N-MFP2 0000740766 XXXXXXXX 2018-08-31 0000740766 S000000128 4 N N 002-89359 The Dreyfus Corporation 801-08147 Ernst@Young New York NY none Dreyfus Transfer Inc 0001285911 084-06102 N N N Exempt Government N 19 111 30177979948.68 31863300741.75 35066580199.99 29388813290.05 31188018329.54 42761486171.68 43774829285.21 42731402796.96 41254951129.99 41607152115.55 0.4476 0.4626 0.5132 0.4481 0.4734 0.6343 0.6355 0.6254 0.6291 0.6315 1269621.54 65831229251.81 65831229251.81 50672970.50 614592125.08 65268579718.77 65269947597.93 1.0000 0.0201 1.0000 1.0000 1.0000 1.0000 1.0000 C000000287 10000000.00 60995250426.50 60996507714.05 1.0000 1.0000 1.0000 1.0000 1.0000 6459413716.60 5601826732.82 7058629468.44 5660185933.93 9312354852.63 10058668308.53 3976922747.00 6893185888.63 8581483637.34 8717579680.68 35388804422.01 36931446544.59 0.0184 Y Dreyfus. Expenses are capped at 16.5 bps. 2,203,352.93 C000000286 10000000.00 2665649335.59 2665690599.92 1.0000 1.0000 1.0000 1.0000 1.0000 136474037.98 86944534.95 201270956.11 96403980.43 273820319.89 124405783.87 285592651.98 130531394.74 238930464.24 354418729.89 1136088430.20 792704423.88 0.0159 Y Dreyfus. Fund is waiving 3.5 points of expenses. 76,813.60 C000000288 10000000.00 1505228556.24 1505295459.97 1.0000 1.0000 1.0000 1.0000 1.0000 100694878.08 140550965.35 94181168.80 155857922.40 137179001.60 120566821.32 156442253.78 170446757.63 114137350.26 78985939.53 602634652.52 666408406.23 0.0173 Y Dreyfus. Fund is waiving 3.5 points of expenses. 43,883.39 C000000289 10000000.00 102451400.44 102453823.99 1.0000 1.0000 1.0000 1.0000 1.0000 2500612.07 10694197.56 42084675.07 44471288.67 3217675.16 984987.64 7195813.94 4536953.34 1841188.65 1994799.46 56839964.89 62682226.67 0.0145 Y Dreyfus. Fund is waiving 3.5 points of expenses. 3,013.21 ABN AMRO BANK NV REPO ABN AMRO BANK NV REPO BFXS5XCH7N0Y05NIXW11 023000 0000897878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-05-15 3.375 37531666.66 40395741.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2019-01-31 1.250 564666.66 562878.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-11-30 2.125 77.77 75.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2020-11-15 2.625 14970200.00 15066215.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2018-11-30 1.000 31723066.66 31713602.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2026-11-15 2.000 68228222.22 64423104.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2019-02-28 1.125 40365266.66 40135184.64 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2048-01-20 3.000 29475576.66 28080234.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2048-05-20 4.500 20343092.77 21066306.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2042-06-15 4.000 29379.00 5313.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2042-06-15 4.000 116666667.44 22634131.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2038-03-15 5.000 195196006.44 13414741.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2041-12-15 4.000 233333333.33 57937375.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2041-11-20 4.000 233333333.33 50846927.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2040-08-15 4.500 15580846.55 2056741.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2040-10-15 5.000 194444444.44 17493765.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-07-20 2.750 11876172.00 2051453.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2047-04-20 3.999 27222222.22 21241666.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2041-10-15 4.000 272222222.22 59915369.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2039-06-15 5.000 272222222.22 19609400.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2042-05-20 4.000 152166818.22 36324941.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2047-02-20 3.500 23333333.33 19628808.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2042-06-15 4.000 77777777.77 17812581.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2041-10-20 3.125 23331686.00 2842254.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2047-06-20 3.999 154958305.44 126272378.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2047-01-20 3.000 4308100.22 2468806.80 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-09-04 2018-09-04 2018-09-04 N N N 0.0196 700000000.00 700000000.00 0.0107 N Y Y N - N/A - ABN AMRO BANK NV REPO ABN AMRO BANK NV REPO BFXS5XCH7N0Y05NIXW11 023000 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 2020-11-15 2.625 1032061.42 1038680.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2018-11-30 1.000 19336577.85 19330809.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-08-15 2.500 11578886.42 11450360.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2025-06-30 2.750 15357142.85 15361107.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2019-01-31 1.250 29695984.28 29601936.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2018-12-31 1.375 15357142.85 15349534.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2026-11-15 2.000 36431811.42 34399993.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2018-11-15 3.750 14752286.42 14960742.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-05-15 3.375 41034.28 44165.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2019-02-28 1.125 13223820.71 13148444.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2026-08-15 1.500 29645336.42 26848363.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-11-30 2.125 30714255.00 29908912.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-08-15 3.125 7678571.42 7856973.02 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-09-04 2018-09-04 2018-09-04 N N N 0.0195 215000000.00 215000000.00 0.0033 N Y Y N - N/A - BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064149 0000814020 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2018-10-18 0.000 366000.00 365013.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2028-04-15 3.625 364200.00 722437.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2028-01-15 1.750 1648845.00 2158694.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-02-15 2.125 12216525.00 17662348.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-10-15 1.625 197460.00 194412.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-06-30 2.625 201000.00 200664.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-01-31 2.125 27900.00 27579.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-07-15 0.625 3091500.00 3457629.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-06-30 1.125 21240.00 20364.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-10-31 1.750 7400100.00 7299452.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-04-15 1.500 13095.00 12935.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-04-30 1.875 38535.00 37606.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-04-30 2.000 266400.00 257191.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-05-15 2.375 762990.00 740530.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-10-31 2.250 4959690.00 4841998.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-07-15 0.125 4409685.00 4736182.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-01-15 0.250 3750000.00 3869373.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-04-15 0.125 7500000.00 8006775.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-08-31 2.625 11482485.00 11475308.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-05-31 1.500 1815195.00 1810127.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-07-15 0.375 2509800.00 2612368.50 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-01-15 1.375 2250120.00 2645226.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-07-15 2.625 5105910.00 5110058.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-11-15 3.000 427155.00 430582.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-08-31 1.875 7867230.00 7606628.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-05-15 1.750 5264850.00 5107619.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-04-15 0.125 130365.00 136017.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2043-11-15 3.750 600000.00 685473.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-09-30 1.750 127260.00 123288.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-11-30 1.750 41250.00 40174.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-06-30 2.125 392310.00 384871.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2018-11-01 0.000 852000.00 849003.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-03-31 2.500 632550.00 632120.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2047-02-15 3.000 3000075.00 3002113.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-05-31 1.875 15.00 14.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-06-01 4.504 452409.00 42528.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-05-01 5.000 471392.00 179570.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2048-08-01 4.500 5309800.00 5540723.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-01-01 3.000 4876303.00 3658432.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-02-01 5.000 1413122.00 243872.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-08-01 4.500 367333.00 149825.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-09-01 3.500 177843.00 90855.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2043-01-01 3.500 12968498.00 5984806.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2047-07-01 4.000 11583640.00 10745603.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2035-04-01 3.500 4853546.00 3133678.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-02-01 4.500 3003712.00 1855030.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-02-01 4.500 2447856.00 1602208.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-05-01 4.000 9623002.00 7577569.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-06-01 3.000 8439008.00 7057745.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-08-01 4.000 13817684.00 11543794.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-07-01 3.000 52741.00 43924.84 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-11-01 3.500 240604.00 202196.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2047-02-01 3.500 622012.00 550450.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2047-04-01 4.000 5946913.00 5455889.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2047-06-01 3.999 6414139.00 6123294.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2047-06-01 4.500 1752591.00 1669601.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2047-06-01 4.500 3112152.00 3213369.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2047-08-01 4.500 2175661.00 2138872.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2040-12-01 4.000 17131937.00 5680100.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-04-01 5.000 10301123.00 3776818.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-07-01 4.500 16189.00 5177.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-07-01 4.500 8176960.00 3397188.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-02-01 4.000 3891506.00 1456132.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-04-01 3.500 6166944.00 3214764.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-04-01 4.000 24841158.00 12264900.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-04-01 3.843 16330551.00 1680917.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-11-01 3.500 5515197.00 2754510.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-11-01 3.500 8676780.00 2784394.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-04-01 3.500 23289.00 6751.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-02-01 4.000 4000000.00 1546344.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-11-01 3.500 4692047.00 2329711.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2028-10-01 3.500 6386562.00 2477122.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-02-01 3.500 34428868.00 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N 0.0202 499747800.00 499747800.00 0.0077 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130AEB66 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-11-08 2019-02-08 2019-02-08 N N N 0.0198 569766813.00 569766813.00 0.0087 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130ACZ31 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-09-05 2019-12-05 2019-12-05 N N N 0.0203 225024547.50 225024547.50 0.0034 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130ACL28 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-09-04 2019-10-04 2019-10-04 N N N 0.0201 225009630.00 225009630.00 0.0034 N Y Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130ADBL5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-09-08 2020-01-08 2020-01-08 N N N 0.0202 249951875.00 249951875.00 0.0038 N N N N - N/A 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8NAV47T0Y26Q87Y0QP81 2030-07-01 3.730 7427000.00 7584209.78 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2030-03-01 3.000 9000000.00 5466844.57 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-05-01 4.000 9500000.00 6759835.21 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-05-01 4.000 6807000.00 6338431.68 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-02-01 3.000 14443000.00 7547519.47 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-08-25 4.167 56100000.00 335509.16 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0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-07-25 0.000 14420183.00 26.71 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-02-25 0.000 5654180.00 10.38 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-08-15 0.000 5938329.00 1.14 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-01-15 5.499 13159296.00 50169.96 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-07-15 0.000 12224948.00 48.70 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-06-15 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FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-07-01 2.467 10198227.00 6897476.32 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-07-01 2.757 8113098.00 7478328.45 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-07-01 4.500 7140000.00 7521622.63 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-06-01 4.500 7070243.00 7353341.76 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2026-06-01 4.000 10554000.00 7589663.85 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2033-01-01 4.000 7725268.00 7338575.97 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-01-01 3.890 41356378.00 5965476.21 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2025-02-01 4.000 53218594.00 7362170.50 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2034-04-01 5.499 205197900.00 6093886.60 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2020-08-01 3.999 202490868.00 6655213.94 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-08-01 5.000 6528580.00 6941229.77 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-06-01 5.000 7069163.00 7400092.66 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2025-05-01 4.000 39710597.00 7663893.40 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-03-16 1.018 163000000.00 1644.13 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-03-16 1.018 297586501.00 3001.66 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-04-16 0.053 66111131.00 4275.75 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-16 0.011 125000000.00 11.56 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-11-16 0.030 411449172.00 14152.38 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2033-02-16 5.500 85335227.00 70643.64 