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Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2028-05-01 3.000 107632.80 78746.27 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2043-03-01 3.500 93718.70 79723.20 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2043-04-01 3.500 100.00 76.98 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2032-12-01 3.500 102487.40 48243.89 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-11-01 3.000 101.50 76.95 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-10-01 3.000 7500.00 5905.67 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-09-01 2.500 100000.00 77823.19 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-08-01 3.000 24261.30 20482.48 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-07-01 3.500 152549.50 102769.98 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-07-01 3.500 44000.00 30339.79 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-07-01 3.500 11389.60 9615.79 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-07-01 3.500 100.00 78.36 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-06-01 2.500 100.10 58.75 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-06-01 4.000 110187.40 42456.33 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-06-01 4.000 95693.30 70320.39 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-06-01 4.500 100876.60 35301.94 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-10-01 2.500 3836.10 2956.91 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-05-01 3.000 28500.00 14351.83 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-06-01 4.000 100.00 72.89 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-04-01 3.000 11464.20 5668.74 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-04-01 3.000 404843.50 257851.61 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-04-01 3.500 9565.00 9906.94 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-05-01 5.000 26700.00 21659.17 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-04-01 4.000 9998.00 10330.56 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-10-01 3.000 1800000.00 1620000.00 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-05-01 4.000 99909.40 24942.99 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-01-01 4.000 7114.80 6635.34 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2039-01-01 6.500 66223.10 38750.26 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-08-01 3.500 27500.00 17061.89 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2028-05-01 3.000 2050000.00 1450000.00 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-01-01 4.500 83500.00 33536.11 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-12-01 3.500 462.10 402.04 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-11-01 3.500 1657.80 1250.92 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-06-01 4.000 86188.10 60761.74 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-09-01 4.000 469171.90 286073.02 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2040-07-01 4.500 4450000.00 2230000.00 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-04-01 3.000 18500.00 11438.91 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-11-01 4.000 286729.50 169403.83 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2039-10-01 6.000 550000.00 145739.61 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2038-06-01 6.000 33200.00 4412.92 Agency Mortgage-Backed Securities UNITED 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176434.58 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-02-01 4.000 87539.20 53479.56 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-01-01 4.000 100.00 63.12 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-12-01 3.000 7500.00 2894.19 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-03-01 4.000 817.20 484.77 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-12-01 6.000 103204.60 35568.29 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-12-01 3.000 391079.20 205378.52 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-11-01 5.000 121628.50 122468.33 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-12-01 3.500 200.30 126.05 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-10-01 3.097 565160.09 173325.35 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-08-01 4.000 702756.10 244356.51 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-07-01 4.000 30701.10 15453.43 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-08-01 4.500 354741.10 237769.30 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-07-01 4.000 14722.00 7341.57 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-07-01 4.500 247888.20 126158.94 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-06-01 5.500 188256.20 73947.56 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-05-01 3.500 589.30 239.89 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-05-01 5.000 400.00 248.40 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-05-01 4.500 61100.00 15882.16 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-04-01 4.000 12028.70 3402.56 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-04-01 4.000 11261.60 4472.07 Agency 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L3I9ZG2KFGXZ61BMYR72 2031-05-01 7.500 50005.00 6436.98 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-05-01 2.245 552930.50 4142.49 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2031-03-01 7.500 170000.00 3092.70 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2030-10-01 8.500 132254.60 10718.44 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2030-02-01 7.500 2850000.00 26568.47 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2028-12-01 6.500 300000.00 14124.72 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2034-10-01 5.500 53000.00 3539.97 Agency Mortgage-Backed Securities UNITED STATES 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Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2036-09-01 6.000 333300.00 11677.74 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2034-11-01 5.500 367000.00 25072.19 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2033-10-01 5.500 588777.80 36601.76 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-08-01 5.000 223.00 10.76 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2034-05-01 5.000 4300000.00 354893.15 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2017-12-01 5.000 1070000.00 9984.57 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2032-08-01 7.000 259110.60 16624.13 