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C000000932 2500.00 1583659837.36 1583703994.08 1.0000 1.0001 1.0001 1.0001 1.0001 17580984.90 7094638.23 55329114.24 41803769.63 60520261.90 81056292.51 65165939.58 44290870.55 24828497.35 97159792.45 223424797.97 271405363.37 0.0065 Y BNY Mellon Investment Adviser, Inc. Expenses are capped at 103 basis points.(8,798) C000157132 2500.00 991658203.68 991658593.10 1.0000 1.0001 1.0001 1.0001 1.0001 26625826.30 35240488.07 51713545.07 58376003.31 34582952.85 67307414.32 143455452.59 42656675.88 20719105.10 117297743.25 277096881.91 320878324.83 0.0114 Y BNY Mellon Investment Adviser, Inc. ABN AMRO BANK NV ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 1867 0000897878 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-08-15 3.125 266666.66 316640.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2027-11-15 2.250 7524800.00 7819963.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-11-30 2.125 37160533.33 38399983.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-03-15 2.375 4734346.66 4798040.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-06-30 2.625 26666666.66 27881183.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2025-09-30 3.000 22003786.66 23711677.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2025-10-31 3.000 54586.66 58728.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-10-31 2.875 20793173.33 21815584.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2020-12-31 2.500 26666666.66 27169228.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-05-15 2.125 20320.00 20577.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-12-31 2.125 26666666.66 27304404.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-01-31 2.250 3965066.66 4092107.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-05-31 2.000 32000000.00 32457963.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2027-05-15 2.375 26666666.66 27915905.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2025-05-15 2.125 1013333.33 1038014.39 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 240000000.00 240000000.00 0.0931 N Y Y N - N/A - BARCLAYS BANK PLC BARCLAYS BANK PLC 580 0000312070 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2019-12-19 0.000 723100.00 722584.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-01-23 0.000 686000.00 684425.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-13 0.000 838000.00 828629.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-09 0.000 796000.00 791462.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-15 8.750 810400.00 838509.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 7.625 541800.00 713848.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-04-15 3.375 12818600.00 25599824.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-02-15 2.125 16145700.00 25599975.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 1.375 19208500.00 25599905.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.750 22064900.00 25599912.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-03-31 2.250 738600.00 742738.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-31 1.611 25584800.00 25599908.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-15 2.375 833100.00 865951.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-02-29 1.375 868200.00 870399.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-02-29 1.250 674900.00 676165.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-31 1.375 468500.00 470998.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-02-15 1.375 637200.00 639258.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-31 1.625 751700.00 755576.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-10-31 1.846 25535000.00 25599993.50 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 160000000.00 160000000.00 0.0621 N Y Y N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 261700PLI2HF5NCF2442 4257 0001335241 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-05 0.000 2327.39 2326.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-02 0.000 46.08 46.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-30 0.000 2233903.91 2227827.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-27 0.000 124471.65 123979.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-26 0.000 184827.13 183880.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-23 0.000 9.21 9.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-21 0.000 598093.47 593530.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-18 0.000 460676.00 456626.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-12 0.000 46086.95 46060.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-19 0.000 942505.91 941716.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-26 0.000 9.21 9.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-16 0.000 2382.69 2358.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-09 0.000 1301108.52 1298776.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-16 0.000 1431921.73 1428920.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-23 0.000 82352.78 82156.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-13 0.000 4.60 4.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-13 0.000 13826.08 13780.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-10 0.000 600503.82 593069.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-19 0.000 460869.56 458645.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-02 0.000 428608.69 426281.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-08 0.000 460201.30 453960.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-05 0.000 427295.21 420983.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-09 0.000 380678.26 378494.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-16 0.000 737391.30 732941.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-14 0.000 193565.21 192154.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-28 0.000 354869.56 352037.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-03 0.000 921739.13 921579.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-10 0.000 4608.69 4606.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-24 0.000 1150330.43 1149030.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-31 0.000 368695.65 368166.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-21 0.000 22813.04 22760.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-08-15 0.000 124895.65 67170.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2048-11-15 0.000 628165.21 329663.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 8.750 13.82 14.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-15 8.750 124204.34 133386.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-15 7.875 3456544.78 3785858.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 8.125 1564675.21 1768772.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-15 8.000 1474791.82 1657064.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-15 7.250 1428723.30 1669517.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-11-15 7.625 691332.00 812429.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 7.125 921776.00 1098047.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 6.250 829565.21 981186.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-11-15 7.500 25850.17 33088.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-08-15 6.875 27.65 35.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-08-15 6.750 32.26 43.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-11-15 6.500 405.56 533.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-08-15 6.375 9.21 12.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-11-15 6.125 9.21 12.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-04-15 3.625 1535976.86 3137546.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-08-15 5.500 9.21 12.