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-12-16 0.314 591256461.00 347.89 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-06-20 5.499 18897399.00 228182.60 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-05-20 0.563 85149999.00 582724.88 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-08-20 1.663 23000000.00 787429.96 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-06-20 1.514 22044721.00 520455.13 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-12-20 1.883 18252999.00 834828.01 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-04-20 2.350 30258357.00 233081.44 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-11-20 0.847 11681882.00 95815.65 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2059-09-20 0.325 20059271.00 2413.27 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-08-20 2.488 18500000.00 242286.85 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-08-20 3.138 42696886.00 105021.40 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-01-20 3.103 43620000.00 809256.02 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-03-20 1.736 52894678.00 1446618.80 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 0.487 23134965.00 183238.52 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 1.766 13100000.00 285065.75 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 0.563 21419658.00 230641.26 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-11-20 9.723 39780910.00 714347.58 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-09-20 3.500 4800000.00 126032.82 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-11-20 2.069 370608.00 44015.68 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-04-20 1.629 1842000.00 100551.17 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-05-20 1.465 34473465.00 1149442.75 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-03-20 1.463 2762000.00 112180.26 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 2.718 1495000.00 101462.41 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 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TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.295 1044000.00 146579.54 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-06-20 2.434 1345000.00 142973.47 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-06-20 1.647 2368000.00 117984.15 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-07-20 2.974 902000.00 84377.42 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-06-20 2.919 85491554.00 924019.93 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2030-12-16 0.000 3142158.00 6.86 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-05-20 0.000 66987289.00 168.95 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-06-16 6.999 14641435.00 611184.92 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-03-20 0.000 3073098.00 5.43 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-04-16 0.487 100000000.00 817502.96 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-12-20 3.000 2949542.00 80878.94 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-07-20 4.500 10068999.00 275681.91 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2053-09-16 0.795 1903143.00 55135.48 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-01-20 0.561 75892464.00 410432.94 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-02-20 3.500 873000.00 24668.65 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-09-16 5.000 404000.00 37000.47 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-02-20 3.999 8778576.00 759406.51 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-06-20 3.500 8571428.00 1000953.20 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-02-20 3.000 2487086.00 731788.63 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-06-20 2.472 23493281.00 437113.55 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-11-20 3.000 5000000.00 523300.56 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-12-20 3.500 2494000.00 491662.67 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-05-20 0.835 42263406.00 1238989.72 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-03-20 4.000 8750000.00 1243415.64 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2024-05-01 4.000 8154102.00 7257933.89 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2055-07-01 4.500 9060000.00 6945624.82 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-09-20 0.998 61526924.00 1160930.77 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-02-20 3.500 2494000.00 1533004.14 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-04-20 2.313 30000000.00 1964937.00 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-04-01 3.999 8000000.00 7371729.15 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-10-16 0.009 112652320.00 9.76 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-10-20 2.757 26911741.00 919518.60 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-07-20 1.203 64000000.00 1022736.32 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-02-15 3.999 1062500.00 112302.32 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-01-20 7.947 4000000.00 5127.11 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 9.278 12000000.00 148595.89 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-08-20 2.404 350000.00 246925.97 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-20 0.643 70166231.00 2034985.54 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-20 3.000 5000000.00 281301.91 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-12-01 3.376 22898010.00 5916100.92 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-07-16 0.000 10000000.00 77.18 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-06-20 1.631 50305053.00 1051411.00 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-10-15 4.000 22394000.00 565159.01 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2029-02-01 3.319 5950000.00 5888189.41 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2034-07-01 3.500 20239000.00 7359159.46 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2025-11-01 4.000 40610849.00 7374323.75 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-03-20 4.000 1316375.00 121996.57 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-11-20 3.500 2833000.00 291401.04 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 2.270 44800000.00 1069642.68 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.263 80245804.00 2082314.25 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-06-20 1.812 42006273.00 1908598.86 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-01-20 9.300 33300000.00 86858.97 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-07-20 2.480 1417000.00 78942.33 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2029-03-20 3.000 34284967.00 1072918.65 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-25 4.500 7144500.00 1115016.46 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2033-07-01 3.759 5830000.00 5933734.20 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-04-01 3.751 50000000.00 6151141.98 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-08-01 4.000 5982618.00 6074863.10 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-07-20 1.883 2253000.00 221863.31 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 1.546 2864000.00 110914.21 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-04-20 1.399 1530000.00 56087.66 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2033-02-01 2.500 7314605.00 6672444.06 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-06-20 1.660 38901739.00 1329066.19 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-01-20 1.421 1990000.00 176876.28 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-04-15 4.000 2000.00 2067.93 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-03-20 1.659 10000000.00 553306.59 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-05-20 4.000 5000000.00 525235.08 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-04-01 2.777 10193247.00 7247901.94 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-06-20 1.584 1831000.00 63551.10 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-08-16 5.500 9327272.00 119163.15 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2030-07-01 3.720 5720000.00 5842116.28 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-02-20 4.283 22000000.00 1678441.51 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-01-20 3.500 24812769.00 1216026.76 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-10-01 3.729 24067828.00 5857312.03 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-11-20 1.719 11326271.00 618443.26 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2032-05-15 0.000 79890963.00 1428.07 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-05-20 1.532 3281000.00 132441.68 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.134 925000.00 108734.36 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2034-01-01 4.000 12859603.00 6287737.66 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-09-20 3.999 60211590.00 2258630.64 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-02-20 0.000 112275765.00 836.17 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-04-20 1.550 25423023.00 912599.78 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-08-15 0.000 79982750.00 62.32 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2032-09-01 3.000 7294103.00 6468156.40 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2032-07-01 4.000 6857636.00 5542683.98 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-07-01 4.500 6002258.00 6293745.18 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-11-01 4.500 21259974.00 6393858.05 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-10-25 5.000 11408517.00 206601.02 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-04-20 0.000 5650739.00 123.99 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-12-01 4.000 5700394.00 5541479.41 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-05-25 3.000 10400000.00 1086674.12 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-03-25 4.999 45400000.00 441029.14 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-06-20 3.500 7142857.00 590123.87 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2054-01-16 0.780 6500000.00 261224.55 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2030-06-01 3.759 5386000.00 5536642.82 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-01-20 1.235 7789000.00 592882.48 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-07-20 2.998 65131729.00 2465653.86 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-01-16 1.346 75000000.00 54602.11 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-01-20 1.621 2120000.00 150318.51 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 2.492 12173605.00 323546.75 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-08-01 3.500 7565850.00 3695522.69 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-04-20 0.000 77574754.00 385.28 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-11-16 0.203 64720000.00 79969.78 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-04-01 4.190 35814848.00 6407021.99 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-01-25 0.000 46460176.00 166.44 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-06-01 2.567 10217822.00 5489131.53 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2056-05-16 0.894 1517148.00 72661.90 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-05-20 1.405 27450000.00 706393.49 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2028-02-01 3.279 6800000.00 6760569.06 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 4.139 8500000.00 404252.91 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-08-20 1.911 1036000.00 103864.69 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-07-01 5.000 5495927.00 5851850.12 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-04-01 3.944 50000000.00 6182716.23 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-01-16 0.026 328812515.00 450.93 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-08-20 6.886 43200000.00 1586892.07 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-11-16 0.014 134483860.00 186.85 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-07-20 1.328 50402250.00 950117.51 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-04-20 4.405 46190000.00 1396472.15 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-05-20 1.437 3378000.00 157613.70 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-01-20 3.189 42482543.00 13163.75 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-09-15 0.000 95058510.00 842.34 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-03-16 0.014 263341060.00 17401.84 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-08-16 0.009 135461920.00 290.10 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-09-20 1.463 1610000.00 66057.63 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-10-25 3.999 13384919.00 1153592.79 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-07-01 3.500 7495592.00 7463800.32 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-11-20 3.214 30000001.00 385377.44 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-03-20 1.669 767000.00 42904.81 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-12-01 2.980 36114662.00 6784253.47 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-05-01 3.500 11979108.00 7414252.44 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-09-01 3.000 6655579.00 6117558.50 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2033-07-01 3.000 5545290.00 5480873.81 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-08-01 4.000 6769023.00 6254354.92 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-04-01 3.478 10942111.00 6065229.92 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-04-01 5.000 50000000.00 6300020.25 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-06-01 4.274 51244764.00 5925487.71 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-05-01 2.694 29068478.00 7143158.14 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-07-01 2.875 22523973.00 6933301.37 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2033-07-01 4.000 6192328.00 6370080.54 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-05-01 4.000 5479846.00 5445660.23 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-05-01 4.000 6904759.00 6935427.79 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-10-15 3.999 32397229.00 2098355.16 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-01-01 2.996 10005275.00 5901659.68 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-06-01 2.666 12119485.00 6351526.14 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-05-01 2.911 7729345.00 6474400.99 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-12-01 2.932 7000000.00 5884321.16 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2028-03-01 3.000 13576427.00 6489085.18 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-05-01 3.999 10293774.00 7273219.57 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-04-01 3.500 10572572.00 6292449.21 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-05-01 3.500 10164494.00 5572567.51 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-08-01 3.500 15190665.00 7012884.80 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-02-01 4.500 16686162.00 6783771.51 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-08-01 4.000 9056069.00 6180577.75 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-01-01 3.000 9399373.00 7278978.43 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-10-16 0.000 100000000.00 1123.23 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-10-20 1.832 1919000.00 124035.83 