56132672.00
          37428518.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-09-01
          
          3.500000
          48296768.00
          32199620.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-06-01
          
          4.000000
          54640800.00
          28247743.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          4.000000
          58080463.00
          36296510.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-11-01
          
          3.500000
          50000000.00
          34443911.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.500000
          47615226.00
          34956692.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-04-01
          
          4.500000
          93580944.00
          61878591.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-04-01
          
          4.000000
          28795360.00
          19634895.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-09-01
          
          3.500000
          55334451.00
          35864626.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2057-01-01
          
          3.500000
          13900000.00
          10772461.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2057-09-01
          
          3.500000
          33342848.00
          27363819.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          121710464.00
          92239829.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.000000
          51300233.00
          38928013.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          56862946.00
          37320079.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          4.500000
          46906125.00
          35203868.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-04-01
          
          4.500000
          62884427.00
          52040591.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-03-01
          
          3.000000
          95000000.00
          64812944.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-06-01
          
          4.500000
          44750000.00
          34163399.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          3.500000
          19219882.00
          20515232.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          29627436.00
          25134306.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-07-01
          
          2.500000
          231121.00
          236643.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-03-01
          
          4.000000
          12244238.00
          3064722.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F2
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0009
      800000000.00
      800000000.00
      0.0048
      N
      Y
      Y
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.090000%
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      TPR03877C7791561BA
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-08-01
          
          2.000000
          11000000.00
          7259843.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-02-01
          
          2.000000
          6350000.00
          3948061.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          4.500000
          15410218.00
          6467117.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.500000
          11994811.00
          8664097.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2034-10-01
          
          3.000000
          729359.00
          485187.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          4.500000
          7651026.00
          8324447.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          4.000000
          10879349.00
          10790732.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-05-01
          
          2.500000
          3216519.00
          3384127.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-11-01
          
          2.500000
          3756397.00
          3972517.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-07-01
          
          4.000000
          9040626.00
          4966718.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-07-01
          
          5.000000
          13048502.00
          6834792.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          3.000000
          5512075.00
          5115376.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-09-01
          
          2.500000
          6026906.00
          6246433.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          4.000000
          12037132.00
          9700910.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.000000
          16482498.00
          11211798.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          4.000000
          9469666.00
          5627842.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0009
      100000000.00
      100000000.00
      0.0006
      N
      Y
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.090000%
      R0MUWSFPU8MPRO8K5P83
      0001272025
      TPR0387807791561BN
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-08-01
          
          3.000000
          3170.00
          3304.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2023-08-24
          
          0.250000
          9431000.00
          9427078.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-12-01
          
          3.500000
          1500.00
          145.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-08-01
          
          3.500000
          1617.00
          419.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          4.500000
          33119726.00
          21606042.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2041-06-20
          
          4.500000
          89939463.00
          10236574.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2032-04-15
          
          3.375000
          100.00
          220.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          1.000000
          51103400.00
          72865847.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-31
          
          2.250000
          400.00
          436.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-31
          
          2.500000
          13271300.00
          14584523.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-30
          
          2.000000
          958200.00
          1002745.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-31
          
          1.750000
          3437800.00
          3575155.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-15
          
          0.375000
          9457300.00
          11183398.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-28
          
          1.125000
          639700.00
          663380.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0009
      142000000.00
      142000000.00
      0.0009
      N
      Y
      Y
      N
    
    
      CITIGROUP GLOBAL MARKETS INC.
      CITIGROUP GLOBAL MARKETS INC. 0.090000%
      MBNUM2BPBDO7JBLYG310
      0000315030
      TPR0387837791561CG
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          2.500000
          15040931.00
          16053707.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          2.500000
          21145438.00
          22415986.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          1.500000
          2764403.00
          2783625.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          2.000000
          1000.00
          1033.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          2.500000
          52214.00
          54581.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.000000
          1032.00
          1070.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0009
      40500000.00
      40500000.00
      0.0002
      N
      Y
      Y
      N
    
    
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.020000%
      1VUV7VQFKUOQSJ21A208
      0001330437
      TPR038784779156CRE
      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
          
          3.750000
          15623400.00
          22499876.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-11-15
          
          3.750000
          15342600.00
          22499916.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-08-15
          
          3.125000
          16871500.00
          22499897.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-11-15
          
          2.875000
          17332600.00
          22499881.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-08-15
          
          3.000000
          16935400.00
          22499960.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-11-15
          
          3.375000
          12604900.00
          18000649.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          1.125000
          23377400.00
          22499926.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0002
      150000000.00
      150000000.00
      0.0009
      N
      Y
      Y
      N
    
    
      DEUTSCHE BANK SECURITIES INC.
      DEUTSCHE BANK SECURITIES INC. 0.090000%
      9J6MBOOO7BECTDTUZW19
      0000058056
      TPR038785779156DEU
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          2.500000
          25516553.00
          26165642.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-01-01
          
          3.000000
          6409696.00
          2793607.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          2183120.00
          2356790.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.000000
          400000000.00
          165104624.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-10-01
          
          4.500000
          16636232.00
          17106748.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          4.000000
          69959936.00
          71011107.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          211261696.00
          225552908.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-10-01
          
          2.500000
          71742500.00
          74939595.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          1.500000
          56183593.00
          56664431.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-02-25
          
          0.00
          129580000.00
          129534647.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F2
      
      
        Standard and Poor's Ratings Services
        A-2
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0009
      750000000.00
      750000000.00
      0.0045
      N
      Y
      Y
      N
    
    
      HSBC BANK PLC
      HSBC BANK PLC 0.090000%
      MP6I5ZYZBEU3UXPYFY54
      0001140465
      TPR0387867791561GS
      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
          
            2040-11-15
          
          4.250000
          48980700.00
          75202624.22
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-02-15
          
          0.750000
          6000000.00
          8557065.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-11-15
          
          2.250000
          16235800.00
          18240381.28
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0009
      100000000.00
      100000000.00
      0.0006
      N
      Y
      Y
      N
    
    
      ING FINANCIAL MARKETS LLC
      ING FINANCIAL MARKETS LLC 0.090000%
      KBVRJ5K57JZ3E2AVWX40
      0000877559
      TPR0387887791561IN
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          3.009000
          75408.00
          55894.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-09-01
          
          3.000000
          1064.00
          379.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          2.011000
          82852.00
          81884.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          4.000000
          15295384.00
          12381326.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-09-01
          
          3.500000
          90590.00
          29029.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-10-01
          
          3.500000
          57457531.00
          38609960.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-10-01
          
          2.818000
          11031748.00
          1404980.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-05-01
          
          4.000000
          1185.00
          319.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          4.000000
          39372288.00
          15836127.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-09-01
          
          3.500000
          15704944.00
          10716034.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          4.000000
          47093.00
          30488.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2056-07-01
          
          4.000000
          18262.00
          13395.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2058-05-01
          
          4.000000
          18539387.00
          15320567.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2059-08-01
          
          2.500000
          3520.00
          3570.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.500000
          45964935.00
          35131795.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          4.000000
          1108407.00
          737935.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          3.846000
          302896.00
          143283.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          5.000000
          5689200.00
          4815899.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          3.500000
          39360.00
          34707.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.000000
          16349373.00
          16621689.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          2.500000
          1000.00
          842.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          2.500000
          563800.00
          474154.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.000000
          44266.00
          44338.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-06-30
          
          2.625000
          476400.00
          511474.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0009
      150000000.00
      150000000.00
      0.0009
      N
      Y
      Y
      N
    
    
      HSBC SECURITIES (USA) INC.
      HSBC SECURITIES (USA) INC. 0.090000%
      CYYGQCGNHMHPSMRL3R97
      0000853784
      TPR0387897791561HS
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-08-01
          
          4.500000
          9800.00
          735.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-08-01
          
          3.000000
          2348.00
          743.00
          Agency Mortgage-Backed Securities
        
        
          "Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks"
          2549001DPIFGXC1TOL40
          
            2020-12-23
          
          0.00
          36478000.00
          36472382.00
          Agency Debentures and Agency Strips
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          3.500000
          1312.00
          1355.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-11-01
          
          3.500000
          3600.00
          267.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-04-01
          
          4.000000
          1244.00
          670.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          4.000000
          1580.00
          920.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          1024.00
          1070.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2044-01-20
          
          4.500000
          3900.00
          815.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-07-20
          
