N-MFP2 0001423799 XXXXXXXX 2020-02-28 0001423799 S000021488 3 N N 333-148652 BNY Mellon Investment Adviser, Inc. 801-08147 Ernst and Young LLP New York NY None BNY Mellon Transfer Inc 0001285911 084-06102 N N N Exempt Government N 19 95 4336843590.13 4109733209.40 3529187455.66 4703823766.04 0.00 5389073691.23 5660892030.50 5264323933.95 6516509495.18 0.00 0.4704 0.4352 0.3837 0.4703 0.0000 0.5845 0.5995 0.5724 0.6515 0.0000 2873826.44 9993841239.70 9993841239.70 5583192.52 12251569.08 9990046689.58 9988350868.08 1.0000 0.0163 1.0002 1.0002 1.0002 1.0003 C000061453 275000000.00 7797802010.52 0.00 1.0002 1.0002 1.0002 1.0003 1257913784.18 1499230389.03 1035803491.25 688764359.95 1067714617.32 1380498499.75 1786644775.37 1091364275.71 5148076668.12 4659857524.44 0.0153 Y BNY Mellon Investment Advisor Inc. Management fee is capped at 10 basis points. 228,747.93 C000061454 275000000.00 2124648934.58 0.00 1.0002 1.0002 1.0002 1.0003 176670293.08 109073635.69 12953229.28 140769299.40 89845494.45 25207612.20 189799597.11 80478226.85 469268613.92 355528774.14 0.0148 Y BNY Mellon Investment Advisor Inc. Management fee is capped at 10 basis points. 64,692.75 C000061456 275000000.00 67595744.48 0.00 1.0002 1.0002 1.0002 1.0003 2320507.32 1757385.96 3193637.54 2866408.77 1393725.12 2372330.43 3013397.94 4482049.92 9921267.92 11478175.08 0.0123 Y BNY Mellon Investment Advisor Inc. Management fee is capped at 10 basis points. 2,205.05 ABN AMRO BANK NV ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 1867 0000897878 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-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2044-07-20 3.250 5550061.09 473127.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2044-10-20 3.125 14113636.36 1555228.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-04-20 3.000 6202138.50 3446431.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-04-20 3.500 2230587.81 754042.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed 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National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2049-07-20 3.500 1268181.81 1216283.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2050-02-20 2.500 61363636.36 62687556.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2041-12-20 4.000 122727272.72 21589735.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2041-10-20 3.125 12272297.72 933172.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2040-10-15 4.000 115104183.13 19096425.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2042-01-15 4.000 122727272.72 21134383.24 Agency 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22871 0000772028 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 Corp-Agency Mortgage-Backed Securities 2044-10-01 4.157 1784432.25 1769789.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-01-01 2.500 7409811.75 2291879.89 Agency Mortgage-Backed Securities Federal Home Loan Banks-Agency Debentures and Agency Strips 2028-11-16 3.250 221250.00 257368.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-12-01 3.794 450000.00 85656.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-02-01 3.000 40574.25 42027.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-11-01 3.000 157500.00 159226.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 3.500 8994021.00 9336075.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 3.000 6558877.50 6747904.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-12-01 4.500 67951.87 74578.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 3.500 395181.75 419384.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-01-01 3.000 2589871.87 2700829.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 3.500 2323565.62 2453566.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 4.000 2451174.37 2633350.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 4.000 1395507.00 1508568.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-12-01 4.500 50497.50 55371.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-12-01 3.000 5566905.75 5665294.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2038-02-15 2.287 111747418.50 1715911.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2020-06-22 1.500 2250.00 2258.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2022-02-25 0.667 127500.00 570.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 2.076 1072997.62 356878.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency 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Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-25 4.373 10977816.75 1768518.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-25 4.323 6949106.62 1972963.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-25 4.323 9980688.00 1593086.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-25 4.373 6156840.37 823156.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 2.185 8989737.00 391732.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-25 4.373 15101835.37 2291589.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-25 4.373 7836646.12 915681.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-25 4.373 10612020.00 1608519.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 4.373 5527197.00 916322.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 4.373 6958791.37 904569.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 4.373 7695978.37 1397869.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 4.373 3018307.12 445358.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 4.500 985474.12 185685.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-25 4.410 11349499.87 2056581.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-25 4.410 1885735.50 330762.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 0.000 1704545.25 1892.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 3.000 852272.62 824427.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-25 3.500 189798.00 15855.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 4.323 5625000.00 940834.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 3.500 295419.37 30635.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 3.500 7536690.37 983277.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 4.500 5043958.12 774359.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 4.500 4398496.12 4027978.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2030-01-25 2.210 9373680.00 9692727.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2039-05-01 4.000 230899.87 3887.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-01-15 4.000 4451166.00 151513.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2020-09-25 2.597 23.25 0.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-05-15 4.000 5356347.75 259493.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-04-25 2.277 34965.00 6223.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-25 2.099 3391465.87 562517.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-09-25 2.016 217198.87 35024.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2027-07-25 1.204 5.25 0.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2054-01-15 6.500 732496.50 711722.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-07-01 2.930 1575000.00 378414.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-11-01 3.000 5300376.00 2126526.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-04-01 3.500 920706.00 525882.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 5.000 667824.37 727054.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 3.500 285956.25 298269.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-01-01 2.629 59235.75 62682.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-02-01 3.266 285000.00 307709.