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-06-25 0.000 16108173.00 24.91 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-01-20 2.875 7600000.00 142813.08 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2058-08-16 0.759 1765000.00 113653.30 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.632 934000.00 106426.88 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-08-20 4.000 6250000.00 924720.83 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-02-20 4.000 6863623.00 975100.10 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-04-01 5.000 5332346.00 5722654.58 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-02-20 1.210 4336000.00 130024.55 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-03-20 5.181 5499659.00 379970.41 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-12-20 1.565 52006180.00 1454379.98 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2025-08-01 4.000 45378793.00 5957336.71 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-03-20 3.500 1961000.00 1522123.44 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-08-20 2.537 12900000.00 532794.93 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-12-20 1.371 34000000.00 1430302.26 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 1.395 4565000.00 105384.27 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-10-20 2.564 15373934.00 490604.09 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-08-16 0.938 21756662.00 27726.70 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-11-16 0.225 227119159.00 23899.98 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-04-20 1.788 2499000.00 188254.49 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-07-20 0.741 54969461.00 963090.67 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-07-20 2.366 947000.00 85106.34 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 12.007 56414879.00 399569.03 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 1.461 22360370.00 1052078.09 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-03-20 4.000 3022125.00 30018.16 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.141 809000.00 108804.44 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-05-01 4.000 6157789.00 5456826.50 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-07-20 4.500 4100000.00 118588.56 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-03-20 0.571 20444970.00 161008.84 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-10-20 1.046 959000.00 45079.42 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-12-20 1.078 38854462.00 1229603.81 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-08-20 2.684 500000.00 109190.13 Agency 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Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2046-03-01 4.000 5423277.00 4581909.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2046-09-01 3.500 5480725.00 5031220.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2046-12-01 3.500 5033696.00 4087391.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2047-05-01 4.500 5184710.00 4571145.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2047-08-01 3.999 5194343.00 4709804.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2047-09-01 4.000 4246674.00 4022364.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency 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(including strips) AELIZRVUG3YVEFFUVL97 2044-11-15 3.000 7789560.00 7852058.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-11-30 1.625 47977200.00 47071184.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-02-15 7.875 32334960.00 36406704.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-08-15 0.000 71400.00 69747.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2044-02-15 3.625 54394620.00 60480784.36 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-09-05 2018-09-05 2018-09-05 N N N 0.0193 3000000000.00 3000000000.00 0.0460 N N Y N - N/A - NATIXIS, NY BRANCH REPO NATIXIS, NY BRANCH REPO 63872OWM8 AELIZRVUG3YVEFFUVL97 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2035-08-01 5.000 100000.00 739.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2036-04-15 5.000 273310.00 2264.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2036-01-15 5.000 32748320.00 207455.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2032-07-01 3.960 1457.00 128.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2034-02-01 3.724 2824967.00 181153.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2042-03-01 3.992 329579.00 32594.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2033-12-01 6.000 591572.00 73256.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2042-12-01 3.500 30637280.00 14398248.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2037-02-01 3.680 4199.00 100.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2044-05-01 2.811 1992917.00 514751.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2032-09-01 3.500 815954.00 785006.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2043-01-15 4.500 1634400.00 138377.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2040-12-15 4.500 25632791.00 1828799.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2043-06-15 3.000 119694544.00 11338978.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2044-10-01 4.000 1156050.00 886181.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2048-01-01 4.000 1000.00 969.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2030-10-24 3.049 125000.00 122170.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2024-02-15 2.085 2367803.00 17457.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2032-07-15 0.000 204000.00 126953.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2044-12-25 4.086 132000000.00 12365861.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2048-06-25 4.136 416160.00 61671.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2019-01-01 4.500 442415.00 2.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2038-01-01 5.499 23510000.00 156397.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2039-01-01 6.000 6182267.00 142948.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2031-04-01 3.500 5203008.00 3156528.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2028-08-01 3.000 21991168.00 840314.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2045-12-01 3.000 1929919.00 250709.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2047-02-01 3.999 430000.00 386535.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2047-08-01 3.500 6306560.00 6071887.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2033-06-01 4.000 32991.00 33716.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2046-02-16 1.147 552500.00 38116.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2057-06-16 1.038 88964576.00 5372943.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2043-06-01 3.500 515392.00 43088.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2042-08-01 3.500 724224.00 416790.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2024-11-01 3.100 15877000.00 15815910.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2065-09-15 4.250 214000.00 246728.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2048-01-01 3.500 2360950.00 2260833.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2037-10-26 3.430 508000.00 491543.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2025-07-31 2.875 200.00 201.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2043-05-15 2.875 518000.00 510736.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2039-11-15 4.375 400.00 494.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2025-01-15 0.250 10052800.00 10372810.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2020-08-15 8.750 100.00 111.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2020-05-31 1.500 700.00 689.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2018-11-08 0.000 8147200.00 8114880.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2024-07-15 0.125 4999900.00 5140375.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2021-02-15 7.875 600.00 675.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2045-08-15 2.875 100.00 97.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips AELIZRVUG3YVEFFUVL97 2020-04-30 1.375 43500.00 42811.21 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-10-05 2018-10-05 2018-10-05 N N N 0.0210 100000000.00 100000000.00 0.0015 N N N Y - N/A - NOMURA SEC INTL REPO NOMURA SEC INTL REPO 655362 0000902266 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) 2022-01-31 1.875 20774400.00 20221374.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 0.000 46250.00 35607.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-30 2.000 14006500.00 13869618.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-05-15 0.000 113070.74 58626.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-15 8.125 3033600.00 3507890.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-11-15 0.000 110233.39 54513.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-08-15 0.000 330.81 146.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-05-15 0.000 1004.55 446.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-08-15 3.625 12697900.00 12854809.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-11-15 0.000 19.19 8.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-07-15 1.875 40197500.00 48125937.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-05-15 0.000 63224.73 43278.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-08-15 0.000 8046588.71 4275876.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-08-15 0.000 46250.00 29519.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-08-15 0.000 330.00 169.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-05-15 0.000 8087.05 4900.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-15 3.500 5395800.00 5527105.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-08-15 0.000 233560.98 116451.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-02-15 0.000 115882.42 90735.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-15 0.000 4904202.24 4270186.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-15 0.000 46250.04 43269.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 0.000 46580.00 37630.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-12-20 0.000 88917100.00 88341717.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 6.125 50123300.00 64205167.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 2.375 416300.00 589401.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-05-15 4.375 56076000.00 69367115.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-05-15 4.375 6646500.00 8254020.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 2.500 23277500.00 21095070.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-04-15 0.625 101602600.00 102669587.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-31 2.500 9236100.00 9271050.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-15 2.250 2078500.00 2013948.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-10-15 1.000 6013100.00 5935954.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-04-15 0.125 38600.00 39030.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-06-30 2.500 691700.00 692752.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-08-15 0.000 46250.00 27797.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-02-15 0.000 46580.00 27595.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-02-15 0.000 53233.55 30586.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-02-15 0.000 25161257.51 24900838.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-05-15 0.000 5026044.48 4943416.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-15 0.000 111189.70 105502.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-15 0.000 4203400.32 3791004.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-15 0.000 46580.00 39360.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-15 0.000 46580.00 37035.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-05-15 0.000 188429.91 133148.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-08-15 0.000 46580.40 32641.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-11-15 0.000 226000.07 130858.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-05-15 0.000 226000.03 128763.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-08-15 0.000 46250.00 26141.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-11-15 0.000 94.04 38.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-02-15 0.000 46250.00 25761.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-02-15 0.000 46580.00 28424.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-11-15 0.000 226001.63 139006.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-01-31 0.000 23497900.00 23277771.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-08-15 0.000 111204.96 108590.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-02-15 0.000 14488.16 9679.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-02-15 0.000 46580.00 30181.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-08-15 0.000 46250.00 28654.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 0.000 332.85 153.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-02-15 0.000 46250.00 42011.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 0.000 46250.19 38506.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-05-15 0.000 703127.04 303075.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-04-15 0.125 11456700.00 12230829.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-11-15 0.000 2101115.18 2092311.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-05-15 0.000 34757.76 15928.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 0.000 13219457.43 5745176.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-12-31 2.250 6323100.00 6182074.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 0.000 117093.72 92411.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-15 0.625 4014100.00 4221725.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-15 0.000 46250.00 37917.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-08-15 3.750 3108200.00 3506517.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-02-15 0.000 46580.01 24366.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-15 0.000 384866.66 282815.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-05-15 0.000 109284.05 70313.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-01-24 0.000 1608000.00 1593751.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-08-15 0.000 46580.32 33709.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-11-15 0.000 258753.73 236958.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 0.000 38250.00 33778.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 0.000 403.35 172.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-11-15 0.000 109000.16 59279.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-15 0.625 24035800.00 25823680.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 0.000 331.54 157.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-11-15 0.000 140464.60 97643.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-11-15 0.000 226003.78 134854.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-08-15 0.000 46580.00 30655.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-15 0.000 46250.00 39661.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-05-15 0.000 108911.03 87234.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-30 2.000 665200.00 648508.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-02-15 0.000 46250.00 24951.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-05-15 0.000 3736537.00 2721506.