          4.500000
          4224.00
          1696.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-10-20
          
          3.000000
          2000.00
          1530.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-11-20
          
          4.000000
          2000.00
          898.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-11-20
          
          5.000000
          1024.00
          380.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-02-20
          
          4.000000
          8000.00
          3459.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-05-20
          
          3.500000
          3000.00
          1597.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-12-20
          
          2.500000
          1000.00
          900.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2045-12-20
          
          4.500000
          1560.00
          680.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2042-02-15
          
          3.500000
          2917.00
          920.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-11-15
          
          0.00
          12792600.00
          9400988.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          0.00
          47899600.00
          30425778.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-07-15
          
          0.375000
          15465400.00
          18096056.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2020-10-31
          
          0.00
          300.00
          304.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2020-10-31
          
          0.00
          400.00
          400.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-11-15
          
          0.00
          26.00
          25.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          0.00
          12220600.00
          7586377.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0009
      100000000.00
      100000000.00
      0.0006
      N
      Y
      Y
      N
    
    
      MIZUHO SECURITIES USA LLC
      MIZUHO SECURITIES USA LLC 0.090000%
      7TK5RJIZDFROZCA6XF66
      0000812291
      TPR03878B779156MIZ
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-15
          
          1.625000
          11183300.00
          11922113.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-05-15
          
          1.625000
          6700200.00
          7174202.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-11-30
          
          2.125000
          5330000.00
          5690522.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-12-31
          
          2.250000
          3500600.00
          3751009.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-31
          
          2.250000
          7270000.00
          7787579.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-15
          
          2.500000
          8909700.00
          9526519.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-04-30
          
          2.000000
          3530100.00
          3781223.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-05-31
          
          2.000000
          20394300.00
          21835443.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          2.000000
          3219800.00
          3444846.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-09-30
          
          1.625000
          99500.00
          106104.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-15
          
          0.125000
          25000000.00
          26674947.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-02-15
          
          1.500000
          287000.00
          305562.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0009
      100000000.00
      100000000.00
      0.0006
      N
      Y
      Y
      N
    
    
      MORGAN STANLEY & CO. LLC
      MORGAN STANLEY & CO. LLC 0.090000%
      9R7GPTSO7KV3UQJZQ078
      0000356630
      TPR03878D779156MOR
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          "Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks"
          2549001DPIFGXC1TOL40
          
            2024-06-11
          
          1.850000
          3000000.00
          3026739.00
          Agency Debentures and Agency Strips
        
        
          "Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks"
          2549001DPIFGXC1TOL40
          
            2022-06-03
          
          0.250000
          25000.00
          25056.00
          Agency Debentures and Agency Strips
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2044-10-01
          
          4.500000
          149060.00
          38365.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-03-01
          
          4.000000
          700000.00
          471637.00
          Agency Mortgage-Backed Securities
        
        
          "Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks"
          2549001DPIFGXC1TOL40
          
            2022-06-10
          
          2.125000
          325000.00
          337668.00
          Agency Debentures and Agency Strips
        
        
          "Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks"
          2549001DPIFGXC1TOL40
          
            2022-09-09
          
          2.000000
          86555000.00
          89647120.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CREDIT BANK
          
            2023-12-20
          
          3.500000
          2000.00
          2224.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CREDIT BANK
          
            2025-09-02
          
          2.950000
          8000.00
          8964.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CREDIT BANK
          
            2026-10-27
          
          0.720000
          67097000.00
          66816535.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CREDIT BANK
          
            2027-04-27
          
          0.790000
          25875000.00
          25791316.00
          Agency Debentures and Agency Strips
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-10-01
          
          2.000000
          4047467.00
          4260299.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-11-01
          
          3.000000
          3548060.00
          2877687.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-05-15
          
          6.250000
          5000.00
          7296.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-07-10
          
          0.250000
          79000.00
          79039.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-01-19
          
          2.375000
          993000.00
          1046867.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-01-01
          
          3.500000
          2097690.00
          792858.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          5.000000
          5623930.00
          5297254.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-12-01
          
          5.500000
          5000.00
          148.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-05-01
          
          3.000000
          152440.00
          73979.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-06-01
          
          2.500000
          5154320.00
          2731901.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-09-01
          
          2.500000
          1284910.00
          835445.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-10-01
          
          3.500000
          3107.00
          340.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0009
      200000000.00
      200000000.00
      0.0012
      N
      Y
      Y
      N
    
    
      MUFG SECURITIES AMERICAS INC.
      MUFG SECURITIES AMERICAS INC. 0.070000%
      K5HU16E3LMSVCCJJJ255
      0000867626
      TPR0387907791561MU
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2020-11-30
          
          2.000000
          7789300.00
          7865775.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-06-30
          
          1.125000
          800.00
          808.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-04-15
          
          0.250000
          1000.00
          1002.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-15
          
          0.125000
          292900.00
          292429.00
          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
      0.0007
      8000000.00
      8000000.00
      0.0000
      N
      Y
      Y
      N
    
    
      MUFG SECURITIES AMERICAS INC.
      MUFG SECURITIES AMERICAS INC. 0.090000%
      K5HU16E3LMSVCCJJJ255
      0000867626
      TPR0387917791562MU
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-11-01
          
          3.500000
          5763504.00
          3054401.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-06-01
          
          3.500000
          32000000.00
          14773091.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-01-01
          
          4.000000
          11887400.00
          8751152.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2022-02-01
          
          6.000000
          12440096.00
          28330.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2022-11-01
          
          6.000000
          5100000.00
          51075.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2031-11-01
          
          2.500000
          1070252.00
          756532.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          4.000000
          1087590.00
          1170658.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          4.000000
          1083516.00
          1145553.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          5.000000
          167802.00
          135199.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-05-01
          
          3.000000
          1284538.00
          1401186.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-05-01
          
          4.000000
          1813820.00
          1634844.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-05-01
          
          4.000000
          1028490.00
          955322.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-05-01
          
          3.000000
          3044224.00
          3231896.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          2.500000
          2091724.00
          2181084.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          3.000000
          1932354.00
          2053124.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-05-01
          
          4.500000
          2179940.00
          1887102.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.500000
          1009348.00
          1088988.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.000000
          4738032.00
          5071184.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.000000
          1883112.00
          1998051.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.000000
          1123418.00
          1211014.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-05-01
          
          3.000000
          1027842.00
          1088246.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          4.000000
          3147716.00
          3227406.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.000000
          1741726.00
          1866524.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.000000
          1119840.00
          1208520.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.000000
          1282858.00
          1364408.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          3.500000
          1225368.00
          1221350.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          3.000000
          4892432.00
          5228329.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          3.500000
          2000004.00
          2141923.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          3.000000
          3754560.00
          3956266.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          4.000000
          1003572.00
          1086897.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          2.500000
          2479028.00
          2631657.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          3.000000
          3184552.00
          3106469.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          3.000000
          1279522.00
          1360863.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          3.000000
          3090200.00
          3148132.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          1070070.00
          1137782.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          2071248.00
          2216002.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          6063984.00
          6489415.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          2.000000
          1167742.00
          1216461.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          3.500000
          1944584.00
          2105468.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          2.500000
          1529542.00
          1640309.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          1110852.00
          1221342.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          1050048.00
          1145933.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          2.500000
          4029472.00
          4210995.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.500000
          1151086.00
          1246566.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          5157544.00
          5490630.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.500000
          1700608.00
          1778917.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.500000
          2244420.00
          2495770.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          4.000000
          1313738.00
          1424670.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.500000
          6094656.00
          6846883.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          3.000000
          1707606.00
          1804308.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          3.000000
          5332840.00
          5505768.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          1003616.00
          1033940.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          3.000000
          3056928.00
          3341070.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          2.500000
          1843428.00
          1920597.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          8722624.00
          9203724.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          3.000000
          1869528.00
          1997304.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          3.500000
          3036890.00
          3362097.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          3.500000
          9414608.00
          10111905.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          3.000000
          7764816.00
          8309835.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          3.000000
          9004800.00
          9560064.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          3.000000
          2820772.00
          3030797.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          3.000000
          9587664.00
          10585622.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          3.500000
          9412912.00
          10221071.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          3.000000
          2011040.00
          2107933.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          3.500000
          1084226.00
          1155626.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          3.000000
          2027520.00
          2166100.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          2.500000
          1315424.00
          1424550.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          2.000000
          21099744.00
          21798907.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2034-09-01
          