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-01 0.000 3782566.50 3935272.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-01 0.000 4826570.25 4998864.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 4.000 522039.00 565455.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-11-01 4.000 421886.62 457572.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-01 4.000 605352.00 658310.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-11-01 4.500 392466.37 419594.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 3.000 4613574.37 4543682.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 4.500 58681.50 63562.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-01 5.000 454311.75 496596.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-11-01 4.000 421650.75 455524.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 4.000 2006422.87 2177959.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-01 3.500 1256535.00 1348571.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-01 3.500 2260858.50 2418083.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-01 3.000 14736.75 15161.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-01 3.500 675309.37 705742.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 3.500 69375.00 65909.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-01 3.000 2071315.87 2167108.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-02-01 4.309 7126477.50 200005.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-02-01 2.500 2406433.87 2447635.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-02-01 2.500 750364.50 768290.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-02-01 3.000 3764702.62 3901346.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-11-20 5.000 41974.87 43644.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-20 5.000 617454.00 624739.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-20 5.000 43196.62 46737.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-11-20 4.000 985725.75 1045688.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-15 3.439 37500.00 41580.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2069-08-20 4.767 375.00 410.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2061-08-15 3.149 122806.87 128383.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-20 3.500 181517.25 187808.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-20 4.500 15869.62 16770.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-20 3.500 375.00 388.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-20 2.500 690627.00 705529.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-20 4.500 774272.62 818205.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-20 3.500 39136.87 40557.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-20 4.000 388893.37 406368.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-20 4.000 473783.62 507391.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-20 4.000 474437.25 495756.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-20 3.000 957587.25 987468.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-20 3.500 970003.12 1005222.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-20 4.500 304475.25 321751.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-20 3.500 789706.87 815763.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-16 0.000 48336.00 0.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-04-16 6.000 312499.87 2338.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-05-20 2.077 15240261.75 1500843.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-11-20 2.510 2934669.37 312513.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-16 2.500 3238500.00 1448750.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2069-05-20 0.000 8813962.87 952621.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2069-06-20 0.000 11953243.87 1217127.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2069-12-20 1.115 3704838.00 299575.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2069-11-20 1.578 14060664.75 1525255.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-11-16 0.863 56449299.00 4591265.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-20 0.000 593200.87 296683.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-05-20 4.500 870671.25 89639.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 4.453 1045165.87 158419.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 1.703 1151149.50 130892.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 4.453 2515898.62 243766.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 4.453 2823624.00 444260.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 4.000 4575000.00 534436.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 4.402 541053.00 91872.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 4.453 3301230.00 456814.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 2.500 241160.25 242319.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 3.500 214285.50 14716.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 4.500 1041666.37 165943.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 4.402 5786492.62 1770747.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 4.000 3459722.62 3409792.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-04-20 0.000 39944.62 30223.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 3.500 133928.25 9731.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-20 4.000 9375000.00 1442943.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 3.500 2780088.75 438353.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 4.402 16713729.37 2204924.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-20 3.500 5526026.62 957837.24 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 150000000.00 150000000.00 0.0150 N Y Y N - N/A - CANADIAN IMP BK COMM NY CANADIAN IMP BK COMM NY 2IGI19DL77OX0HC3ZE78 12816 0000800030 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 Corp-Agency Mortgage-Backed Securities 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2IGI19DL77OX0HC3ZE78 2033-07-01 4.000 1190.00 984.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-12-01 3.500 49068.00 41747.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2044-04-01 4.000 4917.00 2110.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-09-01 4.000 1000.00 880.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-10-01 3.500 393947.00 333759.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2041-01-25 8.714 361550.00 485586.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2032-08-25 3.500 5714285.00 185112.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2031-12-25 5.073 7944084.00 273493.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2042-01-25 3.000 2399983.00 29810.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2043-02-25 4.623 62976427.00 1988287.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2045-05-25 4.473 23803764.00 2153788.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2045-07-25 2.360 13800000.00 257852.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2046-03-25 3.500 15000000.00 1214677.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2048-05-25 3.000 35000509.00 2926212.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2048-05-25 4.573 9556391.00 1780872.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2048-12-25 3.000 11000000.00 1135121.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-07-25 4.373 9398448.00 1785386.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-07-25 4.373 8500000.00 1180694.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-07-25 4.373 4500000.00 587385.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-07-25 4.423 24534409.00 4593410.