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-15 0.000 226000.85 216147.21 U.S. Treasuries (including strips) United States 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2163529.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-11-20 4.000 2654606.00 2596072.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-12-15 4.500 557470.00 584078.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-01-15 4.000 1976611.00 2015662.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-15 4.500 1586442.00 1063895.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-10-15 4.500 24181.00 22172.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2068-01-20 4.307 2147758.00 2285415.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2068-03-20 4.371 10716953.00 11953406.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-04-20 5.500 1600456.00 1731599.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-04-15 4.500 2640174.00 2778064.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-05-20 4.500 8461956.00 8978047.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-12-15 4.500 1164024.00 1215697.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2067-12-20 4.604 7478126.00 8033384.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2068-07-20 4.200 1130510.00 1251372.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2068-01-20 4.258 4061392.00 4327785.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-07-20 4.500 2791112.00 2947640.52 Agency Mortgage-Backed 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2047-01-20 4.000 200000.00 141424.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2067-03-20 4.569 1402160.00 968547.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-10-01 3.999 1748397.00 1548862.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-01-01 3.500 40929920.00 40888894.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-12-01 3.500 73000.00 69359.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-15 4.500 630489.00 352582.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-20 3.750 2926160.00 2700091.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-12-15 4.500 100000.00 24197.85 Agency Mortgage-Backed Securities United States 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strips) United States Treasury-U.S. Treasuries (including strips) 2023-10-31 1.625 2300.00 2185.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-12-31 1.250 7000000.00 6992866.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-01-15 1.375 55968400.00 55165931.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-15 0.125 5000000.00 5140478.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-04-30 2.000 16587300.00 16013956.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-05-31 1.250 100.00 99.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-31 2.000 12869200.00 12394999.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-12-31 2.125 100.00 98.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-05-15 2.625 823400.00 827874.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-05-31 1.375 100.00 96.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-07-15 0.375 17000000.00 18171757.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-12-31 1.750 30000.00 29457.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-05-15 3.125 10000.00 10199.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-09-30 1.875 115000.00 112015.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-11-30 1.875 25419400.00 24862031.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-03-31 1.500 46000.00 46078.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-12-31 2.125 2100.00 2053.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-31 1.375 800700.00 786268.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-07-31 1.875 28405500.00 27528323.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-01-15 1.750 14999800.00 19637978.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-15 1.750 1038000.00 997269.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-07-31 1.625 806400.00 801581.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 2.250 3515400.00 3365040.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-31 1.625 16660500.00 15952428.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-31 1.375 12787300.00 12497869.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-06-30 2.000 100.00 96.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-31 1.500 865700.00 852160.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-08-15 2.750 9999900.00 9514161.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-03-15 2.375 100.00 100.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-10-31 2.000 100.00 98.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-07-31 1.125 6011400.00 5749409.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 2.875 12614600.00 12645631.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-03-31 1.125 100.00 98.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-08-15 3.000 1489800.00 1490113.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-04-15 0.125 29417200.00 31404920.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-31 2.125 1719800.00 1702065.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 2.000 548400.00 522485.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-11-30 1.000 1000000.00 999701.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-15 2.000 4981800.00 4727701.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-11-15 2.750 11705900.00 11215079.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-31 1.875 100.00 94.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 2.000 449700.00 424620.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-11-30 1.500 385000.00 381519.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-30 2.000 3019600.00 2990090.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-12-31 2.250 32700.00 31970.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-02-15 3.625 306200.00 311084.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-31 2.750 310200.00 308794.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-11-15 3.000 100000.00 100802.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 5.500 73500.00 90351.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-06-30 1.375 50000.00 46998.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-07-15 0.375 974600.00 973810.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-31 1.375 1802700.00 1757704.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-11-30 1.750 294400.00 292865.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 2.250 4900.00 4776.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-15 0.125 15119000.00 15186711.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-02-15 2.000 55834800.00 54513668.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-05-15 3.125 2472100.00 2507518.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-05-15 1.625 37349200.00 34409407.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-03-31 2.125 40391600.00 39373052.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-31 1.750 19900000.00 19281685.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-15 2.750 12161800.00 12157344.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-07-15 0.750 100700.00 101087.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-30 1.000 54700.00 54056.91 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2018-09-04 2018-09-04 2018-09-04 N N N 0.0195 700000000.00 700000000.00 0.0107 N Y Y N - N/A - RBC DOMINION SECURITIES RBC DOMINION SECURITIES 781000 0000029617 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2054-04-15 3.000 27500000.00 21017912.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2034-09-15 5.000 2300000.00 1274537.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-10-20 3.000 37000000.00 20019048.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-04-20 3.000 25000000.00 14298301.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-06-20 3.000 16400000.00 10029573.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-06-20 3.500 49836860.00 35949742.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-06-20 4.000 856700.00 877090.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-11-20 3.500 49537921.00 47790572.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-08-15 5.000 16049199.00 17174033.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-09-20 4.500 31753179.00 5957305.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-08-15 5.000 20852278.00 22313744.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-10-20 3.000 162034236.00 133611720.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-03-20 3.500 1017218.00 911809.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-05-15 2.000 40000000.00 19077420.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-04-20 3.999 239221544.00 181482601.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-08-01 4.000 79000010.00 80364256.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-05-20 3.000 230812233.00 167498795.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-07-20 3.000 106101693.00 81706169.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-12-20 3.000 203085000.00 178508616.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-07-15 5.000 35866981.00 2967197.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-05-20 3.500 200000000.00 201328933.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-10-15 6.000 108738937.00 11598261.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-02-20 3.000 226500000.00 191036195.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-03-20 3.999 27793920.00 20400318.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2021-05-15 2.625 152100.00 152926.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2024-02-29 2.125 63607700.00 61480849.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2025-08-15 2.000 1709900.00 1622685.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2019-02-28 1.500 57700.00 57476.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2020-03-31 2.250 134300.00 134781.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2020-05-31 2.500 74600.00 74882.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2019-09-30 1.375 100.00 99.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2020-08-31 2.125 391000.00 386968.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2023-02-28 2.625 1637900.00 1629199.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2019-09-30 1.000 17800.00 17590.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2020-02-29 2.250 23800.00 23676.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2028-05-15 2.875 165900.00 167377.58 Agency Collateralized Mortgage Obligation Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 1500000000.00 1500000000.00 0.0230 N Y Y N - N/A - ROYAL BANK OF CANADA(NY) ROYAL BANK OF CANADA(NY) 780070 0001000275 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) 2041-11-15 3.125 25000000.00 25799529.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-29 2.125 255147900.00 246616519.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-11-15 3.000 50000000.00 50401167.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-04-30 2.875 9221200.00 9342950.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-01-15 1.125 83559400.00 97144014.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-08-15 3.625 49998200.00 55506306.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-10-31 2.250 18260700.00 17827380.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 3.125 4732200.00 4838810.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-05-15 2.375 2599900.00 2523369.62 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-09-04 2018-09-04 2018-09-04 N N N 0.0195 500000000.00 500000000.00 0.0077 N Y Y N - N/A - ROYAL BANK OF CANADA(NY) ROYAL BANK OF CANADA(NY) 780070 0001000275 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury-U.S. Treasuries (including strips) 2019-10-31 1.500 1000000.00 993293.58 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2025-11-15 2.250 79006000.00 76552331.26 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2021-11-15 8.000 100.00 118.44 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2029-04-15 3.875 162962300.00 330379687.51 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2024-12-31 2.250 100.00 97.16 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2022-11-30 2.000 147791500.00 144083015.53 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-08-15 3.125 114312600.00 116968504.15 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2021-12-31 2.000 105279800.00 103162577.44 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2023-05-31 2.750 100.00 100.67 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2021-03-31 1.250 162223700.00 157241552.21 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-03-25 4.036 29864527.00 2997865.97 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2033-03-25 4.136 36000000.00 2779373.96 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-05-25 4.500 33008332.00 1130849.44 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-06-25 4.000 19500000.00 974299.09 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-03-25 3.500 16733429.00 981313.91 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-02-25 4.186 42976427.00 1711002.47 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-03-25 5.000 23520000.00 804215.64 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-10-25 0.000 13655000.00 6914359.11 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-05-25 5.000 62643330.00 2303791.89 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-10-25 3.835 100000000.00 9241749.69 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-12-25 3.835 94109919.00 9260569.34 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-01-25 0.000 11728389.00 5875754.28 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-05-25 4.500 13574666.00 1129357.56 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-04-25 4.056 19285714.00 2254565.23 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-07-25 0.000 4188214.00 2548829.77 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2032-03-25 3.500 45313519.00 2457823.36 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-06-25 3.556 38791600.00 3625827.51 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-09-25 0.000 17317886.00 9393550.40 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-04-25 4.035 31000000.00 2163979.61 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2034-02-25 4.086 72000000.00 4642003.80 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-11-25 3.936 26405618.00 3649799.93 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-10-25 4.036 69963190.00 6502630.61 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-09-25 4.035 10380203.00 957632.11 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-11-25 4.035 24614918.00 1938964.61 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-11-25 3.936 21896931.00 3345474.13 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-01-25 2.592 3031.00 1747.64 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-10-25 4.086 19897673.00 2985012.94 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-03-25 4.086 27010142.00 4144992.46 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-01-25 4.086 30000000.00 5079744.01 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-02-25 4.185 39632837.00 4461497.44 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-07-25 3.500 25000000.00 25225616.66 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-09-25 4.000 6097000.00 