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-11-15 5.250 2857.39 3688.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-02-15 5.250 2788260.86 3656300.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-04-15 3.875 280531.30 588618.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-08-15 6.125 36.86 51.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-05-15 6.250 41.47 59.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2031-02-15 5.375 2770180.95 3819121.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2032-04-15 3.375 1014765.65 2030378.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-01-15 2.375 168756.60 257397.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-15 2.000 195394.86 282343.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2036-02-15 4.500 36.86 50.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-01-15 2.375 165641.13 245305.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-01-15 1.750 187633.82 260078.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2038-05-15 4.500 36.86 51.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-01-15 2.500 178236.69 259538.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-02-15 3.500 23.04 28.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-08-15 4.500 9.21 12.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-05-15 4.375 1152173.91 1592504.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-11-15 4.250 2806723.30 3827521.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-02-15 2.125 100285.21 158973.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-05-15 4.375 691304.34 960047.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-08-15 3.750 2304389.30 2971767.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-02-15 0.750 1670624.52 2025836.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-08-15 2.750 230407.13 256039.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-11-15 2.750 3226119.21 3564173.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 3.125 27652.17 32668.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 0.625 201284.78 233874.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-08-15 3.625 2580869.56 3298677.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-02-15 1.375 15370.00 20565.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-02-15 2.500 2302020.43 2453657.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-11-15 3.000 921070.86 1070085.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-08-15 2.250 2808709.65 2853143.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-08-15 2.750 2952192.17 3313304.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-11-15 2.750 269645.56 300988.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2049-02-15 3.000 1771236.95 2093391.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2049-02-15 1.000 1376912.34 1613126.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2049-08-15 2.250 1496434.26 1523610.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2049-11-15 2.375 2389470.43 2486945.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-31 1.375 290117.39 288541.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-31 1.125 192519.04 191181.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-15 1.500 4.60 4.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-07-31 2.125 46086.95 47404.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-31 1.875 3663.91 3710.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-15 1.500 4622.52 4636.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-08-31 1.875 1024107.47 1039812.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-09-30 1.875 2313238.00 2337105.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-09-30 2.125 2304361.65 2363522.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-10-31 2.250 46.08 47.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-15 1.750 55.30 55.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-11-30 2.125 116802.78 120698.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-12-31 2.250 196634.60 204168.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-15 2.000 9.21 9.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-31 2.000 73.73 74.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-31 1.566 80684.43 80781.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-01-31 2.375 2304.34 2375.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-01-31 2.500 711531.91 747037.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-02-15 2.750 569021.82 617520.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-15 2.250 1040864.69 1054448.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-29 2.250 3258.34 3280.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-02-28 2.750 11526.34 12235.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-28 2.625 224415.82 232954.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-03-15 2.375 36.86 37.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 2.250 2304370.86 2317202.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-15 2.375 1152063.30 1165877.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-30 2.375 1902027.13 1911199.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-30 1.599 92192.34 92297.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-04-30 2.750 1601706.08 1664646.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-31 2.500 18.43 18.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-15 2.625 1474814.86 1513215.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-31 2.750 625427.65 655006.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 2.625 225826.08 228879.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-08-31 2.750 680658.26 724982.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-15 2.750 1094265.65 1120950.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 2.750 1539050.86 1559455.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.611 4147.82 4150.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-10-31 2.875 330240.69 346478.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-11-30 2.875 2836670.60 3068087.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 2.750 207418.95 212433.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 2.500 3425569.73 3490128.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-12-31 2.625 627644.43 658915.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-01-15 2.500 176697.39 181474.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-01-15 0.875 596061.04 646715.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-31 1.681 328692.17 328883.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-31 2.625 760434.78 808137.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-28 2.500 284361.13 288862.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-03-31 2.250 1308860.34 1356527.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-04-30 2.250 1253938.52 1288743.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-04-30 2.375 2304334.00 2402130.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-05-31 2.125 520782.60 539521.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-07-31 1.786 2939854.69 2944063.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 2.000 2299757.56 2329735.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 2.375 23084.95 23477.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-31 2.125 1055465.04 1068159.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-02-15 2.750 45183.65 47574.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-03-31 2.250 18.43 18.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-08-15 2.375 287167.82 298597.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 2.125 4.60 4.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-30 1.875 3773706.00 3825284.