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-01-25 4.423 19863252.00 1969004.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-09-25 4.393 14500000.00 1754277.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-10-25 4.373 13394100.00 1993000.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-10-25 4.373 14000000.00 2572373.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2040-11-15 1.672 500000.00 216454.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2038-01-15 2.414 6379768.00 156159.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2038-10-15 2.287 34320006.00 920181.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2049-08-25 4.391 8000000.00 1486406.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2049-11-25 4.341 12251767.00 2513362.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2049-11-25 4.341 19381364.00 4070543.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2048-04-25 4.341 10500000.00 2173702.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2045-10-01 4.000 15371.00 9293.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2023-06-25 5.473 49714285.00 55921.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2043-08-01 3.500 14100000.00 948825.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2036-12-25 5.013 39285000.00 544892.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2036-07-15 4.811 16862278.00 369707.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2037-09-25 4.893 6900000.00 105322.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2038-02-25 5.373 16000000.00 215453.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2036-09-15 6.121 18000000.00 279369.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2036-09-15 4.921 12368028.00 139558.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-07-01 4.000 1514786.00 1357419.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-08-01 4.500 2115154.00 1881285.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-11-01 3.500 7070444.00 7485906.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-09-01 4.000 235224204.00 200465490.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2038-07-01 5.500 32089786.00 982774.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 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Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-15 8.750 473139.77 490179.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-15 7.875 87.77 93.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 8.125 87.77 96.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-15 8.000 35.11 39.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-15 7.250 105.33 121.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-11-15 7.625 1334327.55 1595541.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 7.125 3511251.55 4135427.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 6.250 3160122.88 3717727.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-11-15 7.500 263.33 345.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-02-15 7.625 263333.33 346647.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-08-15 6.875 105.33 137.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-02-15 6.000 1580000.00 2026378.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-08-15 6.750 122.88 165.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-11-15 6.500 17.55 23.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-08-15 6.375 35.11 48.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-11-15 6.125 52.66 72.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-04-15 3.625 38938.22 81985.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-08-15 5.500 35.11 47.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-11-15 5.250 175.55 235.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-02-15 5.250 2370175.55 3173603.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-04-15 3.875 952037.77 2065160.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-08-15 6.125 140.44 201.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-05-15 6.250 263.33 392.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2032-04-15 3.375 5451614.44 11359547.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-15 2.000 138811.77 204338.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2036-02-15 4.500 2143322.66 3070153.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-01-15 2.375 625170.88 944046.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-01-15 1.750 29194.88 41483.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2038-05-15 4.500 140.44 208.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-01-15 2.500 1909588.00 2847146.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-02-15 3.500 1755783.77 2311701.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-08-15 4.500 35.11 52.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-02-15 2.125 3869490.22 6473526.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-05-15 4.375 2899089.33 4309754.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-11-15 4.250 9585438.66 14069321.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-02-15 2.125 40553.33 67674.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-05-15 4.375 4021977.77 6015290.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-11-15 3.125 158.00 200.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-02-15 0.750 2314419.11 2984264.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-05-15 3.000 11588562.66 14419229.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-08-15 2.750 8444292.44 10038170.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-11-15 2.750 2194567.33 2623896.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 3.125 8777777.77 11066022.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 0.625 4430583.33 5480458.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-02-15 1.375 198992.22 282585.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-02-15 0.750 13565423.55 16900793.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-11-15 3.000 8448523.33 10620248.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 2.500 87.77 100.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 1.000 4688790.44 6152299.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-05-15 2.500 14642246.22 16889853.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-08-15 2.250 8602380.22 9423508.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-02-15 0.875 126400.00 159541.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-11-15 2.750 14193807.11 17274525.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2049-02-15 1.000 6189456.88 7812733.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2049-08-15 2.250 9698040.00 10737413.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2049-11-15 2.375 15641122.22 17876879.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2050-02-15 2.000 1389522.22 1458770.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2050-02-15 0.250 781222.22 800262.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-31 1.125 122.88 123.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-15 1.500 17.55 17.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-07-31 2.125 875478.00 914934.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-15 1.500 9375070.44 9384874.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-08-15 2.250 15215663.33 16334525.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-31 1.625 877742.66 896043.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-08-31 1.875 13166859.77 13725312.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-15 1.375 729099.77 733671.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-09-30 1.875 17555608.22 18039715.