6311354.26 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2037-01-01 6.500 5190.00 53.11 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-01-15 3.978 79709999.00 1287988.08 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-11-15 4.527 21863608.00 1240107.43 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-12-15 4.428 2275415.00 53532.34 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-05-15 4.527 50000000.00 1664068.30 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-12-15 4.527 29938736.00 1051464.12 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-01-15 4.397 31544121.00 1072950.95 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-02-15 3.878 25742360.00 1516593.04 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-02-15 3.867 85892593.00 4067185.15 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2036-05-15 5.078 20578643.00 915640.22 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-03-15 4.378 55714285.00 2513971.88 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-04-15 5.000 23875779.00 1074259.39 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2039-04-15 3.978 156250000.00 3145079.03 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-08-15 4.477 49700163.00 5125909.16 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2039-05-15 4.027 83016889.00 2569240.88 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-09-15 4.527 25000000.00 2367272.48 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-09-15 4.027 77705785.00 6547148.13 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-10-15 4.078 22285714.00 2292877.53 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-02-15 6.000 71242350.00 2460957.69 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2027-11-15 2.499 78480674.00 2358738.69 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-03-15 4.027 22243120.00 1815945.70 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-04-15 4.500 33732666.00 1295224.09 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-08-15 3.927 148400000.00 13884739.52 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-03-15 4.078 40000000.00 1608805.47 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-03-15 4.078 66000000.00 2568110.02 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-05-15 3.928 25053150.00 2249021.53 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-09-15 4.578 31000727.00 3468335.92 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-03-15 6.000 12467233.00 1149556.50 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-04-15 5.500 42094518.00 4644112.95 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2034-01-15 3.000 16666666.00 1309019.95 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2036-09-25 1.980 2.00 1.43 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2034-01-15 3.000 23333333.00 2249202.90 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-05-15 4.027 58365893.00 3989968.73 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-06-15 3.827 18318856.00 2299582.61 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-12-15 4.000 11106000.00 1275776.90 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-01-15 3.927 37142857.00 4302187.69 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2027-01-25 3.430 50000000.00 50322500.00 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-08-15 3.827 25000000.00 3319206.82 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-05-15 4.128 44329200.00 7764408.80 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-12-15 4.128 48728649.00 8481697.16 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-01-15 4.128 50000000.00 7921780.81 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-08-15 3.000 14000000.00 13407580.83 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2035-06-01 5.500 2019700.00 42001.54 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2021-03-01 5.500 1840000.00 35689.10 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-05-01 5.000 13034369.00 4950721.31 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-02-01 4.500 18140235.00 9931687.45 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2026-08-01 3.999 151072661.00 24319979.36 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2027-03-01 4.000 500000.00 125748.97 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2026-06-01 3.999 40453246.00 8188874.06 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2029-01-01 3.000 20752011.00 9609484.47 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2026-12-01 4.000 622992.00 514253.70 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2032-02-01 3.000 20752356.00 20722908.40 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-09-01 4.000 714002.00 389033.53 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-12-01 3.000 563000.00 480576.09 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2032-06-01 3.000 107829.00 90009.12 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2032-08-01 3.000 37444032.00 32522635.03 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2037-09-01 6.000 7500000.00 63660.09 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2031-11-01 3.500 1000.00 260.18 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2032-02-01 3.500 1000000.00 224192.59 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2038-04-01 3.000 470988.00 450437.15 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2038-07-01 3.500 5691728.00 5710838.04 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2026-03-01 4.500 1447968.00 340014.78 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2026-06-01 4.000 19180160.00 3867656.57 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2026-06-01 4.500 1566498.00 342757.43 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2038-08-01 6.500 1800000.00 51176.79 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2021-08-15 7.000 617.00 1.05 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2039-12-01 4.500 864000.00 265738.76 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-12-01 4.500 180222.00 90414.53 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2033-10-01 5.500 8461100.00 215283.54 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2034-02-01 5.500 28151275.00 391084.64 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2027-09-01 2.499 1128931.00 532676.94 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2027-12-01 2.500 21483968.00 9032082.15 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2028-05-01 2.500 2126746.00 1046690.39 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2028-06-01 3.000 1000.00 561.93 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2032-03-01 3.000 5251872.00 4804240.63 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2032-11-01 3.000 2539144.00 2376115.00 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2032-09-01 3.500 2433835.00 2273464.80 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2033-09-01 3.000 2089956.00 2078448.70 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2025-06-13 3.125 5650000.00 5725476.15 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-08-15 3.878 81951976.00 6262112.37 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-07-15 4.000 58618861.00 59770799.77 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-07-15 4.000 4372846.00 4539094.31 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-07-15 4.000 34000000.00 34584675.33 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-01-01 3.999 2074544.00 641276.89 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2026-04-01 4.500 3524148.00 788392.15 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-05-01 4.500 3045924.00 1150273.82 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2027-03-01 2.499 2768236.00 1095711.71 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2026-10-01 3.500 2746688.00 462908.02 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2027-02-01 3.500 1000.00 162.97 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-05-01 2.766 44202697.00 12080354.44 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2037-07-01 5.000 1649999.00 432117.54 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-03-01 4.500 23447488.00 10400333.71 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2038-05-01 7.500 70000.00 48618.02 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2032-06-01 3.500 3025000.00 1431915.43 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2027-07-01 3.000 1940865.00 589364.93 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-02-01 3.500 4365.00 2299.21 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-03-01 2.500 672322.00 406185.35 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-01-01 4.000 1045.00 632.99 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-05-01 3.999 1988472.00 1845686.18 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2031-05-01 3.500 1231000.00 877615.30 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-07-01 4.500 500084.00 306769.15 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-03-01 3.000 2278092.00 2018043.92 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-05-01 4.000 23660384.00 22008897.90 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2034-05-25 0.000 75000000.00 3340822.91 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2035-09-25 4.666 149541529.00 1025253.77 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2035-10-25 4.605 210028333.00 1236860.32 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-07-25 3.147 38.00 2.16 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2036-01-25 3.881 2.00 0.24 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2036-09-25 4.485 61330239.00 1055659.17 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2037-08-25 5.166 210102717.00 2042774.24 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2038-03-25 4.235 233587946.00 1024914.24 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-11-25 4.500 43533333.00 1243923.65 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2035-05-01 2.645 121679749.00 13322902.88 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-09-01 4.000 9850000.00 6110017.78 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-10-01 4.000 3241548.00 2982340.99 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-06-01 3.500 3668616.00 2972386.05 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-07-01 4.000 1509450.00 1224663.27 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-12-15 3.000 166600000.00 14700130.48 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-05-01 2.740 20051304.00 9200003.05 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-07-01 3.690 15099681.00 15244479.44 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2025-04-01 5.000 2188592.00 191942.55 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-04-01 4.000 4100064.00 1647491.47 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-02-01 4.000 73500000.00 20338741.84 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-05-01 3.500 29091712.00 15460396.34 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-06-01 3.500 42689966.00 20486281.36 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-06-01 3.500 8253792.00 3960872.33 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-07-01 3.500 21934528.00 12038707.01 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2028-02-01 3.000 9783264.00 4031621.54 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-03-01 3.500 728034.00 255721.85 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-04-01 4.000 13395264.00 8412440.54 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-07-01 3.500 14685120.00 9390962.77 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-09-01 3.500 81200000.00 41856975.03 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-05-01 3.500 2446584.00 1245470.27 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-10-01 4.500 1883714.00 1389898.96 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-03-01 4.000 25027328.00 22827736.86 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-07-01 4.000 180528611.00 168791747.98 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-07-01 3.500 24383535.00 22885163.23 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-07-01 4.000 24436479.00 25034723.50 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-11-01 4.000 5567328.00 4672942.48 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-09-01 3.500 2155064.00 1769057.31 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-12-01 3.999 12945263.00 9110518.61 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-09-01 4.000 1737872.00 1164182.91 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-11-01 3.500 32946419.00 21099778.27 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-08-01 3.500 51513088.00 41545493.62 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-09-01 3.500 31219853.00 29857913.70 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-09-01 4.500 5000000.00 4833373.83 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-10-01 3.500 11046240.00 10868091.28 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-10-01 3.500 2943000.00 2789875.63 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-10-01 3.500 4200000.00 4133043.70 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-10-01 4.500 6883984.00 6098040.38 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-02-01 4.500 3274068.00 3277848.96 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-02-01 4.000 24815702.00 24959209.49 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-05-01 5.000 9507120.00 10026941.48 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-04-01 5.000 1687524.00 1715996.50 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-04-01 4.000 1983488.00 1996809.54 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-12-01 3.500 4525670.00 3774434.09 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-07-01 3.999 1241.00 1181.73 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2037-03-01 3.500 2225808.00 1867669.70 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-02-01 3.000 2945672.00 2662235.02 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-05-01 4.500 1000.00 953.67 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-07-01 3.500 8230224.00 7432334.54 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-08-01 4.000 1000.00 970.11 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-12-01 4.500 1003.00 1033.72 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-12-01 4.500 1015326.00 1051789.12 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-01-01 3.500 1671826.00 1657809.16 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-05-01 4.000 2558631.00 2611710.66 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-04-01 5.000 1590330.00 1696412.59 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-08-01 3.649 9228823.00 9435628.61 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-04-01 4.000 1032296.00 1056315.32 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-07-01 4.000 2592724.00 2657926.58 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-06-01 4.500 2533796.00 2653563.79 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2033-06-01 4.000 3201848.00 3280040.61 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-05-01 3.999 1024.00 1002.05 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-07-01 4.000 4333632.00 4430092.70 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-08-01 4.000 1197062.00 1230967.98 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-07-01 4.000 1133900.00 1161181.25 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-07-01 4.000 