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2033-05-01 6.000 78073.00 3230.17 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-02-01 5.500 500000.00 14267.24 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2028-12-01 6.000 496660.90 7180.82 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2029-02-01 7.000 361500.00 5692.18 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2028-08-01 7.000 805700.00 11748.14 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2039-06-01 4.500 17300.10 2713.54 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2030-06-01 6.000 796000.00 9096.82 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2017-10-26 0.875 1370000.00 1370000.00 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2018-05-17 1.050 12200.00 12230.68 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2028-02-01 5.594 1291.50 13.81 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2030-06-01 4.394 875000.00 3754.02 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2017-10-16 1.000 403500.00 403645.70 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2017-06-21 1.000 671500.00 676378.82 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-10-01 6.500 270000.00 4528.16 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-10-01 5.500 723125.20 10300.20 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-07-01 6.000 760521.90 50218.46 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-01-01 5.000 250000.00 17163.39 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-12-01 4.000 24198.00 25802.33 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-01-01 3.500 5830000.00 5770000.00 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-10-01 4.000 100.20 106.88 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-08-01 3.500 330.80 332.62 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-07-01 3.500 105257.50 109589.02 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-04-01 3.500 101181.20 105226.55 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-11-01 4.500 140795.70 152053.48 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-06-01 5.000 20040.20 19846.71 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-05-01 4.000 106294.50 85402.37 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2034-12-01 4.000 255418.00 227173.28 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2034-02-01 4.000 451200.00 240608.03 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2030-09-01 3.000 4850.19 4766.10 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2030-09-01 2.500 32339.70 31182.71 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2029-09-01 3.000 318.80 279.31 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2043-07-01 4.000 438498.60 378359.56 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2029-05-01 3.000 194385.30 181370.48 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2029-04-01 3.500 229216.70 188941.48 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2043-03-01 3.000 400.60 315.24 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2043-03-01 4.000 189557.10 141192.48 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2043-04-01 3.500 40000.00 35176.39 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-08-01 4.500 3949.40 1738.82 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2030-06-01 3.500 110178.10 101486.63 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2043-04-01 3.000 57700.00 50621.44 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-06-01 4.000 17174.70 13156.38 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-03-01 4.000 100.10 36.13 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-03-01 4.000 381537.30 299479.40 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-11-01 5.000 129868.30 50349.39 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-10-01 4.000 60212.70 32572.52 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-09-01 5.000 431874.90 234836.50 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2032-10-01 3.500 137952.80 126430.26 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-07-01 4.500 38891.50 18025.00 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-06-01 5.500 25008.70 5367.84 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-04-01 5.500 118462.40 20792.09 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2032-07-01 3.000 4200.00 3317.46 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2029-10-01 3.000 21533.90 18984.85 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2029-07-01 3.500 103564.40 100618.74 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2036-08-01 6.000 153400.00 8880.86 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-08-01 2.898 212.50 171.45 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-05-01 2.818 346422.60 268367.55 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2030-09-01 3.500 112398.80 116858.62 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2030-04-01 3.000 111052.70 106512.11 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2030-01-01 3.000 132253.60 127780.75 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2029-11-01 3.500 100.00 98.73 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2029-10-01 3.500 314874.20 286038.05 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2029-02-01 4.000 37366.90 34526.02 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-10-01 2.500 327340.30 226604.19 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-02-01 3.083 286800.00 83991.06 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2028-02-01 2.500 1078.40 733.42 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-02-01 5.000 593.00 267.08 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-09-01 3.500 4975.10 3336.95 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-04-01 4.000 513638.40 285665.33 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-01-01 3.496 601946.00 206462.60 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2040-07-01 3.785 1730000.00 563574.76 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2037-03-01 2.250 2760000.00 308195.03 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-04-01 3.000 319066.20 160882.50 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-03-01 3.000 74222.50 39900.96 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-03-01 3.000 160.70 90.19 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-02-01 4.000 37900.20 12353.38 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-05-01 6.500 113.20 23.16 