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-09-30 2.125 702222.22 739922.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-15 1.625 52.66 53.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-10-31 2.000 7829848.00 8065318.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-15 1.750 8906846.22 8977549.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-11-30 2.125 43783.55 46042.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-15 2.000 35.11 35.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-01-31 2.500 1103928.44 1178838.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-15 2.250 8935.77 9025.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-02-28 2.750 228064.22 249161.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-28 2.625 6985952.44 7390179.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-03-15 2.375 280.88 287.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 2.250 8810694.44 8896720.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-15 2.375 12970237.55 13249812.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-04-15 0.625 16490231.77 17544332.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-30 2.375 12288959.11 12400919.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-30 1.543 70.22 70.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-05-15 2.875 4915678.44 5576853.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-31 2.500 70.22 70.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-08-15 2.875 8391573.11 9484212.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 2.750 877760.22 898407.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-31 2.750 8010880.88 8571678.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 2.625 919911.11 937487.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-08-31 2.750 14493866.66 15922301.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 2.750 87.77 89.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 2.875 1075927.33 1096970.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.555 871282.22 872180.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-11-15 3.125 16118510.44 18721237.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-11-30 2.875 70.22 77.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-30 2.875 877760.22 940712.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 2.750 18429067.33 18750881.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 2.500 2756906.88 2795868.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-12-31 2.625 3286751.11 3570216.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-12-31 2.625 122.88 130.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-01-15 0.875 9288942.88 10388071.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-31 2.500 16045900.66 16254707.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-31 2.500 87.77 92.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-31 2.625 5350055.55 5803094.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-28 2.500 17.55 17.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-02-28 2.500 87.77 95.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-02-29 2.375 4561003.55 4839542.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-15 2.375 87.77 90.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-03-31 2.250 1015378.22 1088224.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-15 2.250 17555555.55 18116467.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-04-15 0.500 758206.88 798184.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-30 1.649 1890733.33 1893738.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-04-30 2.250 351128.66 369930.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-05-15 2.375 13178955.55 14508329.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-05-31 2.125 2333642.44 2476730.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-15 1.750 14042092.00 14299049.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-06-30 1.750 877760.22 903809.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 1.625 17696017.55 17840132.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-15 1.750 8777777.77 8927986.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 2.000 70.22 70.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 2.375 2292141.11 2321640.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-15 0.625 8535827.11 9739561.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-31 2.125 1667883.11 1683385.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-02-15 2.750 105.33 112.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-03-31 2.250 9105136.22 9288539.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-08-15 2.375 735209.11 776070.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 2.125 158.00 161.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-11-15 2.250 1119746.00 1184882.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-30 1.875 8714946.44 8865110.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 2.125 4591831.11 4689060.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-01-15 0.250 495347.55 552172.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-01-31 1.500 458516.00 462181.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-28 1.750 17.55 17.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.750 298.44 304.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.375 29124.66 29282.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-30 1.375 193.11 193.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-31 1.875 35.11 36.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-09-30 1.750 16480980.00 16872237.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 1.375 122.88 123.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.375 140.44 141.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-10-31 1.875 16511087.77 16946011.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-11-30 2.000 15285200.88 15730535.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 1.625 1193.77 1201.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 1.750 193.11 194.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-31 1.375 105.33 105.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 3.500 263.33 267.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-15 1.250 14803371.11 17601965.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-15 2.625 122.88 123.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-01-31 1.750 1092218.88 1113960.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-28 1.500 807625.77 823115.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-15 2.625 1482970.44 1507754.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-15 1.125 2266088.66 2693919.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-03-31 1.500 87.77 89.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-15 0.125 13874734.88 15068215.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-30 1.375 10161436.44 10224162.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-15 3.125 14044444.44 14489237.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-04-30 1.625 15727934.44 16065882.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-05-31 1.625 70.22 71.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-15 2.000 771777.33 787211.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 1.125 70.22 70.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-06-30 1.375 854867.77 864321.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-01-15 0.125 12631485.55 14432127.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-15 2.000 175257.11 178344.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-09-30 1.375 3862257.33 3920974.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 1.125 693620.00 696242.