3006467.00 3073979.65 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-07-01 4.500 1000.00 1041.39 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-11-01 4.000 2614000.00 2422344.02 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-05-01 5.000 7623016.00 8184391.96 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-02-01 4.000 2552977.00 2542548.91 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2025-11-01 4.000 50000000.00 3449023.62 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-07-01 4.500 6149070.00 3536230.41 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2033-09-01 4.000 22451424.00 23114983.32 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-10-01 3.000 5388474.00 2669439.88 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2020-09-01 4.000 81243295.00 3118980.32 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-11-01 3.500 5000.00 4717.09 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2037-12-01 3.999 3079.00 2940.19 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-08-01 4.000 1242052.00 1263500.91 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-08-01 4.500 1000.00 1051.53 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-04-01 6.000 1047.00 65.26 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2038-01-20 4.429 250000000.00 1128113.76 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2039-12-16 3.728 157025072.00 2398924.67 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-02-20 3.500 8814310.00 1066372.91 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-03-20 3.500 18734634.00 3019745.47 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2039-06-16 4.527 12538194.00 1077434.52 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-04-20 4.064 25476857.00 3045455.96 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-05-16 4.527 10511815.00 886417.06 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-10-16 3.500 11325000.00 1283424.53 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2039-12-20 3.963 121042000.00 4401286.49 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-06-20 4.064 185353930.00 7051639.96 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-01-20 4.663 85277575.00 5934417.14 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-03-16 5.500 24850454.00 1996984.29 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-04-20 4.094 82000000.00 4548535.72 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-06-16 4.027 41406066.00 1943594.36 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-11-20 4.113 31000000.00 3214653.33 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-03-20 4.014 52386883.00 6597574.41 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-11-20 5.000 6100000.00 1327740.97 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-05-16 5.000 38483022.00 3560867.27 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-11-20 4.163 27790198.00 3868960.73 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-05-20 7.000 6255189.00 1271567.98 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-04-20 4.113 12000000.00 2270776.99 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-04-20 4.113 40721000.00 6233566.13 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-12-01 3.500 10327728.00 9222078.64 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-08-01 5.500 100000000.00 3106762.07 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-04-16 2.577 53136148.00 3477496.43 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-07-25 4.636 73424980.00 6988560.26 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-07-01 5.000 1354515.00 1464968.06 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-05-25 4.000 62500000.00 1922558.77 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-02-01 4.000 3539190.00 3084366.50 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-11-16 5.499 42848054.00 1972908.82 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-11-25 4.500 52908097.00 1995887.36 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-09-25 3.936 86969500.00 15453335.62 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-05-25 4.086 12569077.00 1349555.16 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-07-01 4.500 5543056.00 5828952.20 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-12-01 3.999 282094811.00 276676476.22 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-08-01 3.500 53870.00 53718.44 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-05-25 4.000 25652229.00 2335208.56 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-02-15 4.527 101087765.00 9815849.14 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-02-01 4.500 1696230.00 1597098.89 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-06-01 4.500 1677500.00 1760519.80 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2030-06-01 3.000 17130820.00 11413346.85 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-02-01 4.500 9372250.00 9489904.41 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-01-20 3.238 57700000.00 57683228.95 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2037-05-20 4.014 13061200.00 920232.72 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-02-20 4.014 49142857.00 5113021.15 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-11-20 3.500 68005918.00 11281452.33 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-03-20 4.113 27000000.00 4596804.87 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-11-01 4.000 3297104.00 3121512.17 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-09-01 4.000 2075744.00 2130365.81 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-05-01 4.500 1941433.00 2032987.56 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-04-20 4.113 23000000.00 4201949.72 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-02-01 4.000 4496864.00 3643536.94 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-09-16 4.128 47530638.00 6605301.57 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-03-01 3.999 6257312.00 4698383.46 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-07-25 3.835 127017360.00 1080751.83 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-01-01 4.500 3178000.00 2877234.84 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2031-11-01 2.000 2884321.00 2218027.91 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-07-01 5.000 2210000.00 2361186.54 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-10-01 4.500 9224720.00 9232836.15 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-03-25 4.500 37075514.00 1189771.32 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-07-25 6.000 14651350.00 2360907.54 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-12-15 4.048 96081208.00 9194188.96 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-04-25 4.136 45000000.00 4856563.29 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-05-01 4.000 730379.00 626859.28 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2031-09-15 3.000 210054236.00 7902588.48 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-02-01 3.500 12525984.00 8508245.76 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-12-15 4.437 65714285.00 3477526.66 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-05-01 3.000 1340254.00 908345.21 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2032-01-25 4.535 76007776.00 1951504.03 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-08-20 4.514 49696251.00 2732029.00 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2033-01-01 3.000 1949556.00 1867980.28 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-06-01 4.000 1744082.00 1787010.00 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2035-05-15 4.027 100000000.00 3281155.34 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-09-20 5.000 15644305.00 1116235.61 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2036-03-25 3.669 925.00 88.08 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2026-02-01 3.999 1000.00 166.33 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-11-01 4.000 3279000.00 3200812.64 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2039-11-01 3.512 100000000.00 11843618.51 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-01-20 4.113 26432125.00 1841254.36 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-06-20 4.583 150000000.00 2945239.65 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2035-08-20 4.264 119568891.00 1042220.15 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-05-01 3.000 1620000.00 1313323.91 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-07-01 4.500 35789603.00 37296141.20 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2033-02-25 3.000 27672262.00 1633026.35 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-09-01 3.500 14390949.00 13504059.06 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-07-25 3.986 15589330.00 693385.21 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2031-09-01 2.500 446019.00 357473.60 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2056-05-01 3.500 1499900.00 1218950.52 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-05-20 3.964 22621858.00 2133607.58 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2029-03-01 3.500 1032000.00 548164.65 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2028-04-01 3.500 6870881.00 2797183.70 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-10-25 3.936 72474235.00 5758688.77 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-04-15 2.398 1000.00 991.42 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-07-15 0.000 19299992.00 18799234.40 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2033-10-01 5.500 1277.00 28.62 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-06-01 3.048 3926093.00 3501694.37 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-07-01 4.500 46440093.00 48827986.75 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-06-25 1.907 11794500.00 3398263.67 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-02-25 2.834 1.00 0.07 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-11-01 3.000 142879914.00 121108615.67 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2031-10-01 2.000 240838.00 195979.11 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-11-01 6.000 31660.00 1204.45 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-05-15 0.000 2015702.00 1172042.02 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-06-01 4.000 5573670.00 5086020.17 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-08-01 4.500 3179024.00 3296447.47 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-08-01 3.000 419470.00 406911.06 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2029-09-01 3.000 1000.00 651.84 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-06-01 4.500 433480.00 455650.08 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2037-04-25 4.536 188178601.00 2044843.28 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-12-25 3.936 50000000.00 1695051.85 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-08-01 4.000 24745152.00 21553313.09 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-07-25 4.485 21333333.00 1207087.25 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2032-10-01 3.000 1345798.00 742235.20 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-12-01 3.500 3492597.00 3400943.25 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2039-08-20 4.363 102500000.00 1191880.44 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-02-16 6.000 38029926.00 4144601.87 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-09-20 5.500 9619223.00 1479315.07 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-08-20 3.914 102857142.00 4195429.71 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-01-01 4.500 4300720.00 4301586.91 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-06-15 4.128 35089463.00 1760522.06 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-07-25 4.435 50000000.00 1615472.62 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-08-16 4.027 22062535.00 951217.00 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-09-01 4.000 10014513.00 4353778.74 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-01-01 3.588 149673063.00 10180070.57 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-08-20 4.113 45938677.00 7033037.47 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-06-20 4.113 34291573.00 6065204.86 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-01-20 3.553 30193362.00 1305662.64 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-06-01 3.910 33704744.00 19159657.12 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2027-05-01 3.000 17174520.00 5257804.34 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-01-25 4.456 60213712.00 2992246.63 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-10-01 3.999 2169600.00 1921996.24 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2036-08-15 4.378 129749997.00 1541644.38 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-04-01 3.999 28741888.00 26466642.01 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-09-01 3.000 1000.00 864.56 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2039-08-20 5.500 12400000.00 1210915.20 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2033-08-01 4.000 152551.00 157069.76 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-02-16 3.927 44700000.00 910624.05 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-05-20 4.113 16402451.00 2672890.02 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-10-01 3.999 33684929.00 32524478.22 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-03-25 3.500 10778285.00 1482809.21 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-07-25 4.136 23989974.00 3881522.93 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-10-01 3.999 12537728.00 6738063.04 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-08-01 4.000 2331950.00 2402524.91 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2020-12-28 1.875 4849000.00 4773836.45 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-12-20 4.064 28571428.00 3464999.14 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-12-16 4.500 54005500.00 2041090.22 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2027-03-25 2.177 31826.00 79.21 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-05-20 4.014 110915875.00 4738989.36 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2033-04-01 4.000 1018329.00 1028181.08 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-05-01 4.500 4675936.00 4903283.14 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-04-01 4.000 130421.00 132820.47 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-06-01 4.500 33812884.00 34932061.94 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-07-01 4.500 1168208.00 1229866.51 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-08-01 4.500 4448368.00 4665710.81 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-07-01 4.000 1900337.00 1951848.13 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-08-01 4.500 1568791.00 1653300.20 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-08-01 4.000 6198621.00 6362266.66 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-09-01 4.000 1186234.00 1219934.11 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-04-01 4.500 13709517.00 12801923.93 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-10-01 4.000 1296620.00 1274511.98 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-09-25 3.835 60459083.00 2270885.41 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-06-25 5.000 21103800.00 934548.13 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-04-25 4.485 26600000.00 972550.33 