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-03-01 5.500 0.20 0.01 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2035-06-01 2.527 230562.00 40206.83 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2030-09-01 2.500 181511.90 174314.54 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-03-01 3.500 8750.00 9162.43 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-01-01 3.500 4100.00 3686.16 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-12-01 4.000 150.80 97.40 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2040-12-01 4.000 10923.80 4087.29 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2039-12-01 5.500 0.40 0.04 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-05-01 5.000 30718.10 18383.79 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2033-12-01 4.000 28004.00 21387.29 Agency Mortgage-Backed Securities First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2016-05-02 2016-05-02 2016-05-02 N N N 0.0028 50000000.00 50000000.00 50000000.00 0.0386 N N Y N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 261700PLI2HF5NCF2442 22532Y 0001330437 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-11-15 0.000 2.53 1.09 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-02-15 0.000 180212.30 97415.56 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-11-15 0.000 1.33 1.01 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-11-15 0.000 376025.19 302478.42 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-15 0.000 141476.67 130205.23 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-15 0.000 36769.71 35952.69 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-11-15 0.000 3730.50 3720.88 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2033-08-15 0.000 323712.04 210302.76 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2032-08-15 0.000 294787.33 198276.91 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-08-15 0.000 120010.18 100053.69 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 0.000 0.01 0.01 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-15 0.000 1762.83 1730.18 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-15 0.000 43858.09 43483.10 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-08-15 0.000 64609.33 64532.45 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2034-05-15 0.000 42830.18 27111.50 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-05-15 0.000 1.19 1.19 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-05-15 0.000 0.01 0.01 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2038-02-15 0.000 249455.86 139166.43 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2036-02-15 0.000 164039.62 98382.76 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2035-02-15 0.000 274188.16 168908.13 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2033-02-15 0.000 221474.90 146208.87 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-02-15 0.000 122073.53 97434.21 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-02-15 0.000 119393.43 98294.22 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-15 0.000 42986.51 41893.80 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-02-15 0.000 0.04 0.04 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-02-15 0.000 43637.68 43454.84 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 1.750 3135.16 3219.87 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-12-31 1.375 4283.01 4355.62 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-12-31 1.500 21415094.33 21843396.22 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-31 1.000 8566.03 8629.39 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-31 0.750 1323452.83 1327735.84 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-12-31 0.875 41716.60 41934.72 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-15 1.000 1135000.00 1143566.03 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-12-15 0.625 158009.13 158493.01 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-11-30 2.000 66660.90 68958.13 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-30 1.875 552509.43 569641.50 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-30 1.250 58677.35 59520.96 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-30 0.625 3340.75 3343.62 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-11-30 0.500 29852.64 29918.87 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-11-30 2.750 47224.56 48387.50 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-11-15 2.250 274.11 287.50 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-15 2.000 17945.84 18664.73 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-15 2.625 1798867.92 1927358.49 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-11-15 3.375 166223.96 182106.24 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-15 3.750 46984.71 51207.31 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-15 0.875 6463.07 6503.79 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-11-15 0.625 8069.20 8099.46 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-11-15 4.625 112043.77 116923.50 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-31 2.000 1139283.01 1182113.20 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.375 9850.94 9969.08 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-10-31 1.500 337771.71 345304.96 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-31 1.250 7996.39 8118.22 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-31 1.750 38418.67 39590.52 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-10-31 0.375 10707.54 10725.05 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-10-31 1.000 34516.84 34785.47 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-10-31 3.125 167744.43 172585.39 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-15 0.875 31176.09 31264.46 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-10-15 0.625 1469075.47 1473358.49 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-09-30 1.750 1057.90 1071.77 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 1.375 5653.58 5690.44 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-30 1.750 5011.13 5136.31 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-09-30 1.375 7495.28 7594.51 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-30 1.875 63174.52 64314.55 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-09-30 1.000 69170.75 69398.48 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-09-30 0.500 1314886.79 1314886.79 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-09-15 0.875 62146.60 