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 2.125 452343.47 460669.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-31 1.625 460906.43 463920.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-01-15 0.250 45695.21 49773.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.750 232596.26 233954.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.375 841128.43 842166.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-30 1.375 50.69 50.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-08-15 2.000 222401.82 227497.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-31 1.875 964848.86 975880.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 1.375 32.26 32.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.375 2815636.52 2810245.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-10-31 1.875 119858.34 120898.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-11-15 2.250 995.47 1027.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-11-30 2.000 487065.39 497276.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 1.625 217106.43 218708.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-15 3.625 631400.52 640411.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 1.750 16135.04 16260.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-31 1.375 228158.08 228324.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-15 2.625 228162.69 231384.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-28 1.500 459049.13 459029.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-28 1.125 54705.21 54459.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-15 1.125 2671564.08 3170822.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-15 3.625 3697971.30 3821193.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-03-31 1.500 576.08 575.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-30 1.375 808282.26 805538.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-15 3.125 43045.21 43975.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-05-31 1.625 191283.91 192849.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-31 1.375 4.60 4.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 2.125 77421.47 78465.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-15 2.000 2323266.52 2340510.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 1.125 168516.95 167825.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-06-30 1.375 20762.17 20705.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-31 1.250 24449.13 24225.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-15 2.000 674353.56 683451.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-09-30 1.375 3474965.73 3451176.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 1.125 187601.56 186080.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-31 1.250 235.04 233.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-15 1.625 601245.82 604132.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-11-15 2.000 175194.95 178649.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-30 2.125 94519.73 97324.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-30 1.750 24877.73 25141.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-15 1.375 9.21 9.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-31 1.125 24274.00 24373.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-01-15 0.125 2237466.43 2477150.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-31 1.375 4.60 4.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 2.000 32.26 32.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-29 1.250 3724812.34 3732115.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.125 23.04 23.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-12-31 2.250 101423.56 104849.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-15 1.375 230434.78 231520.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-31 2.250 2121064.60 2189023.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-30 1.125 1889.56 1887.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-05-15 1.750 322332.17 323882.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-31 1.375 18.43 18.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.875 110608.69 111607.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-15 0.375 3024087.82 3371326.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 2.000 46050.08 46457.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 2.500 230420.95 239290.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 2.125 4.60 4.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 2.000 217949.82 219226.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-02-29 2.125 1843515.13 1889689.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-28 1.875 1844312.43 1862231.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-15 1.625 2027904.43 2034308.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.750 1318.08 1320.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-15 2.750 230416.34 240452.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 2.125 73.73 74.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-07-31 2.250 20757.56 21103.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-30 1.750 15245.56 15313.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-15 1.500 2350434.78 2353664.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-30 1.875 2539879.82 2558163.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-04-30 2.000 2755976.95 2802606.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-05-15 2.375 22384.43 23433.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 1.500 11083.91 11082.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-05-31 1.875 112544.34 114294.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 2.125 50723.30 51818.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.625 132776.52 133642.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 1.625 212032.26 213116.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-05-31 1.750 633709.47 641213.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-15 1.500 212000.00 213277.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-06-30 2.000 2979088.52 3050562.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 2.500 3763004.60 3820375.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-07-15 2.625 160977.13 164952.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries 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Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-20 3.500 2504857.14 2580701.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2034-09-20 4.000 8045.42 8397.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-20 5.000 7795.28 8245.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-15 5.000 8750.57 2207.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-15 5.000 7591.71 1883.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-01-01 4.500 867372.14 355860.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-04-01 4.607 147.28 2.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-03-01 4.924 614.85 24.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-08-01 4.368 1859.28 25.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-01-01 4.602 1214730.14 107122.41 Agency Mortgage-Backed Securities Federal Home Loan Banks-Agency Debentures and Agency Strips 2025-03-14 2.375 27857.14 28853.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-01-01 4.000 176035.14 154601.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-07-01 2.823 289.85 62.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-09-01 5.500 377.42 6.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-01-01 3.000 51790.85 41310.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-10-01 4.000 142916.00 89135.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-04-01 4.000 2328950.57 2185832.