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-31 1.250 1755818.88 1765624.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-15 0.125 5002069.33 5661381.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-15 1.625 1052490.66 1066549.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-30 2.125 140.44 146.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-30 1.750 194901.77 197765.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 2.000 7156487.11 7290111.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-01-15 0.125 4647201.33 5229460.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 2.000 15958.00 16388.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.125 87.77 88.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-12-31 2.250 105.33 110.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-31 2.250 10484370.88 10962214.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-02-15 2.250 12571147.11 13448406.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-30 1.125 875355.11 877851.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-31 1.375 846774.66 849205.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.875 122.88 123.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-15 0.375 632842.66 716753.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 2.000 156630.66 157227.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 2.500 7053804.66 7393536.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 2.125 17.55 17.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 2.000 17.55 17.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-28 1.875 18282320.44 18720611.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-15 1.625 298.44 300.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.750 280.88 283.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-31 2.000 14044462.00 14249062.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 2.125 245.77 249.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-07-15 0.125 10176288.44 11262476.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-07-31 2.250 210.66 214.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-30 1.750 12122392.00 12355738.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-15 1.500 2815911.11 2831147.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-30 1.875 8486601.33 8675948.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-04-30 2.000 877672.44 915134.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-05-15 2.375 4360922.88 4737623.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 1.500 13254.44 13308.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-05-31 1.875 458726.66 468635.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 2.125 70.22 72.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.625 603911.11 605809.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 1.625 122.88 123.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-15 1.500 14922222.22 14966895.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 1.750 158.00 160.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-06-30 2.000 4388976.66 4567791.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 2.500 140.44 141.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 2.625 210.66 212.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 1.553 963448.88 964567.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-31 2.750 17555608.22 18559707.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-07-31 2.875 16106133.77 17597586.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-07-31 1.750 25174.66 25896.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-15 1.500 872511.11 881377.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-08-15 1.625 16017601.11 16494290.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-31 1.500 3041026.00 3077605.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-08-31 1.375 877777.77 893241.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-08-31 1.250 875442.88 886154.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-09-30 1.500 8131083.77 8320526.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 1.500 1425440.88 1441560.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-10-15 1.375 5793368.44 5863695.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-31 1.500 6148025.77 6213041.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-30 1.500 3024910.00 3054398.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-11-30 1.500 875495.55 894387.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-12-31 1.750 225940.00 233298.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 1.625 373933.33 378190.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-01-15 0.125 1601944.44 1656253.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-01-31 1.375 1054386.66 1068597.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-01-31 1.375 4300672.22 4326380.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-01-31 1.500 15844398.00 16160649.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-02-15 1.500 15967480.00 16274785.55 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 1106000000.00 1106000000.00 0.1107 N Y Y N - N/A - FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312XJ4 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-27 2020-05-27 2020-05-27 N N N 0.0161 19931677.80 19931677.80 0.0020 N N N N - N/A - FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312UD0 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-03-11 2020-03-11 2020-03-11 N N N 0.0154 78969782.50 78969782.50 0.0079 N N Y N - N/A - FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312XW5 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-06-08 2020-06-08 2020-06-08 N N N 0.0158 49810805.50 49810805.50 0.0050 N N N N - N/A - FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312H29 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-09-24 2020-09-24 2020-09-24 N N N 0.0158 30771168.23 30771168.23 0.0031 N N N N - N/A - FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312H60 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-09-28 2020-09-28 2020-09-28 N N N 0.0162 39699000.00 39699000.00 0.0040 N N N N - N/A - FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312A75 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-08-04 2020-08-04 2020-08-04 N N N 0.0156 79548777.60 79548777.60 0.0080 N N N N - N/A - FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312E55 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-09-03 2020-09-03 2020-09-03 N N N 0.0161 6953595.81 6953595.81 0.0007 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384VZ9 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-04-24 2020-04-24 2020-04-24 N N N 0.0162 78840508.81 78840508.81 0.0079 N N Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384VX4 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-04-22 2020-04-22 2020-04-22 N N N 0.0156 298564200.00 298564200.00 0.0299 N N Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384WE5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-04-29 2020-04-29 2020-04-29 N N N 0.0161 74818749.75 74818749.75 0.0075 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384XD6 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-22 2020-05-22 2020-05-22 N N N 0.0158 49839125.00 49839125.00 0.0050 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384TU3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-03-02 2020-03-02 2020-03-02 N N N 0.0132 40000000.00 40000000.00 0.0040 N Y Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384WZ8 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-18 2020-05-18 2020-05-18 N N N 0.0158 99694139.00 99694139.00 0.0100 