          4.000000
          1252760.00
          1198286.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2034-11-01
          
          3.500000
          530328.00
          538892.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-02-01
          
          3.500000
          2826800.00
          2883117.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-06-01
          
          3.000000
          1043900.00
          1089135.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-09-01
          
          3.000000
          1101006.00
          1194618.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-09-01
          
          3.000000
          1355996.00
          1464330.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-09-01
          
          2.500000
          1250152.00
          1293634.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-07-01
          
          3.500000
          1527522.00
          1633896.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-08-01
          
          2.000000
          2288870.00
          2196898.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-08-01
          
          3.000000
          1012386.00
          1085280.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-09-01
          
          3.000000
          1435710.00
          1506916.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-07-01
          
          2.000000
          2941952.00
          2970062.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-09-01
          
          4.000000
          3062708.00
          1270675.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          4.000000
          2028312.00
          2099883.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          3.500000
          5384856.00
          4114437.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          2.500000
          3321550.00
          3485493.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-11-01
          
          1.500000
          5625120.00
          5736257.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          50000256.00
          51731232.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-12-01
          
          3.500000
          174752.00
          76568.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          3.000000
          1000000.00
          749379.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-07-01
          
          2.500000
          8900000.00
          1445304.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          4.000000
          29605632.00
          9475837.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-09-01
          
          3.000000
          3968460.00
          1800509.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-04-01
          
          4.500000
          54074816.00
          10152229.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-04-01
          
          3.000000
          1245000.00
          757944.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-06-01
          
          4.500000
          1050000.00
          475327.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          3.000000
          1658000.00
          1236330.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          3.000000
          1688000.00
          1186669.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          2.500000
          80000.00
          60847.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          3.500000
          3989956.00
          1963566.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-04-01
          
          4.000000
          4000000.00
          2921059.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-07-01
          
          3.000000
          16200000.00
          9435331.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-08-01
          
          3.500000
          29000000.00
          10622416.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-02-01
          
          3.500000
          220558.00
          111653.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-07-01
          
          5.500000
          15062911.00
          425742.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-01-01
          
          4.000000
          3281156.00
          2160141.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-01-01
          
          4.000000
          3893680.00
          1781362.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          4.500000
          50000.00
          18340.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-04-01
          
          3.500000
          1680000.00
          806217.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-05-01
          
          3.000000
          1066364.00
          1068607.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-05-01
          
          3.500000
          3636088.00
          1496080.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-10-01
          
          3.000000
          1643000.00
          1214701.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-04-01
          
          2.500000
          515000.00
          326345.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-06-01
          
          2.500000
          61082.00
          37419.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-01-01
          
          3.500000
          14146896.00
          11638379.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-01-01
          
          3.000000
          999985.00
          422947.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-02-01
          
          4.000000
          1255912.00
          1100909.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-01-01
          
          4.000000
          2590000.00
          1768102.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          3.500000
          986061.00
          615040.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          3.500000
          2630000.00
          1890595.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-07-01
          
          3.500000
          14361200.00
          11066312.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-08-01
          
          4.000000
          6142832.00
          3255128.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          4.000000
          245000.00
          160246.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-02-01
          
          4.500000
          1179124.00
          845666.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          3.500000
          989760.00
          558095.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          4.000000
          11442300.00
          5587514.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-11-01
          
          3.500000
          14059632.00
          11954060.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          3.500000
          2939352.00
          1198322.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-07-01
          
          2.000000
          1137816.00
          327762.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          4.000000
          9939100.00
          5815006.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          3.500000
          60000.00
          30368.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          3.500000
          11500000.00
          10035422.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          150000.00
          83233.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-10-01
          
          3.000000
          1143072.00
          662200.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          4.000000
          13180176.00
          11418968.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          3.500000
          1274974.00
          487730.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-01-01
          
          4.000000
          2330380.00
          1653501.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          4.000000
          9688048.00
          4486532.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-05-01
          
          3.000000
          1790856.00
          1838225.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-02-01
          
          3.500000
          11800000.00
          9541417.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-01-01
          
          4.000000
          1706458.00
          736362.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-10-01
          
          4.500000
          1502140.00
          1230182.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-11-01
          
          4.000000
          1604978.00
          1525260.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-01-01
          
          3.000000
          2706280.00
          2704296.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-01-01
          
          3.000000
          13600400.00
          12523909.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.000000
          3589356.00
          3858403.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          2317428.00
          2414098.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-01-01
          
          4.000000
          1135538.00
          1012086.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          2.500000
          3020440.00
          3195998.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          5.000000
          3876932.00
          3450966.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          4.000000
          4500000.00
          2904681.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          4.000000
          8366592.00
          6432641.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          4.500000
          76110720.00
          59234490.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          4.500000
          1000000.00
          776084.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          6023552.00
          5347482.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.000000
          1494902.00
          1600480.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.000000
          1100882.00
          1135212.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.500000
          1354074.00
          1462267.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-06-01
          
          2.000000
          1054988.00
          1076697.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          4.000000
          1700136.00
          1834309.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          4.000000
          1100554.00
          1223898.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          7654510.00
          7820165.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          4.000000
          1274276.00
          1405199.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          3148380.00
          3352136.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          3.000000
          1589162.00
          1697776.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          9967940.00
          10615182.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-07-01
          
          2.500000
          7905352.00
          7848911.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          3.000000
          3016236.00
          3324786.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          3.500000
          1192252.00
          1348125.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          2.000000
          33486336.00
          34595943.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.000000
          5236024.00
          5403624.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          2.500000
          3096400.00
          3234422.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-10-01
          
          4.000000
          2781892.00
          1723250.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.500000
          550000.00
          356350.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-06-01
          
          4.500000
          2798364.00
          1612575.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-11-01
          
          3.500000
          12902816.00
          12669060.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          46577536.00
          49383362.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-10-01
          
          2.500000
          22608096.00
          23989426.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-11-01
          
          1.500000
          351645.00
          357499.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          4.000000
          3551124.00
          3803940.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-11-01
          
          6.000000
          1430580.00
          12689.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0009
      750000000.00
      750000000.00
      0.0045
      N
      Y
      Y
      N
    
    
      NOMURA SECURITIES INTERNATIONAL, INC.
      NOMURA SECURITIES INTERNATIONAL, INC. 0.090000%
      OXTKY6Q8X53C9ILVV871
      0000072267
      TPR038792779156NOM
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-09-15
          
          0.00
          13851000.00
          10243355.00
          Agency Debentures and Agency Strips
        
        
          "Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks"
          2549001DPIFGXC1TOL40
          
            2024-02-13
          
          2.500000
          185000.00
          199664.00
          Agency Debentures and Agency Strips
        
        
          "Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks"
          2549001DPIFGXC1TOL40
          
            2024-08-15
          
          1.500000
          9425000.00
          9889426.00
          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
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          4091837.00
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          "Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks"
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          "Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks"
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          "Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks"
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          FEDERAL FARM CREDIT BANK
          
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          FEDERAL HOME LOAN MORTGAGE CORPORATION
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          FEDERAL HOME LOAN MORTGAGE CORPORATION
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          FEDERAL HOME LOAN MORTGAGE CORPORATION
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          FEDERAL HOME LOAN MORTGAGE CORPORATION
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          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
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          FEDERAL HOME LOAN MORTGAGE CORPORATION
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          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
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          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
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          FEDERAL HOME LOAN MORTGAGE CORPORATION
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          FEDERAL HOME LOAN MORTGAGE CORPORATION
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          FEDERAL HOME LOAN MORTGAGE CORPORATION
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          FEDERAL NATIONAL MORTGAGE ASSOCIATION
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          FEDERAL NATIONAL MORTGAGE ASSOCIATION
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          FEDERAL NATIONAL MORTGAGE ASSOCIATION
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          FEDERAL NATIONAL MORTGAGE ASSOCIATION
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          FEDERAL NATIONAL MORTGAGE ASSOCIATION
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          FEDERAL NATIONAL MORTGAGE ASSOCIATION
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          FEDERAL NATIONAL MORTGAGE ASSOCIATION
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          FEDERAL NATIONAL MORTGAGE ASSOCIATION
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          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-10-08
          
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          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2022-01-13
          
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          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
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          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
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          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2025-07-21
          
          0.375000
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          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2023-08-24
          
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          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2023-10-16
          