62329.62 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-31 2.000 188452.83 194956.50 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 1.375 67247.67 67816.04 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-08-31 1.000 1070.75 1071.79 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-08-31 1.625 1790301.88 1828849.05 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-31 1.500 578207.54 591056.60 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-08-31 3.000 40131.88 40685.59 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-08-31 1.000 2368509.43 2377075.47 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-08-15 2.000 42072.09 42917.15 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 2.500 34264.15 36508.87 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-15 2.625 4235.90 4504.72 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-08-15 3.625 28739.05 31384.70 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-15 0.875 232477.98 233508.98 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-15 4.750 109174.15 115964.41 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-08-15 4.875 2437.03 2493.89 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-08-15 0.625 167723.01 168077.01 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 2.000 395883.71 410562.33 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-31 1.625 25526.79 26133.90 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-31 2.250 13144.58 13628.71 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-07-31 0.625 32122.64 32155.34 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-07-31 1.500 61769.69 62180.31 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-07-31 3.250 366510.77 372153.73 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-07-15 0.375 663867.92 681000.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-07-15 0.125 82191.13 82643.19 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-15 0.375 505396.22 531094.33 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-15 1.250 40684.39 47643.97 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-15 1.875 12844.77 15556.74 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-15 1.375 50753.77 58991.68 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-15 0.875 1481924.52 1486207.54 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-07-15 0.875 128404.90 129065.42 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-07-15 2.625 428301.88 518245.28 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-07-15 2.500 19273.58 23113.93 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-07-15 0.625 214150.94 214678.37 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-30 1.000 99545.92 99932.83 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-30 1.375 1584.71 1610.83 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-30 2.375 357717.73 372423.75 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-06-30 0.625 1499056.60 1503339.62 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-06-30 0.500 27839.62 27896.64 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-06-30 1.500 1237792.45 1246358.49 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-15 1.125 3212.26 3246.41 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-31 1.375 8823.01 8939.24 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-31 2.375 1027.92 1071.08 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-05-31 0.625 28936.07 29005.19 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-05-31 3.250 17500.41 17778.81 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-05-31 0.375 436867.92 436867.92 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-05-15 2.500 8566.03 9173.63 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-05-15 1.750 336902.26 344328.85 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 3.500 278910.18 308856.08 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-15 3.875 5242.41 5665.80 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-05-15 0.875 85660.37 86226.62 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-05-15 4.500 131492.96 139440.65 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-05-15 0.250 81377.35 81470.13 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-05-15 5.125 113221.60 116097.80 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-30 2.250 34392641.50 36320000.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-30 1.375 124845.71 126674.36 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-04-30 1.625 1117867.92 1147849.05 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-04-30 0.875 95768.30 96446.43 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-04-30 3.125 41755.15 43434.84 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-04-30 2.000 43215.66 43647.60 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-15 0.125 72811.32 74431.78 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-04-15 0.125 79921.13 84239.72 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-04-15 0.875 237155.03 237901.53 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-03-31 2.250 10579.05 11069.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-03-31 1.250 349425.81 348954.23 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.125 32593.77 32600.01 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.375 27411.32 27671.43 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-03-31 1.625 77856.71 79483.73 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-03-31 2.875 27407.03 28557.20 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-03-31 0.875 141896.41 142227.50 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-03-31 3.250 115118.98 118189.79 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-03-15 1.000 36405.66 36517.16 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-03-15 1.000 64986.24 65329.55 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-03-15 0.750 976528.30 976528.30 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-29 1.375 1524754.71 1541886.79 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-28 1.750 29724.15 30267.60 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-28 1.375 12849.05 13038.98 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-02-28 2.750 8951.50 9311.93 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-02-28 0.875 21415.09 21500.04 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-02-28 0.500 843754.71 843754.71 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-02-28 