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384VH9 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-04-08 2020-04-08 2020-04-08 N N N 0.0154 48724766.50 48724766.50 0.0049 N N Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384UF4 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-03-13 2020-03-13 2020-03-13 N N N 0.0154 213899955.00 213899955.00 0.0214 N N Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384VQ9 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-04-15 2020-04-15 2020-04-15 N N N 0.0157 183862300.61 183862300.61 0.0184 N N Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384WF2 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-04-30 2020-04-30 2020-04-30 N N N 0.0155 199508334.00 199508334.00 0.0200 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384ZK8 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-15 2020-07-15 2020-07-15 N N N 0.0157 167149500.00 167149500.00 0.0167 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384UL1 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-03-18 2020-03-18 2020-03-18 N N N 0.0189 89938800.00 89938800.00 0.0090 N N Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EJG52 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-03-16 2020-07-16 2020-07-16 N N N 0.0163 160017454.40 160017454.40 0.0160 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EJ5K1 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-03-15 2021-01-15 2021-01-15 N N N 0.0173 50044170.00 50044170.00 0.0050 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EJQL6 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-03-02 2020-05-29 2020-05-29 N N N 0.0162 18000657.54 18000657.54 0.0018 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EKYS9 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-03-02 2021-02-09 2021-02-09 N N N 0.0169 99952592.00 99952592.00 0.0100 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EKAA4 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-03-11 2021-02-11 2021-02-11 N N N 0.0170 100070328.00 100070328.00 0.0100 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ELBR4 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-03-02 2021-10-29 2021-10-29 N N N 0.0174 99983261.00 99983261.00 0.0100 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ELDA9 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-03-02 2020-12-11 2020-12-11 N N N 0.0170 104991861.45 104991861.45 0.0105 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EJT58 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P 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Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-10-01 2.903 4928989.00 3299243.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-04-01 3.644 4827838.00 3085394.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-06-01 3.411 699479.00 620469.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-08-01 3.240 6166578.00 5852922.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-09-01 3.113 2540582.00 2521470.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-03-01 4.500 51142.00 49803.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-06-01 4.000 2587991.00 2317096.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-08-01 3.500 48792.00 45239.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-10-01 3.000 9658696.00 9697520.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-12-01 3.000 2520756.00 2561554.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-09-01 3.500 9856543.00 3864250.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-06-01 4.000 27408654.00 21227357.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-09-01 4.500 18665.00 16533.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-10-01 4.500 655157.00 613655.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-02-01 3.000 1033539.00 844651.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-01-01 4.500 39049.00 36319.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-05-01 4.500 164866.00 120143.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-10-01 4.000 470425.00 379906.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-01-01 3.500 10961.00 8522.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-07-01 4.500 2826.00 2220.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 3.000 44406465.00 46157767.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-08-01 3.500 160194.00 161461.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 4.500 3560767.00 3948723.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-10-01 4.472 5746020.00 2109812.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-11-01 4.285 7142278.00 3333658.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2037-10-15 2.130 732000.00 174836.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-25 3.500 599864.00 131600.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-25 4.323 1980000.00 84970.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 4.303 10591589.00 296516.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 4.853 25403406.00 1059446.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-06-25 4.993 10833000.00 158834.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-04-25 4.993 43333333.00 708023.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-25 4.823 54968540.00 2205248.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 4.323 17039531.00 737751.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 4.773 12000000.00 479323.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-25 4.923 3499000.00 251159.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-25 5.023 20205597.00 558191.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 3.500 393635.00 563306.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 4.373 12324215.00 539909.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 4.373 23724612.00 1564143.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 4.973 3677000.00 140976.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 4.373 2273896.00 145934.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-05-25 4.423 41447000.00 292209.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-10-25 4.473 24966032.00 788367.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 3.000 6000000.00 964680.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2031-08-25 3.000 82727666.00 1455885.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 3.263 12963000.00 495478.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-25 4.423 27854550.00 1300168.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-11-25 3.000 25021500.00 897109.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 4.473 234940563.00 18068616.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-25 5.623 16742363.00 1206074.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-25 4.573 13472000.00 445457.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-25 4.573 33482200.00 1373234.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-04-25 3.000 19348050.00 742151.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-04-25 5.000 6375074.00 243197.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-25 4.523 6850801.00 248078.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-25 4.000 25000000.00 1405542.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-25 3.000 1785500.00 666758.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-07-25 4.000 4104401.00 713220.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 4.973 17738140.00 984163.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-05-25 5.000 7146484.00 121055.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 4.273 100000000.00 10394290.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 0.000 56494651.00 25467926.