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          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTHORITY
          549300HE1ISW43LNKM54
          
            2056-04-01
          
          5.375000
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          20759635.00
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTHORITY
          549300HE1ISW43LNKM54
          
            2048-01-15
          
          4.875000
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          TENNESSEE VALLEY AUTHORITY
          549300HE1ISW43LNKM54
          
            2065-09-15
          
          4.250000
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          TENNESSEE VALLEY AUTHORITY
          549300HE1ISW43LNKM54
          
            2038-01-15
          
          0.00
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          TENNESSEE VALLEY AUTHORITY
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          0.00
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          TENNESSEE VALLEY AUTHORITY
          549300HE1ISW43LNKM54
          
            2056-04-01
          
          0.00
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          TENNESSEE VALLEY AUTHORITY
          549300HE1ISW43LNKM54
          
            2039-09-15
          
          0.00
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          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTHORITY
          549300HE1ISW43LNKM54
          
            2042-12-15
          
          0.00
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          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTHORITY
          549300HE1ISW43LNKM54
          
            2024-09-15
          
          0.00
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          TENNESSEE VALLEY AUTHORITY
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            2065-09-15
          
          0.00
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          Agency Debentures and Agency Strips
        
      
      Y
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0009
      800000000.00
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      0.0048
      N
      Y
      Y
      N
    
    
      SUMITOMO MITSUI BANKING CORPORATION
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      5U0XI89JRFVHWIBS4F54
      0001158084
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      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          3.000000
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      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0009
      150000000.00
      150000000.00
      0.0009
      N
      Y
      Y
      N
    
    
      WELLS FARGO SECURITIES, LLC
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      VYVVCKR63DVZZN70PB21
      0001224385
      TPR03879A779156WEL
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-15
          
          7.125000
          300.00
          352.00
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          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-08-15
          
          5.500000
          133100.00
          183573.00
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          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-05-15
          
          4.250000
          8545000.00
          12976857.00
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          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-02-15
          
          4.750000
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          968863.00
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          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-05-15
          
          4.375000
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          39137286.00
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          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-02-15
          
          3.125000
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          501923.00
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          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-08-15
          
          2.750000
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          31028289.00
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          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-02-15
          
          3.125000
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          118619266.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-11-15
          
          3.750000
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          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          3.625000
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          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-08-15
          
          2.875000
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          9959706.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-11-15
          
          3.000000
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          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-08-15
          
          1.125000
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          11603704.00
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      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0002
      350000000.00
      350000000.00
      0.0021
      N
      Y
      Y
      N
    
    
      J.P. MORGAN SECURITIES LLC
      J.P. MORGAN SECURITIES LLC 0.090000%
      ZBUT11V806EZRVTWT807
      0000782124
      TPR0387A2779156JP
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          "Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks"
          2549001DPIFGXC1TOL40
          
            2032-11-29
          
          3.200000
          275000.00
          292396.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-11-15
          
          6.625000
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          6592259.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-03-23
          
          0.00
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          1054214.00
          Agency Debentures and Agency Strips
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2042-12-20
          
          3.500000
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          127969.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2045-06-20
          
          3.000000
          11003000.00
          4063664.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-11-20
          
          3.500000
          967495.00
          720987.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-08-20
          
          7.000000
          83274.00
          81347.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-03-20
          
          4.000000
          187198208.00
          186424120.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-06-20
          
          3.000000
          245422592.00
          254301137.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          4.500000
          791975.00
          849847.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-09-20
          
          2.500000
          156231040.00
          163488196.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-05-15
          
          4.500000
          1214122.00
          1003714.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-11-15
          
          4.500000
          1683982.00
          770659.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-08-20
          
          3.500000
          1055988.00
          938810.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-09-15
          
          4.500000
          4390400.00
          832999.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-11-15
          
          4.500000
          1570218.00
          747064.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-02-15
          
          5.000000
          1211586.00
          352771.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-01-20
          
          4.000000
          1239172.00
          1038564.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-06-15
          
          5.000000
          759019.00
          582068.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-04-20
          
          5.500000
          1532508.00
          1706643.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-09-15
          
          2.500000
          950045.00
          598819.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-01-20
          
          4.000000
          43000.00
          46678.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-02-20
          
          3.000000
          1041310.00
          1109347.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-10-20
          
          2.000000
          4399928.00
          4580590.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-03-20
          
          6.000000
          1063492.00
          1319707.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2045-07-20
          
          3.500000
          1211626.00
          726028.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2046-06-15
          
          3.000000
          90446.00
          52655.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-02-20
          
          6.500000
          1018654.00
          39570.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2041-07-20
          
          4.500000
          654149632.00
          78989659.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2042-05-15
          
          3.500000
          1000000.00
          586377.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2046-09-15
          
          2.500000
          5912470.00
          5211197.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-01-20
          
          3.500000
          1547424.00
          1697521.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0009
      700000000.00
      700000000.00
      0.0042
      N
      Y
      Y
      N
    
    
      BOFA SECURITIES, INC.
      BOFA SECURITIES, INC. 0.090000%
      549300HN4UKV1E2R3U73
      TPR0387A37791562BO
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-11-01
          
          4.000000
          105759036.00
          54656447.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          104556825.00
          71973471.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          2.500000
          67331852.00
          71270085.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.000000
          30906289.00
          32098997.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0009
      223300000.00
      223300000.00
      0.0014
      N
      Y
      Y
      N
    
    
      BOFA SECURITIES, INC.
      BOFA SECURITIES, INC. 0.020000%
      549300HN4UKV1E2R3U73
      TPR0387A57791561BO
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-02-25
          
          0.00
          84188100.00
          84158634.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-03-31
          
          2.250000
          320382800.00
          323841459.00
          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
      0.0002
      400000000.00
      400000000.00
      0.0024
      N
      Y
      Y
      N
    
    
      ABN AMRO BANK N.V.
      Joint Account III 0.090000%
      TPR0387A7779156ABN
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-10-01
          
          3.500000
          2952041.90
          424535.62
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-01
          
          3.500000
          1552021.18
          515264.49
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-08-01
          
          3.500000
          14794135.36
          4120331.66
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-10-01
          
          3.000000
          19321149.53
          6526757.28
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-02-01
          
          3.500000
          2401040.49
          807199.45
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-01-01
          
          3.000000
          2959160.96
          1401034.80
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.000000
          10849233.58
          8037833.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-04-01
          
          4.000000
          11753381.75
          8454461.70
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          4.000000
          35079996.60
          25388241.62
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-08-01
          
          3.500000
          27936.55
          17064.82
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-01-01
          
          3.500000
          16155365.11
          16901303.20
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-05-01
          
          4.000000
          20416414.05
          9110343.56
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-07-01
          
          4.500000
          168678.22
          125311.66
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.500000
          14633055.32
          9628190.87
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          4.000000
          11481892.94
          6144971.42
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          4.500000
          21302332.26
          16085334.92
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-03-01
          
          4.500000
          3618927.66
          2667222.85
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-04-01
          
          4.500000
          8523432.17
          7116729.81
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-07-01
          
          4.500000
          18231704.40
          12943672.23
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-09-01
          
          4.000000
          1266875.65
          977986.09
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-10-01
          
          4.000000
          6613283.48
          4783260.20
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          4.500000
          1039695.10
          670027.94
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-01-01
          
          4.000000
          12496284.66
          8578581.48
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          2.500000
          114310648.66
          117191746.20
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          3.000000
          1609118.42
          1659317.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-07-01
          
          4.000000
          27931417.08
          10111405.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-11-01
          
          3.500000
          4301567.56
          2888639.86
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          3.500000
          12915183.40
          5453862.45
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-11-01
          
          4.000000
          4130297.87
          1972806.49
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-07-01
          
          4.000000
          5859213.03
          2985050.45
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-01-01
          
          3.000000
          42041738.75
          26186935.03
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          9472765.00
          6695098.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          4.500000
          10258272.13
          6472349.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-08-01
          
          3.500000
          32027051.13
          14092671.53
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-01-01
          
          3.500000
          26644262.06
          6936816.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-02-01
          
          4.500000
          27608552.08
          8364222.16
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-01-01
          
          4.000000
          1245.38
          600.27
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-10-01
          
          4.000000
          2422358.34
          760269.83
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-02-01
          
          4.000000
          6866242.59
          1971006.47
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-10-01
          
          4.000000
          3551990.87
          894389.65
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-06-01
          