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-10-01 3.000 3875688.57 3925961.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-09-01 4.000 138840.42 140194.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-10-01 3.000 1665391.14 1680584.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-10-01 4.000 120631.85 123884.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-08-01 3.500 1665478.71 779360.03 Agency 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Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-08-01 3.500 4738633.85 4864161.96 Agency Mortgage-Backed Securities Federal Home Loan Banks-Agency Debentures and Agency Strips 2020-01-31 0.000 198857.14 198320.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-10-01 3.500 896791.14 921672.40 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2020-10-22 1.790 428571.42 428861.45 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2025-11-25 2.049 132142.85 132162.25 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2022-11-25 1.710 2411285.71 2409646.04 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2027-05-27 2.419 1157857.14 1157809.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-06-01 4.360 159.00 45.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2021-06-25 0.000 3224533.57 131.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2021-10-25 0.000 663857.14 165.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2023-07-25 0.000 9000.00 5.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2024-10-15 1.625 2006142.85 2010551.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-08-25 4.791 11100035.71 76645.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 4.442 6696428.57 445317.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-15 5.000 142.85 84.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-15 3.500 41421.85 37054.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-15 5.000 271144.42 294057.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-15 4.000 161581.42 175463.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-15 5.000 182705.42 198699.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-15 4.500 172997.42 175861.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-15 4.500 164058.71 178781.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-15 4.500 199935.00 218451.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-15 5.000 426612.28 467494.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-15 5.000 252778.85 276744.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-15 4.500 202055.00 220731.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-10-15 4.000 149553.28 160192.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-15 5.000 404585.28 428909.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-15 4.500 246248.42 271088.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-15 4.000 29297.14 23583.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-20 5.000 2041265.00 2166874.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-12-15 4.000 20208.14 15512.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-10-15 4.500 155711.85 148274.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-12-15 4.000 189117.71 131176.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-06-15 4.500 92884.14 80239.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-12-15 4.000 6928.71 6131.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2034-12-15 5.000 28612.57 10673.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-10-15 4.000 640350.57 405446.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-02-20 4.500 64285.71 8.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-11-20 4.500 20000.00 11.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-09-20 1.439 14969391.85 197520.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-08-16 3.887 3611902.00 151337.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-08-20 4.000 2026832.42 97289.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-01-20 4.326 3280614.71 290045.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-20 4.476 2464017.85 413279.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-20 3.000 3471428.57 151890.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-20 3.000 1013607.57 40691.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 4.500 7622681.28 1011600.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 2.081 1136414.57 960129.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-20 3.500 2778183.57 171347.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 4.476 8517975.71 730404.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-05-20 4.500 4224285.71 519604.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 4.392 2040816.28 112488.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2028-04-25 3.500 10371567.28 205963.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-25 4.392 7934028.57 736605.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-25 4.000 10912642.85 621955.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-02-25 3.000 56714.28 2621.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-01-25 3.000 129285.71 6403.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-25 3.000 119047.57 8293.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-03-25 3.000 513571.42 25922.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-25 4.492 2812499.85 303880.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-07-25 4.000 2271513.71 234595.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-25 4.442 3764121.71 522047.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-25 4.392 3071428.57 476803.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2032-02-01 6.500 86714.28 59.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2020-06-30 1.350 142.85 143.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-06-01 5.500 128571.42 2705.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-04-15 4.284 31807704.14 272928.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-10-15 5.500 509.28 0.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-08-15 3.500 1627857.14 64774.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-07-15 3.500 2273940.00 120041.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-05-15 2.065 6899939.00 5189226.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-07-15 4.334 9347778.85 1648097.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-08-01 3.790 488.42 5.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-12-01 4.000 2771428.57 829257.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-02-01 3.000 310288.42 51416.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-04-01 3.000 267258.14 88349.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 4.000 680117.00 273616.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-12-01 4.785 179.57 33.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-05-01 5.500 189.28 4.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-03-01 4.500 143.71 0.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2043-02-01 4.000 15241049.85 389308.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-03-01 5.500 159.85 18.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-08-01 4.253 478.42 21.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2022-02-01 6.030 168367.71 141254.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-06-01 6.000 7075.00 27.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-01 2.708 642153.85 400361.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 2.867 569189.85 289286.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 4.500 232039.14 230665.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 4.500 214191.14 228103.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 5.000 165892.71 179930.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 4.500 12792.71 13681.