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-25 4.273 94109919.00 9291791.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2029-01-25 3.500 472194.00 322000.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-25 6.000 19223505.00 1270861.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-03-25 3.500 45313519.00 1072848.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-25 4.573 25382533.00 1713800.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-25 4.573 10052881.00 874734.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-25 6.000 119000567.00 9417611.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-25 4.473 18740800.00 1340071.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-25 4.373 689776.00 86386.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-25 6.000 11073858.00 1119947.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-25 4.500 20466155.00 1852077.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-12-25 1.819 42365826.00 953045.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-25 4.473 20820222.00 1522907.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-07-25 4.473 65842947.00 9941827.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-08-25 4.000 6000000.00 275664.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-25 1.945 44674000.00 595857.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-10-25 4.523 9533053.00 1263461.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-25 4.573 12000000.00 1507625.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-25 4.323 67238023.00 9130130.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-25 4.373 9593640.00 1159958.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-10-25 4.523 58006373.00 9246444.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-25 4.423 107999191.00 12805580.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-07-25 4.373 22540888.00 4464121.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-25 4.500 11612777.00 1287710.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 2.076 1012428.00 900650.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 4.373 19030483.00 3248072.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 4.423 312231.00 53367.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-11-25 4.373 32518304.00 6397457.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-25 4.423 30508731.00 6029608.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-25 4.423 50026193.00 10118619.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-25 3.000 14946654.00 15395895.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-04-01 2.350 267787819.00 2714100.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-04-01 2.350 193768201.00 1618575.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-12-01 2.285 295388210.00 2898512.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-05-15 4.891 91233531.00 746897.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-11-15 4.891 2217020.00 7542.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-06-15 4.811 19673666.00 237634.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-06-15 4.941 33933045.00 249419.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-08-15 4.941 47227000.00 174120.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-04-15 4.991 5667153.00 66148.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-11-15 4.991 31514424.00 435547.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-05-15 4.891 5773000.00 48782.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-05-15 4.341 17000000.00 621147.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-10-15 3.500 19370062.00 1002059.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 4.461 96081208.00 8888163.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 4.500 6927149.00 200817.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-08-15 4.341 198950000.00 17143573.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-10-15 4.191 1179008.00 259894.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-01-15 4.391 60000000.00 2953713.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-05-15 4.500 26362777.00 805077.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-03-15 4.391 20471285.00 826384.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-04-15 4.341 2361000.00 119294.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-11-15 3.500 22330283.00 604986.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-08-15 4.341 21335039.00 2640777.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-08-15 4.441 31271979.00 2747839.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-02-15 4.341 8497497.00 1048345.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-12-15 0.000 2136493.00 367322.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-12-15 4.541 17794211.00 2733098.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-10-15 4.500 1000.00 493.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-04-15 4.541 16498631.00 1461881.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-09-15 4.000 49255000.00 58285419.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-11-15 4.491 2982112.00 369232.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-08-15 4.441 11681997.00 1891983.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-12-15 4.541 70823528.00 10144090.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-10-15 4.891 3404287.00 350961.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-10-15 4.000 88821261.00 7060441.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-12-15 4.441 11000000.00 1466583.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-06-15 5.500 2896150.00 490532.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-07-15 5.500 7138489.00 1432805.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-09-25 4.391 7753570.00 810292.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-10-25 2.108 4639391.00 4462888.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-01-25 4.391 3719250.00 570523.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-08-01 5.000 67473017.00 10339637.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-01-01 3.815 42041854.00 3092121.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-03-01 3.956 2313301.00 173565.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-11-01 4.243 30686197.00 2833649.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-07-01 4.509 124629273.00 7120826.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-02-01 4.000 127798.00 65816.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-06-01 4.240 16700000.00 3816951.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-03-01 2.685 7845000.00 5588030.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-03-01 4.142 13880749.00 4517651.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-10-01 3.873 21802667.00 7455678.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-07-01 4.248 9315405.00 3636984.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-06-01 3.169 48195.00 53291.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-10-01 3.500 17085940.00 8127840.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-08-01 3.301 15097567.00 2885632.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-09-01 3.830 20134546.00 1533054.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-01 2.936 17487499.00 3987745.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-10-01 2.879 13270000.00 3372526.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-11-01 2.944 24024314.00 4843818.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-05-01 2.887 10083447.00 2201417.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-06-01 2.541 10007052.00 2082639.