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-07-25 4.535 30195334.00 964201.77 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-12-25 3.936 75000000.00 3604241.31 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-01-25 4.435 149192526.00 11168944.66 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-03-25 4.416 25403406.00 1169401.43 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-03-25 4.386 13150872.00 868849.10 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-03-25 4.386 91164018.00 5501023.61 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2030-11-25 4.586 70571426.00 1384965.43 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-03-25 3.886 52596616.00 2039498.12 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-09-25 3.936 40796009.00 2949860.08 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-08-25 3.936 47851923.00 2775518.92 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-09-25 4.035 58774053.00 2414564.29 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-09-25 4.035 26000000.00 1826428.84 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-10-25 3.936 61923028.00 4258311.77 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2039-11-25 4.136 50000000.00 1851315.18 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-11-25 4.035 250653364.00 18513641.45 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2032-12-25 3.500 35802086.00 2420382.00 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-12-25 4.086 14614285.00 1346469.39 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-02-25 4.036 55343860.00 3266422.99 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-02-25 4.035 53982840.00 3888643.88 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2033-02-25 3.500 24865853.00 1425501.46 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-09-25 4.136 33482200.00 1738376.14 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2038-07-01 4.000 4831992.00 4968157.78 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-02-01 4.500 6624136.00 6393041.02 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-06-01 3.999 29666927.00 29891117.31 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-09-20 5.000 50469918.00 2524289.68 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2036-10-25 4.516 76937000.00 1097688.50 Agency Collateralized Mortgage Obligation United States Treasury-U.S. 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2019-01-10 2019-01-10 N N N 0.0212 1076749226.00 1076749226.00 0.0165 N Y Y N - N/A - U.S. TREASURY BILLS U.S. TREASURY BILLS 912796QK8 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-11-23 2018-11-23 2018-11-23 N N N 0.0210 1244298625.00 1244298625.00 0.0191 N Y Y N - N/A - U.S. TREASURY FRNS U.S. TREASURY FRNS 9128283T5 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-09-04 2020-01-31 2020-01-31 N N N 0.0212 552996350.20 552996350.20 0.0085 N Y Y N - N/A - U.S. TREASURY FRNS U.S. TREASURY FRNS 912828T75 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-09-04 2018-10-31 2018-10-31 N N N 0.0225 300107790.00 300107790.00 0.0046 N Y Y N - N/A - U.S. TREASURY FRNS U.S. TREASURY FRNS 912828Y53 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-09-04 2020-07-31 2020-07-31 N N N 0.0213 200014860.00 200014860.00 0.0031 N Y Y N - N/A - UBS SECURITIES LLC REPO UBS SECURITIES 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500000000.00 0.0077 N Y Y N - N/A - WELLS FARGO SEC LLC WELLS FARGO SEC LLC 949750 0001224385 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-07-01 5.000 150000.00 1549.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-02-01 7.500 2250000.00 4003.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-05-01 8.500 921375.00 1186.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2034-02-01 5.000 100000.00 3122.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2019-04-01 6.000 1846000.00 124.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-01-01 5.000 75000.00 2695.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-05-01 5.500 257000.00 4440.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-09-01 5.500 90000.00 2545.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2027-01-01 5.500 32922.00 1310.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-10-01 5.500 1000.00 70.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-03-01 6.500 311927.00 387.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-05-01 6.500 719000.00 1770.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-10-01 6.000 37000.00 832.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-02-01 5.000 108065.00 4946.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-03-01 5.000 49698.00 3026.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-02-01 5.500 56911.00 582.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-07-01 5.000 32180.00 1963.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-04-01 5.500 11000.00 262.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-02-01 5.500 327721.00 3341.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-07-01 5.500 25028.00 999.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-07-01 5.500 30220.00 1135.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-06-01 4.500 49000.00 1983.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-08-01 4.500 23000.00 1082.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-10-01 5.500 53000.00 2460.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-07-01 5.000 75000.00 3262.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-10-01 5.000 55000.00 2056.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2034-11-01 5.000 50000.00 2916.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-03-01 5.500 148111.00 3364.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-03-01 5.500 155719.00 3746.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-05-01 5.500 268623.00 4284.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-08-01 6.000 82000.00 2745.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-08-01 5.500 121673.00 2746.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-03-01 5.500 197762.00 4550.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-10-01 6.500 50155.00 1418.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-11-01 5.500 22000.00 1183.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-01-01 6.000 62000.00 3229.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-01-01 5.500 7000.00 368.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2039-09-01 5.000 107866.00 4698.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2040-02-01 5.500 100000.00 4437.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2039-06-01 4.500 11000.00 684.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2039-10-01 4.500 14758.00 1734.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-04-01 4.000 13000.00 4436.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2040-05-01 6.000 39578.00 3782.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-08-01 5.000 2311080.00 739771.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-08-01 4.000 1025000.00 328021.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-11-01 3.000 2000.00 1027.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2019-02-01 6.000 320412.00 8.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2022-06-01 6.000 50000.00 897.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-08-01 6.500 828558.00 106.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-08-01 3.500 6000.00 2683.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2031-11-01 2.500 93593.00 73537.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2020-12-01 5.500 84350.00 2172.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2031-01-01 3.500 5000.00 3341.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-08-01 3.500 1000.00 857.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-02-01 3.000 6840692.00 6508280.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-10-01 3.500 78124.00 73642.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-11-01 3.500 125000.00 118601.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-11-01 4.500 16540614.00 15577322.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-12-01 3.500 1000.00 952.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-01-01 3.000 4181652.00 3925946.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-02-01 3.000 17302069.00 16242984.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-03-01 3.000 2708224.00 2563841.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-04-01 3.000 1570178.00 1493384.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-08-01 4.000 414914200.00 423915072.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-07-01 4.000 500000.00 200691.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-08-01 4.000 650000.00 343105.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2031-03-01 3.000 2532.00 1674.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-11-01 2.500 42244322.00 37216060.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-02-01 3.000 13527501.00 12622708.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-04-01 3.000 195206981.00 185131185.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-02-01 3.000 270525.00 256584.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-05-01 3.418 3565820.00 135639.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-03-01 3.000 3014865.00 2876505.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-05-01 3.970 1920057.00 1823326.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-08-01 3.500 1573629.00 1499370.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-04-01 2.500 1245413.00 1186197.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-12-01 2.500 1589336.00 1490283.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-12-01 3.000 5278316.00 4957109.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-01-01 3.000 1621333.00 1552933.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-12-01 2.500 1908601.00 1797095.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-01-01 3.000 2451336.00 2345423.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-02-01 3.000 2450271.00 2336529.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-02-01 3.000 4358301.00 4129256.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-02-01 2.500 1717265.00 1625386.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-03-01 2.500 6964238.00 6577364.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-03-01 2.500 1164683.00 1106445.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-04-01 3.000 1336896.00 1256404.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-07-01 3.759 11377729.00 11635108.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-01-01 3.000 242891.00 231840.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-02-01 3.000 91545210.00 86372290.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-06-01 3.500 210176.00 201702.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-11-01 4.000 1087437.00 1031400.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-01-01 3.000 1650577.00 1556047.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-09-01 3.500 320000.00 302976.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-11-01 3.500 6179473.00 5901488.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-12-01 3.500 654017.00 620504.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-02-01 4.500 12219103.00 11468020.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-04-01 3.500 60730.00 60226.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-04-01 5.000 3162301.00 3014109.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-08-01 4.000 261540399.00 267214082.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-05-01 2.662 14949693.00 13759341.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-10-15 2.442 13542920.00 5215622.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-02-25 4.386 27549080.00 1727573.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-03-25 3.886 46878286.00 1973795.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-03-25 4.035 12890815.00 1087079.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-07-25 4.086 49483807.00 5023193.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-08-25 1.420 176587269.00 3242269.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-03-25 3.936 50965000.00 5853743.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-04-25 4.035 39240436.00 5669966.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2039-05-25 4.035 33333333.00 2946085.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-08-25 4.086 24285714.00 3703001.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-04-01 5.000 1436731.00 83827.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-10-01 4.500 3190770.00 90629.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-04-15 1.330 32652298.00 299105.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-10-15 3.927 30342471.00 916770.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-03-15 4.378 27238714.00 1489934.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-04-15 4.378 14368607.00 1149357.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-07-15 4.498 5831293.00 416268.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-07-15 4.527 22816190.00 1786235.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-10-15 2.854 2740000.00 1010131.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-03-15 3.500 30335028.00 939615.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-12-15 1.175 28000000.00 515552.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-06-15 4.107 16450250.00 1728655.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-02-15 3.978 18926528.00 2471108.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-07-15 4.000 9273517.00 1253148.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-01-15 4.000 2500000.00 398375.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2031-11-15 3.500 8696860.00 874604.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-04-15 4.000 9375000.00 1463443.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-04-25 4.586 243000000.00 1415402.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-12-25 4.336 43000000.00 873702.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-05-15 4.338 99877609.00 1478979.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2039-11-25 4.086 106249118.00 662620.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2039-10-15 4.078 97725000.00 1931523.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2039-07-25 4.586 21449000.00 317278.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-11-01 3.000 1842499.00 1768745.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-05-01 4.000 100286.00 102024.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-06-01 4.000 22382840.00 22605585.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-06-01 4.500 1257216.00 1310194.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-02-01 4.500 1789481.00 1715357.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-02-01 4.500 1504088.00 1432030.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-08-01 4.000 249542810.00 254925282.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-07-01 4.000 2415797.00 2140143.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-08-01 4.000 11248736.00 11491363.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-03-01 3.678 8637396.00 7883196.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-07-01 2.000 27497760.00 23184132.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-09-01 3.500 14180000.00 13543767.