          3.500000
          16060117.29
          8546759.30
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-02-01
          
          3.500000
          9606604.75
          7013879.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          4.000000
          10832274.97
          6247345.38
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          4.500000
          5447626.88
          4177024.52
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          4.000000
          6720424.19
          5830935.83
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          13618970.42
          10003220.34
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.000000
          668139.01
          507153.38
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-06-01
          
          3.500000
          1231727.20
          749662.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          5.000000
          29181.14
          21629.39
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          4.500000
          17106333.54
          9123899.59
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          4.500000
          1484067.16
          1450435.52
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.500000
          1058122.52
          1044026.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          5007080.65
          4019888.32
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.000000
          1161590.81
          622336.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-06-01
          
          3.500000
          1463038.83
          1083298.46
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.500000
          4090961.70
          2382875.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.500000
          1126483.28
          933611.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-02-01
          
          4.000000
          1217253.07
          792335.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          3.500000
          1077666.31
          981466.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          4.000000
          6829831.45
          7311494.20
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.500000
          2962720.09
          3133682.96
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          9587167.96
          7073342.80
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.500000
          118768.49
          79183.71
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.000000
          7263.03
          5017.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          4147792.24
          2979025.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          934051.52
          784746.37
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          4.000000
          31501802.33
          29437790.99
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          4.500000
          12205038.08
          12752461.47
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.500000
          11618362.70
          11988610.47
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.500000
          1460990.20
          1345478.75
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          4.500000
          9981165.34
          9232198.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-04-01
          
          3.000000
          5361352.43
          2458066.93
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-10-20
          
          2.500000
          39374844.75
          33166439.82
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          2.000000
          64948619.35
          67155235.32
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-31
          
          2.750000
          127685.21
          137452.38
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-15
          
          2.250000
          273229.04
          297404.26
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-15
          
          2.000000
          761626.93
          819063.24
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-05-15
          
          0.625000
          67482852.12
          66362114.28
          U.S. Treasuries (including strips)
        
      
      Y
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0009
      668714893.62
      668714893.62
      0.0040
      N
      Y
      Y
      N
    
    
      BANK OF AMERICA, NATIONAL ASSOCIATION
      Joint Account III 0.090000%
      0000838440
      TPR0387A7779156BAN
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2045-11-20
          
          3.500000
          759450111.99
          271398110.30
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2045-12-20
          
          3.500000
          357468334.23
          133764442.90
          Agency Mortgage-Backed Securities
        
      
      Y
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0009
      393361702.13
      393361702.13
      0.0024
      N
      Y
      Y
      N
    
    
      BANK OF NOVA SCOTIA (THE)
      Joint Account III 0.090000%
      0000009631
      TPR0387A7779156THE
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-03-01
          
          4.000000
          7898207.34
          1145651.80
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-04-01
          
          3.500000
          1612782.98
          207302.40
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-11-01
          
          3.000000
          1571802.56
          584217.65
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          3.000000
          4327634.06
          2634423.56
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-03-01
          
          4.000000
          865395.74
          187962.38
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2044-05-01
          
          4.500000
          4673530.38
          737099.25
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-04-01
          
          3.000000
          6528230.81
          3562986.12
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-11-01
          
          3.000000
          1433233.03
          1117815.95
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-09-01
          
          3.500000
          1199728.02
          1113741.51
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-01-01
          
          4.000000
          967065.58
          711571.65
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-12-01
          
          3.500000
          3735354.86
          2569299.39
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-04-01
          
          5.000000
          848673.94
          579220.39
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-04-01
          
          4.000000
          7157609.53
          4629444.76
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          4.500000
          1548549.37
          1102514.18
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-08-01
          
          3.500000
          819378.72
          274767.87
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-12-01
          
          3.500000
          1728884.47
          712636.09
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-07-01
          
          3.500000
          2358596.77
          939253.34
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-11-01
          
          3.500000
          1876373.08
          1585993.47
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          4.000000
          2478245.59
          1557311.11
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-04-01
          
          4.000000
          1149572.83
          1237973.79
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2022-02-01
          
          5.500000
          3933617.02
          3815.61
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2022-10-01
          
          5.500000
          4892.63
          10.23
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-01-01
          
          5.500000
          21234238.99
          333687.95
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-08-01
          
          5.500000
          51760.11
          691.53
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-02-01
          
          5.000000
          38599.01
          844.15
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-10-01
          
          4.500000
          1252205.61
          122755.60
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-04-01
          
          4.500000
          2065709.08
          141326.99
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-03-01
          
          3.000000
          2358565.30
          629502.24
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-02-01
          
          3.500000
          2635523.40
          350237.46
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-03-01
          
          3.500000
          470460.60
          110186.91
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-10-01
          
          3.000000
          1571873.36
          509976.93
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-04-01
          
          3.000000
          2358596.77
          735146.60
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-05-01
          
          3.000000
          1493177.42
          415963.48
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-06-01
          
          3.000000
          6213541.45
          1792097.70
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-07-01
          
          3.000000
          1021166.98
          299434.79
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-11-01
          
          3.000000
          1571873.36
          543228.58
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-02-01
          
          3.000000
          1571873.36
          553503.18
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-05-01
          
          5.000000
          15029745.65
          14524909.96
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-06-01
          
          5.000000
          1519687.64
          838798.20
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-11-01
          
          3.000000
          830779.91
          432015.78
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-11-01
          
          5.500000
          275829.95
          139459.31
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-02-01
          
          4.500000
          5148317.96
          1809555.09
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2031-09-01
          
          5.000000
          147899.28
          78732.92
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-06-01
          
          5.500000
          951150.96
          488126.47
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-02-01
          
          5.500000
          1574.23
          1182.45
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-06-01
          
          5.500000
          788.30
          486.20
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-05-01
          
          4.500000
          1957367.83
          1193648.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-03-01
          
          5.000000
          10939152.92
          11562477.81
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          5.000000
          1574.23
          915.75
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-12-01
          
          5.000000
          1573.45
          1081.74
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          5.000000
          1520778.04
          1483131.75
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-05-01
          
          3.500000
          111005951.70
          105721403.10
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          5.000000
          22597.06
          20774.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-07-01
          
          3.500000
          10039597.64
          6716933.50
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-06-01
          
          3.500000
          1574.23
          1271.35
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-07-01
          
          4.500000
          1573.45
          1182.45
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-06-01
          
          5.000000
          1574.23
          1209.19
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-07-01
          
          4.000000
          328526.25
          345523.41
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          4.500000
          1040158.48
          959126.76
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-09-01
          
          3.500000
          2354578.97
          2453579.46
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          5.000000
          817.41
          584.54
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          3.500000
          1392370.62
          1454672.03
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          3.500000
          796402.46
          842239.33
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          5.000000
          886598.73
          988718.57
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          3.000000
          1079361.70
          1132744.81
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          4.500000
          802.46
          859.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          3.500000
          1910199.04
          2052072.02
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          3.500000
          957862.49
          1011303.83
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          1190985.95
          1286472.93
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          1120634.78
          1246670.23
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          4.500000
          1156987.69
          1287559.39
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          4.500000
          644366.59
          712614.06
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          2303106.02
          2544415.33
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          902489.75
          989147.34
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          4.500000
          884496.60
          981285.61
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          1574.23
          1350.80
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          4.500000
          590616.86
          652140.99
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          4.500000
          883588.72
          962001.45
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          4.500000
          1219763.50
          1351962.14
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          1649190.18
          1816666.28
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          4.500000
          991265.20
          1006862.77
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          5.000000
          797032.63
          883531.29
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          3.000000
          830321.26
          869598.42
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          4.000000
          2114012.33
          2037915.72
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          4.500000
          787.51
          732.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          1098528.64
          1121382.17
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          1006740.04
          1108560.94
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          1031535.21
          1143354.56
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          4.500000
          803224.93
          897035.40
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          4.500000
          3482156.58
          3776654.69
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          4.500000
          6179210.41
          6666426.64
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          3.500000
          793863.71
          833270.68
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          4.500000
          1060412.68
          1156387.42
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          4.500000
          2025089.77
          2091637.91
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.000000
          840768.16
          892400.81
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.000000
          1180838.00
          1259489.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-05-01
          