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-12-01 2.657 10144340.00 3760252.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-05-01 2.293 10882907.00 2804614.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-02-25 5.573 1084909.00 9482.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-08-15 4.841 130000000.00 693834.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-08-15 4.391 60000000.00 299172.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-09-15 5.141 2031513.00 23130.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-01 3.346 124647101.00 4605050.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-05-01 3.563 76267724.00 3047327.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-07-01 3.447 25450282.00 2181450.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-05-01 2.359 7000000.00 2041803.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-01 2.725 835999.00 484341.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 2.782 8026761.00 3374257.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-11-01 2.553 2000000.00 1092093.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-01 4.000 11935408.00 9843716.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-06-01 4.000 19032.00 17429.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-06-01 4.500 13530744.00 12462584.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-01 2.963 4039499.00 1853263.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-01 2.918 10124958.00 5190436.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-01 2.976 6680000.00 3201488.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-11-01 2.906 7200000.00 4902873.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-01 2.769 8000000.00 5527278.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 3.456 5055650.00 3925290.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 3.615 1860000.00 1071697.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 3.548 2604571.00 1385980.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-02-01 3.540 1196349.00 1349607.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-06-01 4.264 15404744.00 4854112.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.000 43940429.00 42611510.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 3.521 600000.00 455249.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-01 3.656 4494315.00 4313319.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 3.791 2136970.00 1080360.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 4.461 3229082.00 1520895.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 3.013 1547768.00 986688.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 3.475 540849.00 565084.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 3.508 2832824.00 2963379.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-11-01 3.500 944315.00 966354.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 3.500 3065298.00 2634175.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-01 3.000 2610920.00 2375151.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-01 4.000 1989989.00 1892064.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-07-01 4.000 11722224.00 9462602.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.000 32052135.00 31129152.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 4.500 9840944.00 9387857.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-01 3.000 4085155.00 4190079.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 3.000 73768682.00 76321178.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-01 4.000 305164.00 224959.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-09-01 4.115 62000000.00 4180927.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-01 4.000 216911.00 138203.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-06-01 4.221 24000000.00 3706372.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-20 4.000 28444146.00 29112090.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-20 4.000 15436895.00 15613815.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-11-20 3.500 1536343.00 1563769.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-07-16 4.261 13108000.00 36211.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-06-20 4.902 23133399.00 40717.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-20 4.402 35003000.00 925156.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-20 2.603 256243956.00 7368772.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-04-20 4.953 23680394.00 671986.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-20 4.453 3248919.00 40208.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-16 4.991 12911372.00 1153744.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-20 4.953 3018000.00 114618.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-06-20 3.500 30857142.00 1215039.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-20 4.500 10000000.00 90703.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-20 4.503 2773074.00 40909.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-20 4.552 24045126.00 952420.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-20 4.453 4559000.00 135118.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-20 4.552 451629.00 40476.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-20 4.472 3594000.00 160817.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-20 4.402 16066000.00 702310.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-20 4.552 29551666.00 905770.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-20 4.503 172660.00 4851.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2028-12-16 4.000 7819656.00 127264.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-03-20 4.500 2742000.00 87480.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-20 3.952 7670000.00 431739.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-20 4.000 2933000.00 115999.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-10-20 3.952 11902000.00 443868.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-16 3.500 19783176.00 675273.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-20 4.602 16306110.00 1616081.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-20 4.453 3405318.00 504156.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-20 4.453 26601199.00 3209485.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 4.402 85616740.00 9254191.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 4.402 20000000.00 2707425.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 4.453 18715770.00 2910613.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 3.903 34980267.00 3371054.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 1.703 100000000.00 7078834.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-20 4.402 18047607.00 3478516.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 1.802 25000000.00 2265851.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 4.402 38457360.00 4896176.29 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 950000000.00 950000000.00 0.0951 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128285Y2 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-03-02 2021-01-31 2021-01-31 N N N 0.0166 50035806.50 50035806.50 0.0050 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128287G9 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-03-02 2021-07-31 2021-07-31 N N N 0.0173 10020604.60 10020604.60 0.0010 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 912828Z45 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-03-02 2022-01-31 2022-01-31 N N N 0.0167 244994568.35 244994568.35 0.0245 N Y Y N - N/A - Dreyfus Institutional Reserves Funds 2020-03-04 /S/John Delise John Delise Treasury Manager