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-10-01 3.000 333000.00 310345.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-04-01 3.000 10377940.00 9855314.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-07-01 3.000 2054802.00 1971671.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-06-01 2.500 44796.00 43614.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-11-01 3.500 8626642.00 8138540.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-12-01 3.500 744439.00 702727.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-05-01 3.500 34206.00 33259.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-08-01 4.000 731379712.00 747155084.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-06-20 4.500 67043389.00 69759748.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-08-20 4.500 231621330.00 241736233.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-11-20 3.000 2120002.00 2021291.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-02-20 3.500 1659681.00 1578071.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2040-05-20 0.200 134927880.00 318343.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-06-20 4.163 27746194.00 2957664.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-09-20 4.000 13090000.00 1365276.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-04-01 4.000 2616869.00 2507647.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-02-01 3.500 20106594.00 19086070.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-01-01 4.500 1099334.00 1124885.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-11-01 2.914 25075828.00 24992195.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-01-01 2.000 91386.00 73985.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2031-11-01 2.500 148120.00 117024.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2040-10-15 1.461 43483714.00 587542.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-09-01 3.990 18763491.00 17234164.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-09-01 2.000 10821071.00 9881584.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-12-01 4.000 55238631.00 53705806.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-02-01 4.000 153000.00 144016.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-02-01 4.000 299000.00 287593.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-09-01 3.000 1391710.00 1331348.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-02-01 3.879 12800.00 13110.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-11-01 2.912 11860049.00 11820223.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-12-15 1.750 1993.00 50.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-07-15 4.677 4153115.00 264739.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2039-10-15 1.427 18463609.00 312471.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-11-16 0.246 210590000.00 1996952.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-10-01 3.500 29277146.00 27738023.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-08-15 3.978 16586042.00 851605.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-05-20 4.000 1656544.00 1692576.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-11-01 3.000 6523761.00 6084153.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-11-20 4.000 5624000.00 707818.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-10-01 3.000 1128030.00 1074841.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-01-01 3.000 1950025.00 1830390.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-06-01 2.500 138506874.00 131753461.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-09-25 4.086 9274870.00 2159441.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-01-01 2.500 1101290.00 720012.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-01-25 4.086 50471952.00 4222770.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-06-20 4.000 24078362.00 4478337.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-11-01 3.000 151856.00 135448.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-11-01 3.000 1384428.00 1325764.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-11-01 3.000 7398564.00 6963530.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-04-01 3.000 8795031.00 8369182.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-02-01 3.000 937675.00 831462.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-09-01 3.500 293272013.00 276077712.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-09-15 4.027 81000000.00 3506806.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-12-16 0.656 4400000.00 61763.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-06-20 4.000 32780000.00 4362815.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-12-25 2.888 7005000.00 3392246.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-11-01 3.500 50655.00 48982.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-01-01 3.000 354323.00 332719.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-04-01 3.000 1198354.00 1146569.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-02-01 4.000 1893031.00 1803076.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-04-20 3.964 32000000.00 3410627.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-09-20 3.500 4456488.00 4403722.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-11-01 4.000 236811.00 222405.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-04-20 0.000 15148114.00 3496313.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-06-01 3.500 53813465.00 50832650.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-01-20 4.064 17510080.00 2053852.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-04-20 4.000 24816250.00 3321492.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-10-16 4.500 37746384.00 4957317.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-10-15 4.000 10874371.00 1503670.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-07-01 4.000 22524000.00 22905305.52 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 3300000000.00 3300000000.00 0.0506 N Y Y N - N/A - WELLS FARGO SEC LLC WELLS FARGO SEC LLC 949750 0001224385 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-06-01 6.000 30096.00 969.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-09-01 6.500 386286.00 13474.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2031-11-01 2.500 30266.00 23780.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2030-02-01 3.500 97189.00 51815.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2031-01-01 3.500 31000.00 20720.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-04-01 3.000 57613.00 55652.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-11-01 4.500 3123201.00 2924409.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-09-01 2.500 68254.00 65723.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-05-01 3.000 242099.00 240694.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-10-01 3.500 22942.00 21625.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-03-01 3.000 428265.00 405433.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-07-01 3.500 1280.00 1266.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-07-01 3.999 317840.00 323832.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-08-01 4.000 415744.00 424762.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-03-01 3.500 222569.00 151051.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-05-01 3.500 72893.00 63753.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-12-01 2.500 50024.00 43222.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-04-01 3.500 116412.00 101943.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2030-11-01 3.500 307000.00 210414.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2031-09-01 2.500 100009.00 75151.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2031-10-01 2.500 552512.00 425553.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-08-01 2.500 830886.00 709367.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-09-01 2.500 472523.00 409495.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-07-01 2.500 222780.00 214171.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-02-01 2.500 209512.00 191929.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-02-01 3.500 1007000.00 54423.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-01-01 3.500 1000000.00 65608.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2031-11-01 2.500 1178471.00 957914.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-11-01 2.500 788479.00 696021.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-09-01 2.500 1027281.00 949199.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-09-01 3.000 1178990.00 1025010.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-09-01 2.500 162748.00 137601.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-10-01 2.500 1004349.00 919385.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-09-01 3.000 1014100.00 862598.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-10-01 2.500 160611.00 146746.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-11-01 2.500 568267.00 500954.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-10-01 3.000 149298.00 135671.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-11-01 2.500 458393.00 410277.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-11-01 3.500 3270199.00 3186660.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-04-01 2.500 766844.00 732705.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-05-01 3.500 4266156.00 4151705.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-12-01 2.500 809723.00 745913.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-12-01 2.500 1024993.00 946357.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-01-01 2.500 853124.00 744363.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-02-01 2.500 371952.00 341987.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-03-01 2.500 1024577.00 967660.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-04-01 3.000 2130071.00 2076940.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-05-01 3.000 769926.00 752065.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-08-01 3.500 355062.00 360314.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-08-01 3.500 385929.00 392412.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-08-01 3.500 316093.00 320768.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-09-01 4.000 296968.00 243568.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-07-01 4.000 477870.00 486628.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-05-01 4.000 397824.00 398576.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-03-15 4.000 16321354.00 146520.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-02-15 3.978 9406805.00 1228183.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-07-15 4.000 2246618.00 303589.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-04-15 4.027 100000.00 15681.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-01-15 4.000 3173296.00 509152.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2030-02-01 3.000 25152581.00 12733408.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2030-01-01 3.000 11000000.00 6244295.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2030-06-01 2.500 263842.00 166127.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-09-01 4.000 830000.00 225483.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-07-01 3.500 3081465.00 2805236.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-05-01 4.000 169000.00 165473.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-06-01 4.000 288768.00 291641.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-05-01 4.500 2636440.00 2575680.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-08-01 4.000 2048.00 2092.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-09-01 3.500 2040649.00 2070309.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-01-01 3.500 3995000.00 3893806.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-12-01 3.500 9749217.00 9476827.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-02-01 3.791 29246794.00 27905413.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-02-01 3.807 29927554.00 28532033.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-03-01 3.000 501930.00 437795.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-04-01 3.000 1750000.00 1545464.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-06-01 3.000 1774570.00 1634108.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-06-01 3.000 466052.00 454580.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-08-01 4.000 95273278.00 97328259.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-02-20 4.000 299335.00 93870.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-12-20 2.500 160870.00 133840.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-05-20 4.000 1000.00 1021.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-02-16 5.000 12224028.00 1610110.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2031-09-16 5.000 8622096.00 578063.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-07-20 4.500 13600956.00 1581474.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-06-20 4.000 10171638.00 1891824.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-04-20 3.500 2285712.00 83819.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-09-20 4.000 3125000.00 490223.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-07-20 3.000 377173.00 378560.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-01-20 4.014 4895022.00 413528.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2031-07-01 2.500 231547.00 169634.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-08-20 4.000 150537882.00 154681186.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-05-20 4.000 7359310.00 566288.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2031-09-01 2.500 5000000.00 4017082.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2022-07-01 2.500 2000000.00 310208.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-07-20 3.964 20604139.00 2870142.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-05-01 3.000 283948.00 277002.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-02-01 4.000 549000.00 534086.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-01-01 3.500 498885.00 101001.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-09-01 4.000 4225102.00 854416.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-07-01 4.000 83403000.00 84814917.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2025-08-01 4.000 375556.00 33729.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2031-10-01 2.000 66309.00 40634.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-08-01 3.500 1241656.00 1259318.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-07-15 4.000 483219.00 457238.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-08-01 3.500 8494845.00 8618306.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-10-20 4.514 57689120.00 1156926.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-10-15 3.927 9199296.00 277948.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2025-02-01 4.000 79354901.00 8329528.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-07-20 3.500 388465.00 397351.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-11-20 4.000 2422600.00 304900.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-08-01 3.500 1152242.00 1168988.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-06-15 4.000 5449625.00 752563.97 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2018-09-10 2018-09-10 2018-09-10 N N N 0.0193 500000000.00 500000000.00 0.0077 N N N Y - N/A - Dreyfus Government Cash Management Funds 2018-09-07 /S/John Delise John Delise Treasury Manager