          4.000000
          822693.97
          889158.73
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          4.500000
          1289739.40
          1407527.63
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          3.500000
          2873013.96
          2770540.09
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.500000
          806835.99
          866112.45
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          4.500000
          789.08
          852.02
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          3.500000
          794.59
          835.50
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          5.000000
          868257.84
          957133.20
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          2.500000
          1595581.27
          1598511.03
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          2.500000
          967095.48
          1019163.19
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          1912471.89
          2037311.52
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          11814594.34
          12456197.17
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          113240.18
          117885.78
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          3.000000
          6644303.98
          6997136.84
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-07-01
          
          3.000000
          2233104.16
          2348387.46
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-09-01
          
          3.500000
          1159546.12
          1262631.27
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          3.500000
          3932043.57
          2313733.86
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-08-01
          
          5.000000
          10825616.93
          7169220.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          3.000000
          1571873.36
          1008440.94
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-09-01
          
          3.500000
          1571873.36
          682890.08
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          3.000000
          786.72
          604.99
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          3.500000
          4717972.39
          3283493.19
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-12-01
          
          3.500000
          909797.63
          981658.52
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          3.000000
          922254.61
          952472.65
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-08-01
          
          5.000000
          3935.19
          35.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-08-01
          
          5.500000
          2365.68
          22.03
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2024-08-01
          
          5.500000
          3392875.28
          60996.24
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-02-01
          
          5.500000
          11556030.61
          235347.52
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-07-01
          
          4.500000
          493653.99
          107273.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-01-01
          
          4.000000
          790.66
          289.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-05-01
          
          3.500000
          1910862.25
          860241.92
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-07-01
          
          4.500000
          866.18
          175.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-01-01
          
          4.000000
          4760927.49
          1230045.19
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-11-01
          
          3.500000
          45430886.53
          15564233.73
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-01-01
          
          4.500000
          788.30
          120.37
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-02-01
          
          4.000000
          2019.52
          492.49
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-12-01
          
          3.000000
          1573.45
          693.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-11-01
          
          4.500000
          20333067.00
          5228851.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-09-01
          
          3.500000
          13882466.12
          3083243.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-01-01
          
          4.000000
          6455606.01
          3217347.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-09-01
          
          3.500000
          794.59
          382.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-11-01
          
          3.500000
          787.51
          364.25
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-09-01
          
          4.500000
          319409.70
          118578.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-10-01
          
          3.000000
          884248.78
          591517.66
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          4.000000
          2090767.80
          1456450.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-06-01
          
          3.500000
          361348.35
          108105.24
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-07-01
          
          3.500000
          1573.45
          544.41
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-07-01
          
          3.000000
          16520402.41
          3814203.42
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          3.500000
          20510520.33
          7979123.42
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-08-01
          
          3.500000
          479901.28
          122834.27
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-10-01
          
          3.500000
          4100388.22
          1251958.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-01-01
          
          3.500000
          3597657.02
          1438626.80
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-02-01
          
          3.500000
          121042.90
          39659.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-09-01
          
          3.500000
          3146106.89
          1085790.80
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-06-01
          
          4.000000
          1589.18
          546.77
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          4.000000
          786.72
          410.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-01-01
          
          4.000000
          787.51
          498.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-02-01
          
          3.000000
          786.72
          364.25
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-01-01
          
          3.500000
          810.33
          527.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          3.500000
          787.51
          505.86
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-04-01
          
          4.000000
          181138.34
          117242.24
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-05-01
          
          3.000000
          786.72
          321.77
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-04-01
          
          4.000000
          1127089.84
          585430.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-05-01
          
          3.000000
          1180085.11
          455824.39
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          2.500000
          1840610.21
          678829.80
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          2.500000
          943.28
          313.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          3.000000
          3246585.63
          831616.20
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-07-01
          
          3.000000
          786.72
          363.47
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-07-01
          
          4.000000
          2505887.12
          1078469.55
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-11-01
          
          4.000000
          807.96
          350.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-07-01
          
          3.500000
          786.72
          377.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-11-01
          
          3.500000
          961847.25
          764739.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          3.000000
          1574.23
          880.34
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          3.500000
          1742143.91
          980520.91
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-10-01
          
          3.000000
          1037870.69
          684641.32
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-07-01
          
          3.500000
          820.55
          513.73
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          5.000000
          100700.60
          50574.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          4.000000
          888.21
          636.46
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          3.000000
          787.51
          387.85
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          7935342.26
          5507271.52
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          11878437.73
          8141449.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          4.000000
          793.02
          531.04
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          786.72
          535.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-02-01
          
          4.000000
          786.72
          779.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          4.000000
          2090705.65
          1944459.27
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          5.000000
          1210011.28
          1046427.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          3.000000
          2916915.48
          3002151.46
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          5.000000
          1186017.00
          1272418.90
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.000000
          1301220.84
          1189340.91
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          5.000000
          1573.45
          1213.13
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.000000
          192747.23
          142601.48
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-10-01
          
          4.000000
          20208564.09
          8874952.77
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-07-01
          
          4.000000
          1581.31
          1114.79
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-02-01
          
          4.500000
          1573.45
          1226.50
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-10-01
          
          4.000000
          1573.45
          1063.65
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.500000
          786.72
          651.41
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.000000
          897.65
          735.59
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.500000
          40674179.03
          31808019.46
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.000000
          817039.00
          638975.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-02-01
          
          5.500000
          3040727.65
          2741891.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          3.500000
          2535268.88
          2020216.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-02-01
          
          5.000000
          789.08
          764.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          5.000000
          6153955.02
          6237576.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          5.500000
          1776723.55
          821941.08
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          4.500000
          984728.31
          889678.75
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          5.000000
          156030.85
          72712.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          11341386.50
          12024638.47
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          4.000000
          785149.96
          652380.94
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          5.000000
          2802919.26
          3100837.26
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.000000
          786.72
          564.08
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          3.000000
          2004967.74
          2087473.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          4.000000
          596695.87
          629848.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          4.000000
          2308413.25
          1900696.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          5.000000
          1152381.43
          1099554.52
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          4.500000
          1949161.52
          1825966.93
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          4.500000
          1609336.34
          1596892.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.500000
          1249351.38
          1308847.34
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          4.500000
          2008105.98
          2053581.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          5.000000
          1078582.84
          899540.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          4.500000
          1340179.39
          1444991.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.500000
          878845.57
          705551.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          4.500000
          1767158.57
          1981085.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.500000
          1974859.05
          2074961.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          4.000000
          2525924.18
          2715986.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          4.500000
          786.72
          691.53
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.500000
          7907847.06
          8283136.94
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          4.000000
          457551.25
          479511.85
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.500000
          2332572.74
          2160103.30
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.000000
          4975730.51
          5304013.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          5.000000
          788.30
          600.27
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          4.500000
          788.30
          783.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          4.000000
          1377118.41
          1485836.50
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          4.500000
          1462949.93
          1597291.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          5.000000
          1149171.60
          1269638.62
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          5.000000
          1397961.86
          1537991.54
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          4.000000
          786.72
          840.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          3.000000
          11066863.30
          11645008.24
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          4.500000
          1630339.50
          1788474.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-12-01
          
          4.000000
          1573.45
          694.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          4.000000
          24705632.41
          20955683.83
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.000000
          6727686.43
          4731987.87
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          3.500000
          86720204.59
          68504792.45
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          5.000000
          1494774.47
          642612.20
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          4.500000
          87861827.57
          72577345.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          4.500000
          2183805.71
          1624891.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          3.000000
          59790.98
          56631.50
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-09-01
          
          3.000000
          30797.86
          28373.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-02-01
          
          3.000000
          4751809.36
          4701970.43
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          5.000000
          84879.59
          68277.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          5.000000
          12747191.99
          12976230.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          5.500000
          1848809.44
          1946146.79
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          5.500000
          2020282.89
          2125266.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          2.500000
          21634893.62
          22327009.60
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.500000
          378416.32
          394807.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          5.000000
          2705615.74
          2831698.39
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          5.000000
          860702.94
          770730.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.500000
          2655003.46
          2801070.46
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          4.000000
          789.08
          376.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-08-01
          
          4.500000
          794.59
          649.83
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2031-04-01
          
          5.500000
          85449.18
          65724.45
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-03-01
          
          5.500000
          1176150.70
          18597.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-08-01
          
          4.500000
          2466315.72
          161633.90
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-07-01
          
          6.500000
          1383.85
          75.53
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-12-01
          
          3.500000
          2665.42
          933.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-02-01
          