3.000 175166.90 179548.05 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-02-15 1.625 62921.83 61927.89 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-02-15 2.750 6381698.11 6895660.37 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 2.000 275826.41 284251.79 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-15 2.000 316986.22 328081.99 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-15 3.625 11221.50 12356.22 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-15 0.750 304616.86 303677.04 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-15 2.750 882301.88 933698.11 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-02-15 3.500 21543.58 22740.40 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-31 1.375 1199.24 1208.01 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-31 2.125 199687.18 208337.78 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-31 1.250 1661811.32 1674660.37 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.250 35891698.11 36320000.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-31 2.625 1499.05 1556.69 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-31 0.875 214150.94 215026.69 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-31 0.750 299811.32 300280.16 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-01-31 3.125 8566.03 8796.12 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-01-31 0.875 48954.90 49178.11 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-01-31 0.500 191579.43 191769.58 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-15 0.625 17132.07 17955.48 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-15 0.625 60210.67 63989.06 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-01-15 0.125 247918.26 257144.91 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-01-15 0.125 7066.98 7520.36 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-15 1.125 12716.28 14763.79 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-15 1.375 21410.81 25180.64 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-15 2.125 14986.28 17928.24 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-15 1.125 85660.37 86423.19 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-15 1.625 17132.07 20314.47 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-01-15 0.750 4946.88 4965.70 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-01-15 2.375 65573.01 79738.11 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-15 0.000 13962.64 13797.60 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-11-15 0.000 1541.88 1537.44 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-03-31 0.000 88872.64 85490.14 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-02-15 0.000 2998.11 2955.42 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-11-15 3.000 52312.79 56379.65 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-11-15 3.000 2509849.05 2702584.90 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-11-15 3.750 6681509.43 8309056.60 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-11-15 2.750 2141.50 2206.18 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-11-15 4.250 6895660.37 9122830.18 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-11-15 4.375 36255.75 48947.87 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-11-15 5.250 638169.81 882301.88 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-11-15 6.500 15615.88 23011.45 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-11-15 7.625 342641.50 483981.13 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-11-15 7.500 83835.81 89860.19 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-08-15 2.875 179355.69 187158.52 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-08-15 3.125 5396603.77 5910566.03 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-08-15 2.750 300787.84 308449.11 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-08-15 3.750 86911.01 106371.58 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-08-15 3.875 15161.88 18894.70 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-08-15 4.500 42830.18 58351.35 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-08-15 6.125 1807433.96 2694018.86 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-08-15 6.375 40894.26 59888.83 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-08-15 6.750 187463.45 276342.22 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-08-15 6.875 2839.64 4121.44 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 6.250 6852.83 9130.68 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-15 7.250 78032.32 106213.61 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 8.125 286.96 390.88 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-15 8.750 28195.11 37591.37 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-08-15 8.125 942264.15 1173547.16 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-15 8.875 74520.24 83747.60 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-05-15 3.000 3366452.83 3627716.98 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-05-15 3.000 14990566.03 16146981.13 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-05-15 3.375 9465471.69 10964528.30 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-05-15 2.875 1070754.71 1126433.96 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-05-15 3.000 2865.33 3107.57 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-05-15 4.375 728113.20 985094.33 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-05-15 4.375 366236.66 492547.16 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-05-15 4.250 813773.58 1079320.75 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-05-15 6.250 535377.35 826622.64 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 8.750 33981.47 45501.32 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-15 9.125 4698.47 5688.33 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-05-15 7.250 61761.13 63938.28 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2032-04-15 3.375 1070.75 2073.09 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-04-15 3.625 82940.66 167600.28 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-02-15 2.500 2398.49 2315.96 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-02-15 1.375 33407.54 37871.24 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 3.125 161195.69 177225.48 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-02-15 0.750 85660.37 86785.86 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-02-15 3.125 454000.00 501113.20 