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 4.500 568422.00 596919.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 5.000 209296.00 227588.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 5.000 158229.28 154378.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-01 4.000 245175.00 257313.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-12-01 3.500 251163.57 175304.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 4.500 811410.85 781599.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-01 4.500 1048809.57 979637.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 4.500 565040.57 509508.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 4.500 501260.57 474798.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 4.500 621786.71 592545.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-01 4.000 311727.00 234618.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 4.000 4164257.14 3950030.13 Agency Mortgage-Backed Securities Federal 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Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-01 5.000 170752.28 184861.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 5.000 538545.57 586852.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 5.000 693214.57 752333.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 5.000 182914.00 199734.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 5.000 184894.42 177866.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 5.000 356614.00 389790.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-01 5.000 281342.57 305016.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-04-01 3.500 282626.42 272695.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 4.000 275806.42 230054.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-01 3.500 189356.00 198559.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-01 4.000 108450.00 109193.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-01 3.000 472491.71 480403.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-01 4.000 146407.28 153748.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-01 5.500 4008.57 2686.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 4.000 28076.57 22610.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-10-01 3.500 1609973.85 1666056.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 3.000 1763919.57 1777512.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 3.500 2239808.71 2353361.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-04-01 5.500 224.42 10.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 5.500 438.85 29.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-07-01 4.500 370.14 87.05 Agency Mortgage-Backed Securities Federal National 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656812.14 82054.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 4.000 3110798.00 112964.72 Agency Mortgage-Backed Securities Y 2019-12-02 2019-12-02 2019-12-02 N Y DAIWA SECURITIES CO LTD 0.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0163 100000000.00 100000000.00 0.0388 N Y Y N - N/A - DEUTSCHE BANK SECURITIES INC DEUTSCHE BANK SECURITIES INC 36035 0001074042 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2028-04-15 3.625 300090.90 612997.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-04-15 3.875 2088818.18 4382818.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-04-15 3.375 1357703.03 2716539.35 U.S. Treasuries (including strips) United States Treasury-U.S. 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(including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 1.375 1623515.15 2172284.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.750 993818.18 1158294.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 1.000 33006.06 40558.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.875 648557.57 761744.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 1.000 1730757.57 2056734.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 1.000 409648.48 479925.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-07-15 0.375 3599539.39 3854613.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-01-15 0.500 7666963.63 8204177.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-01-15 0.875 291624.24 316406.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-07-15 0.250 2449448.48 2487830.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-15 0.625 252078.78 282698.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 0.250 3145454.54 3426164.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-15 0.625 5643842.42 6280251.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-15 1.250 1208860.60 1441844.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-01-15 1.125 3152848.48 3742048.38 U.S. Treasuries (including strips) United 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139820.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-04-15 0.125 2360357.57 2475565.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-07-15 0.375 2740448.48 3014978.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-10-15 0.125 946127.27 948544.55 U.S. Treasuries (including strips) Y FITCH'S RATING F2 MOODY'S RATING NR S&P RATING A-2 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 100000000.00 100000000.00 0.0388 N Y Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384QL6 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2019-12-13 2019-12-13 2019-12-13 N N N 0.0201 83237050.36 83237050.36 0.0323 N N Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EJBU2 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-12-06 2020-02-06 2020-02-06 N 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Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2049-10-20 4.000 2946811.00 3192880.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2049-10-20 4.000 2936884.00 3093098.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2049-10-20 4.000 3029419.00 3188742.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2049-11-20 3.500 3127496.00 3279993.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2049-11-20 4.000 3074429.00 3267525.00 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1 2019-12-09 2019-12-09 2020-03-03 N N N 0.0162 75000000.00 75000000.00 0.0291 N N N Y - N/A - TREASURY BILL TREASURY BILL 912796TB5 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-01-16 2020-01-16 2020-01-16 N N N 0.0201 24951349.00 24951349.00 0.0097 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+ 2019-12-02 2019-12-09 2021-07-31 N N N 0.0178 25011941.50 25011941.50 0.0097 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 912828YN4 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-12-02 2019-12-09 2021-10-31 N N N 0.0186 75088863.75 75088863.75 0.0291 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128285H9 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-12-02 2019-12-09 2020-10-31 N N N 0.0161 67963540.44 67963540.44 0.0264 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128286Q8 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-12-02 2019-12-09 2021-04-30 N N N 0.0171 24985117.50 24985117.50 0.0097 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 9128283S7 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-01-31 2020-01-31 2020-01-31 N N N 0.0192 250133665.00 250133665.00 0.0970 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 9128284C1 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-03-31 2020-03-31 2020-03-31 N N N 0.0201 25047851.50 25047851.50 0.0097 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 9128284J6 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-04-30 2020-04-30 2020-04-30 N N N 0.0201 20057031.20 20057031.20 0.0078 N Y Y N - N/A - General Government Securities Money Market Fund 2019-12-04 /S/John Delise John Delise Treasury Manager