          3.000000
          4718766.98
          2305662.08
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-08-01
          
          3.000000
          538706.49
          154758.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-09-01
          
          3.000000
          786.72
          238.38
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-02-01
          
          3.000000
          2358596.77
          861680.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-05-01
          
          3.000000
          903018.43
          395229.38
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-08-01
          
          3.500000
          3314044.02
          1672999.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-07-01
          
          3.500000
          7866447.32
          2324379.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          4.000000
          9766051.56
          3237337.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          3.500000
          215560.64
          68121.59
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-11-01
          
          3.000000
          891293.89
          847695.25
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-10-01
          
          3.500000
          1573.45
          848.09
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          5.000000
          786.72
          650.62
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-10-01
          
          4.500000
          1501474.20
          221951.98
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          1.750000
          16830216.44
          17839316.66
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-03-31
          
          2.250000
          19736215.35
          19945940.08
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-02-15
          
          2.000000
          13521257.80
          13898858.29
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-15
          
          1.500000
          19069703.29
          19586279.25
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-10-31
          
          1.500000
          19336166.50
          19741457.29
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-02-28
          
          1.125000
          1412561.87
          1464787.72
          U.S. Treasuries (including strips)
        
      
      Y
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0009
      786723404.25
      786723404.25
      0.0048
      N
      Y
      Y
      N
    
    
      BNP PARIBAS
      Joint Account I 0.070000%
      R0MUWSFPU8MPRO8K5P83
      0001272025
      TPR0387A8779156BNP
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2020-12-22
          
          0.00
          50.00
          50.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2036-02-15
          
          0.00
          1747000.00
          1467799.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-11-15
          
          0.00
          9842450.00
          7629680.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-02-15
          
          0.00
          87000.00
          67104.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          0.00
          8141850.00
          6238074.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-05-15
          
          0.00
          50.00
          33.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-08-15
          
          0.00
          2709400.00
          1704286.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-02-15
          
          0.00
          3026950.00
          1886640.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-15
          
          7.500000
          12498100.00
          16552473.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-15
          
          2.375000
          200.00
          319.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-08-15
          
          2.875000
          147545450.00
          189287312.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-05-15
          
          2.875000
          12090600.00
          15819752.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-31
          
          1.875000
          50.00
          51.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-30
          
          2.125000
          11700.00
          12666.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-09-30
          
          3.000000
          5094450.00
          5756140.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-10-31
          
          3.000000
          16752250.00
          19164749.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-15
          
          0.250000
          2195450.00
          2550602.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-06-30
          
          1.125000
          2361300.00
          2385722.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-15
          
          0.125000
          376150.00
          434193.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-15
          
          2.125000
          10000.00
          10899.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-04-15
          
          0.125000
          6272500.00
          6662594.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-10-15
          
          0.125000
          73765650.00
          73611075.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-08-15
          
          0.00
          1.00
          1.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2032-11-15
          
          0.00
          8.50
          7.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-11-15
          
          0.00
          995862.00
          826622.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-02-15
          
          0.00
          405895.00
          405087.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-05-15
          
          0.00
          2886640.00
          2758589.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-08-15
          
          0.00
          2.50
          2.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-15
          
          0.00
          6258.50
          5834.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-05-15
          
          0.00
          84.00
          77.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-08-15
          
          0.00
          44.50
          28.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-05-15
          
          0.00
          2529772.00
          1593048.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-05-15
          
          0.00
          272640.50
          168490.50
          U.S. Treasuries (including strips)
        
      
      Y
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0007
      350000000.00
      350000000.00
      0.0021
      N
      Y
      Y
      N
    
    
      BANK OF NOVA SCOTIA (THE)
      Joint Account I 0.070000%
      0000009631
      TPR0387A8779156THE
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-03-25
          
          0.00
          200.00
          200.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2020-11-19
          
          0.00
          2900.00
          2900.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2020-12-10
          
          0.00
          2750.00
          2749.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2020-11-17
          
          0.00
          5208100.00
          5207933.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-04-29
          
          0.00
          250.00
          250.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2038-02-15
          
          4.375000
          50.00
          75.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-08-15
          
          2.750000
          500.00
          625.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-05-15
          
          2.875000
          6325250.00
          8118895.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-05-15
          
          3.375000
          38627450.00
          53669080.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-02-15
          
          2.500000
          22235850.00
          26709081.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-02-15
          
          2.500000
          385450.00
          464106.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-11-15
          
          2.875000
          13379550.00
          17345128.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-11-15
          
          2.750000
          2365850.00
          3009220.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-08-15
          
          2.250000
          50.00
          57.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2050-02-15
          
          0.250000
          25808000.00
          29850209.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          1.125000
          15111250.00
          14513341.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-31
          
          1.375000
          105150.00
          108878.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-07-31
          
          2.125000
          8850.00
          9508.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-31
          
          1.875000
          34700.00
          35897.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-09-30
          
          1.875000
          9090650.00
          9401971.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-31
          
          2.250000
          50.00
          54.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-11-15
          
          2.250000
          25065650.00
          28121046.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2020-12-15
          
          1.875000
          799800.00
          807211.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-02-15
          
          2.750000
          16901050.00
          19519282.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-31
          
          2.875000
          46181800.00
          52029149.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-05-31
          
          2.750000
          19757750.00
          21285928.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-08-15
          
          2.875000
          25368950.00
          29698301.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-08-15
          
          2.750000
          11357600.00
          11655002.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-09-15
          
          2.750000
          200.00
          205.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-11-15
          
          2.875000
          50.00
          52.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-31
          
          2.500000
          450.00
          486.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-31
          
          2.625000
          2277700.00
          2553249.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-04-30
          
          2.375000
          1265800.00
          1412715.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-08-15
          
          2.375000
          177500.00
          192417.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-15
          
          2.250000
          39685750.00
          43197174.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-02-28
          
          1.750000
          165550.00
          169539.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-30
          
          2.000000
          992500.00
          1038550.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-15
          
          0.625000
          10199000.00
          12204691.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-31
          
          1.750000
          1888150.00
          1963293.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-15
          
          1.625000
          35195500.00
          37520654.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-03-31
          
          1.500000
          832700.00
          860227.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-15
          
          1.750000
          17443400.00
          18008132.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-11-15
          
          2.000000
          14243500.00
          15622903.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-15
          
          2.500000
          150.00
          160.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-03-31
          
          2.125000
          776850.00
          828045.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-05-31
          
          2.000000
          8378300.00
          8538334.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-05-31
          
          2.000000
          24999850.00
          26766439.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-15
          
          1.500000
          50.00
          51.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-09-30
          
          1.500000
          13039700.00
          13671385.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-10-31
          
          1.500000
          18436900.00
          18823342.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-11-30
          
          1.625000
          36691700.00
          39340680.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-12-31
          
          1.750000
          9738150.00
          10377193.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-31
          
          1.375000
          11940350.00
          12516581.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-02-28
          
          1.125000
          2485500.00
          2577395.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-28
          
          1.125000
          1500.00
          1555.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-04-15
          
          0.125000
          100.00
          106.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-04-30
          
          0.500000
          50.00
          50.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-31
          
          0.250000
          7000100.00
          6976931.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-06-15
          
          0.250000
          301500.00
          302287.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-07-31
          
          0.375000
          2500000.00
          2464376.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-08-15
          
          0.625000
          2560800.00
          2508170.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-31
          
          0.125000
          50.00
          50.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-09-30
          
          0.125000
          50.00
          50.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-10-15
          
          0.125000
          50.00
          50.00
          U.S. Treasuries (including strips)
        
      
      Y
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0007
      600000000.00
      600000000.00
      0.0036
      N
      Y
      Y
      N
    
    
      WELLS FARGO SECURITIES, LLC
      Joint Account I 0.070000%
      VYVVCKR63DVZZN70PB21
      0001224385
      TPR0387A8779156WEL
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-30
          
          2.000000
          3550.00
          3715.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-02-28
          
          1.125000
          23195750.00
          23316939.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-03-31
          
          1.500000
          1885750.00
          1948478.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-15
          
          1.625000
          17638750.00
          18294464.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-03-31
          
          0.625000
          7400000.00
          7436446.00
          U.S. Treasuries (including strips)
        
      
      Y
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0007
      50000000.00
      50000000.00
      0.0003
      N
      Y
      Y
      N
    