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-02-15 2.125 64279.54 89465.01 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-02-15 4.750 428301.88 603905.66 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-02-15 2.125 35172.15 49158.15 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-02-15 4.625 2282849.05 3165150.94 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-02-15 3.500 3923.24 4641.10 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2038-02-15 4.375 87035.22 116980.06 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2036-02-15 4.500 46423.64 63372.37 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2031-02-15 5.375 74400.32 106449.53 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-02-15 5.250 4484.32 6161.24 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-02-15 6.625 1284905.66 1897377.35 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-02-15 7.625 1357716.98 2030150.94 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 7.125 81617.20 112057.56 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-15 7.875 985094.33 1302037.73 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-15 8.500 1079320.75 1396264.15 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-15 8.875 110716.03 137175.02 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-01-15 2.500 156274.50 218081.70 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-01-15 2.375 375916.28 543943.39 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-01-15 2.375 12116.66 18286.89 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-15 0.000 15547.35 15222.57 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-15 0.000 27368.49 27135.31 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-15 0.000 11654.09 11473.68 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-05-15 0.000 46899.05 46633.13 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-05-15 0.000 2441.32 2441.07 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-02-15 0.000 119748.92 96990.64 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-15 0.000 3811.88 3719.79 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-12-08 0.000 5812.05 5799.50 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-10-27 0.000 642452.83 638169.81 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-10-13 0.000 1319169.81 1314886.79 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-09-29 0.000 221235.05 220954.08 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-09-01 0.000 16832.26 16817.11 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-08-25 0.000 235566.03 235371.46 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-08-11 0.000 171320.75 171200.83 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-07-28 0.000 122537.16 122469.03 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-07-07 0.000 180216.58 180153.50 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-06-30 0.000 204372.81 204308.43 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-06-02 0.000 50012.81 50005.80 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-05-26 0.000 2638339.62 2638339.62 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-05-19 0.000 108480.30 108471.40 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-05-12 0.000 40495.94 40493.87 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-05-05 0.000 1075.03 1075.01 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-03-30 0.000 230452.11 229366.68 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-03-02 0.000 2582660.37 2574094.33 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-02-02 0.000 423894.66 422416.53 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-01-05 0.000 149905.66 149484.42 U.S. Treasuries (including strips) First Tier Security FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2016-05-02 2016-05-02 2016-05-02 N N N 0.0029 227000000.00 227000000.00 227000000.00 0.1754 N N Y N - N/A - FED HOME LOAN MTG CORP FED HOME LOAN MTG CORP 313396F32 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-09-09 2016-09-09 2016-09-09 N N N 0.0052 24966600.00 24966600.00 24966600.00 0.0193 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384ZQ5 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-07-20 2016-07-20 2016-07-20 N N N 0.0049 13890548.00 13890548.00 13890548.00 0.0107 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384YT0 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-06-29 2016-06-29 2016-06-29 N N N 0.0036 99960200.00 99960200.00 99960200.00 0.0772 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384K99 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-10-17 2016-10-17 2016-10-17 N N N 0.0044 59887980.00 59887980.00 59887980.00 0.0463 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A7UH6 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-10-26 2016-10-26 2016-10-26 N N N 0.0047 25002025.00 25002025.00 25002025.00 0.0193 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384XU8 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-06-06 2016-06-06 2016-06-06 N N N 0.0026 19994660.00 19994660.00 19994660.00 0.0155 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384WL9 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-05-05 2016-05-05 2016-05-05 N N N 0.0036 99998000.00 99998000.00 99998000.00 0.0773 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384C49 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-17 2016-08-17 2016-08-17 N N N 0.0047 30969589.00 30969589.00 30969589.00 0.0239 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384C64 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-19 2016-08-19 2016-08-19 N N N 0.0049 49950050.00 49950050.00 49950050.00 0.0386 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A73C7 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-05-19 2016-10-19 2016-10-19 N N N 0.0052 100054700.00 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2016-05-16 2016-05-16 2016-05-16 N N N 0.0025 50001600.00 50001600.00 50001600.00 0.0386 N Y Y N - N/A - U.S. TREASURY NOTES U.S. TREASURY NOTES 912828WM8 U.S. Treasury Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-05-31 2016-05-31 2016-05-31 N N N 0.0037 25003575.00 25003575.00 25003575.00 0.0193 N Y Y N - N/A - U.S. TREASURY NOTES U.S. TREASURY NOTES 912828VL1 U.S. Treasury Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-07-15 2016-07-15 2016-07-15 N N N 0.0062 50032850.00 50032850.00 50032850.00 0.0387 N Y Y N - N/A - General Government Securities Money Market Fund 2016-05-13 /S/John Delise John Delise Treasury Manager