    
      FIXED INCOME CLEARING CORPORATION
      FIXED INCOME CLEARING CORPORATION 0.090000%
      549300H47WTHXPU08X20
      0001232861
      TPR0387AD779156BNY
      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
          
          4.500000
          633112000.00
          984169741.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-11-15
          
          2.375000
          412738100.00
          491827962.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-01-15
          
          0.500000
          700000000.00
          822217331.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-01-15
          
          0.125000
          750000000.00
          871445566.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-31
          
          0.250000
          820220000.00
          817912107.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-09-15
          
          0.125000
          858900000.00
          857427319.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0009
      4750000000.00
      4750000000.00
      0.0287
      N
      Y
      Y
      N
    
    
      NORINCHUKIN BANK (THE)
      NORINCHUKIN BANK (THE) 0.120000%
      5493007VSMFZCPV1NB83
      0001496637
      TPR0387B1779156THE
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-08-15
          
          6.125000
          17435600.00
          25653843.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-01-15
          
          1.125000
          48383000.00
          57744604.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-11-15
          
          2.000000
          78212100.00
          85786507.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          0.375000
          394984700.00
          463844411.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          2.000000
          99515100.00
          106470652.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        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
      0.0012
      725000000.00
      725000000.00
      0.0044
      N
      N
      N
      Y
    
    
      CITIGROUP GLOBAL MARKETS INC.
      CITIGROUP GLOBAL MARKETS INC. 0.100000%
      MBNUM2BPBDO7JBLYG310
      0000315030
      TPR0387BB779156CGM
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          1.500000
          40492688.00
          40774247.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          2.000000
          171191.00
          176864.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          2.500000
          440075655.00
          460024236.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          3.000000
          1000.00
          1103.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.000000
          8699791.00
          9020083.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.000000
          3354.00
          3468.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      500000000.00
      500000000.00
      0.0030
      N
      Y
      Y
      N
    
    
      BANCO SANTANDER, S.A.
      BANCO SANTANDER, S.A. 0.060000%
      5493006QMFDDMYWIAM13
      0000891478
      TPR0387BC779156TBA
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-09-01
          
          3.500000
          86626800.00
          37940174.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-03-01
          
          5.000000
          60600000.00
          44364283.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-09-01
          
          4.000000
          53367161.00
          40322012.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-02-01
          
          4.000000
          57896857.00
          36142017.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-04-01
          
          4.000000
          134493547.00
          91708061.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2057-01-01
          
          4.000000
          108013750.00
          83824643.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-06-01
          
          4.000000
          118462421.00
          98695451.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.500000
          47988065.00
          50209669.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          50075019.00
          38159855.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          49000000.00
          36958330.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          4.500000
          100912666.00
          74747483.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-06-01
          
          4.500000
          114507776.00
          90598149.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          4.000000
          44051416.00
          11596493.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-02-01
          
          3.500000
          80576896.00
          37237242.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F2
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0006
      750000000.00
      750000000.00
      0.0045
      N
      Y
      Y
      N
    
    
      BANCO SANTANDER, S.A.
      BANCO SANTANDER, S.A. 0.060000%
      5493006QMFDDMYWIAM13
      0000891478
      TPR0387BD779156UBA
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-12-01
          
          3.500000
          28834390.00
          8556863.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-05-01
          
          4.000000
          48692871.00
          33319680.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.500000
          45215300.00
          32659934.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-01-01
          
          4.000000
          32628973.00
          26539211.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2044-02-01
          
          4.500000
          28128362.00
          13467495.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2044-09-01
          
          4.000000
          9916470.00
          3900635.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2044-10-01
          
          4.000000
          14451870.00
          5432264.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-11-01
          
          3.500000
          45625327.00
          25935335.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-07-01
          
          3.500000
          5670308.00
          3758075.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-04-01
          
          4.000000
          40666166.00
          27115658.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-08-01
          
          4.000000
          6373559.00
          4993290.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-07-01
          
          4.000000
          28652451.00
          20982597.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-05-01
          
          4.500000
          13263656.00
          8870863.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-09-01
          
          3.500000
          21064799.00
          14043973.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          3.500000
          3885000.00
          3379839.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-02-01
          
          4.000000
          29497855.00
          8854810.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-04-01
          
          4.000000
          2055859.00
          1108327.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-04-01
          
          4.000000
          45782164.00
          18622695.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-01-01
          
          3.000000
          9055000.00
          3547013.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-11-01
          
          3.500000
          6916438.00
          4555940.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-07-01
          
          3.500000
          9485933.00
          5149397.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-06-01
          
          3.500000
          33200000.00
          8241147.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-09-01
          
          3.500000
          13331235.00
          4155702.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-07-01
          
          2.500000
          22078778.00
          4806614.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          4.000000
          9049978.00
          3929757.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-09-01
          
          3.500000
          12788402.00
          4876173.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-12-01
          
          3.500000
          63294641.00
          30543772.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-02-01
          
          3.500000
          47147456.00
          20262589.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-08-01
          
          4.000000
          30092341.00
          14659161.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-11-01
          
          4.000000
          25094485.00
          11368840.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-06-01
          
          4.000000
          29846400.00
          15429742.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          4.000000
          22443392.00
          14025659.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-03-01
          
          4.000000
          49920949.00
          29712345.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-07-01
          
          3.500000
          6424321.00
          4164250.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          4.500000
          28776074.00
          21180517.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-09-01
          
          3.500000
          83700175.00
          29567509.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-02-01
          
          4.500000
          17001089.00
          8770954.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-02-01
          
          4.500000
          18333659.00
          8583392.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-11-01
          
          4.000000
          9262733.00
          4947220.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-07-01
          
          3.000000
          19574969.00
          8443755.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-01-01
          
          4.000000
          32530947.00
          24286552.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          4.000000
          30829962.00
          22181287.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.500000
          20130740.00
          14054129.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          7718961.00
          6383744.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          4.000000
          11771138.00
          9334419.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-06-01
          
          3.500000
          6584675.00
          5692132.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-04-01
          
          4.500000
          6365573.00
          5267889.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-05-01
          
          3.500000
          36173905.00
          31945038.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          26856249.00
          21877869.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          4446694.00
          4768312.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          30525927.00
          32489915.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-06-01
          
          4.500000
          27903931.00
          23939796.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          5.000000
          9272100.00
          6245439.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          4.500000
          42000000.00
          30757278.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.000000
          23800000.00
          19688703.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          3.500000
          20316189.00
          19874420.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          3.500000
          6760404.00
          6074344.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          3.000000
          16350785.00
          16694743.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.000000
          18867932.00
          19359401.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.000000
          13482633.00
          13953052.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-07-01
          
          2.500000
          22375328.00
          22909944.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-10-01
          
          3.500000
          3992139.00
          4298084.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-08-01
          
          6.000000
          23795505.00
          7175553.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-11-01
          
          3.500000
          9000000.00
          3488723.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-03-01
          
          4.000000
          14296645.00
          3578438.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          4.000000
          83880528.00
          22081469.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-10-01
          
          3.500000
          34825200.00
          14681268.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          3.500000
          15886668.00
          5331832.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-01-01
          
          5.500000
          22702800.00
          3546447.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          4.000000
          17098692.00
          8331552.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F2
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0006
      925000000.00
      925000000.00
      0.0056
      N
      Y
      Y
      N
    
    
      BANCO SANTANDER, S.A.
      BANCO SANTANDER, S.A. 0.060000%
      5493006QMFDDMYWIAM13
      0000891478
      TPR0387BE779156SBA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-08-31
          
          1.875000
          35655500.00
          37929884.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-06-30
          
          2.625000
          25000000.00
          26834686.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-07-31
          
          1.250000
          4246000.00
          4382169.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-15
          
          0.125000
          19220800.00
          20508553.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-31
          
          1.500000
          25000000.00
          26556181.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-05-15
          
          0.625000
          11000000.00
          10817315.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-08-15
          
          0.625000
          42107000.00
          41241607.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-09-15
          
          0.125000
          5052000.00
          5042196.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-09-30
          
          0.375000
          1850500.00
          1819956.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-09-30
          
          0.125000
          3370000.00
          3368369.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F2
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0006
      175000000.00
      175000000.00
      0.0011
      N
      Y
      Y
      N
    
    
      Goldman Sachs Financial Square Funds - Government
      2020-11-06
      Peter W. Fortner
      Peter W. Fortner
      Assistant Treasurer
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