N-MFP2 0000740766 XXXXXXXX 2020-04-30 0000740766 S000000128 4 N N 002-89359 BNY Mellon Investment Adviser, Inc. 801-08147 Ernst@Young New York NY none BNY Mellon Transfer Inc 0001285911 084-06102 N N N Exempt Government N 34 101 39528580690.03 35721155149.93 37573151688.13 39026657384.99 49991500622.94 50808266333.36 50901537984.93 54339267451.00 55134304643.72 64230643300.94 0.5274 0.4723 0.4802 0.4873 0.5612 0.6779 0.6730 0.6945 0.6884 0.7210 1684249.84 89035754142.99 89035754142.99 47374860.31 5750734489.27 83334078763.87 83334954473.71 1.0000 0.0033 1.0007 1.0006 1.0006 1.0006 1.0005 C000000287 10000000.00 75512627642.41 75513421999.00 1.0007 1.0006 1.0006 1.0006 1.0005 5402806301.18 4992084066.88 6002784104.35 4998050695.51 7374711422.89 5945183432.70 7450392480.80 6776695322.43 9861628444.52 5389729013.19 36092322753.74 28101742530.71 0.0017 Y BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses. (2,890,571.39) C000000286 10000000.00 2387927963.96 2387956903.54 1.0007 1.0006 1.0006 1.0006 1.0005 92196882.88 67859888.32 72697016.32 163955261.23 816714964.59 650676920.40 168576245.49 332592855.83 113193672.68 215853317.08 1263378781.96 1430938242.86 0.0001 Y BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses. Also is waiving expenses to maintain a minimum yield of .01 (190,019.23) C000000288 10000000.00 2803683036.46 2803712450.69 1.0007 1.0006 1.0006 1.0006 1.0005 209596156.82 103951157.22 155888409.96 138106980.11 175444894.02 139643003.65 198180105.21 149392048.67 148190823.08 123384867.17 887300389.09 654478056.82 0.0008 Y BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses. (111,353.31) C000000289 10000000.00 2629840121.04 2629863120.48 1.0007 1.0006 1.0006 1.0006 1.0005 25606411.14 315812632.31 31623163.22 305693525.79 475869423.86 480093913.02 230348839.15 115085176.89 1056642456.51 12937309.51 1820090293.88 1229622557.52 0.0001 Y BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses. Also is waiving expenses to maintain a minimum yield of .01 (336,607.50) ABN AMRO BANK NV ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 1867 0000897878 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2041-02-15 2.125 4631938.55 8154386.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2042-02-15 0.750 4689181.75 6452687.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2049-08-15 2.250 3040000.00 3797935.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-08-31 1.625 5042253.44 5219305.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-10-31 2.875 48.64 52.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-06-15 1.750 298637.44 310310.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-03-31 2.250 9201544.96 9394973.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-09-30 2.125 11816103.03 12159996.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-01-31 1.500 6647008.63 6820647.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-03-31 1.750 6291742.08 6484983.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2026-01-15 0.625 1795612.48 2067632.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-06-30 2.125 4844008.96 4988529.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2027-05-15 2.375 10245547.84 11668565.20 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0002 76000000.00 76000000.00 0.0009 N Y Y N - N/A - ABN AMRO BANK NV ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 1867 0000897878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2044-07-20 3.250 4191419.63 335177.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2044-10-20 3.125 18034090.90 1830002.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-03-20 2.500 1908507.06 569206.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-09-20 3.000 104545454.54 81175391.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-09-20 3.500 26136363.63 18260443.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-12-20 3.000 181464020.00 141989932.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2048-04-20 3.500 6170689.86 3473057.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2049-10-20 2.500 78409090.90 81439979.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2048-08-20 3.500 9409090.90 5810265.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2049-04-20 3.500 9928429.34 7644288.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2049-03-20 4.000 13736109.65 9084248.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2050-02-20 2.500 78409090.90 82484492.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2050-04-20 2.500 52272727.27 55237735.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2039-11-20 3.125 636047.75 76893.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2035-11-20 3.125 418675.27 44925.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2035-01-20 4.000 261363.63 7696.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2040-08-20 3.250 15085922.68 1167516.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2040-07-20 3.250 2118985.81 368038.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2040-09-20 3.250 93696.77 12947.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2038-04-20 3.875 16639454.02 625335.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2038-05-20 3.875 6251841.18 33821.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2038-07-20 3.250 3005681.81 61580.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2038-08-20 3.250 303715.00 9849.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2038-08-20 3.250 40282288.86 580202.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2038-09-20 3.250 11731469.90 384832.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2038-09-20 3.250 11624887.90 185463.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2038-10-20 3.125 1315300.47 24366.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2038-10-20 3.125 23261363.63 465879.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2038-10-20 3.125 21721840.86 315954.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2038-10-20 3.125 3906842.72 180910.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2038-11-20 3.125 261324.95 7792.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2042-02-15 0.750 10193.18 14026.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-06-15 1.750 6221395.45 6464568.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-01-31 1.500 2011559.09 2064106.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-08-15 2.500 209.09 225.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-06-30 2.125 19340543.18 19917565.84 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2027-05-15 2.375 53048402.27 60416363.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2038-12-20 3.125 25780168.38 436434.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2039-01-20 4.000 1725000.00 14261.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2039-08-20 3.250 261363.63 11974.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2039-08-20 3.250 1581434.52 74604.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2039-08-20 3.250 7840909.09 479023.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2039-09-20 3.250 9931818.18 630744.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2039-09-20 3.250 1876136.13 60525.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2039-10-20 3.125 2613636.36 147997.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2039-11-20 3.125 7461080.81 317802.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2040-01-20 4.000 5711220.95 319504.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2040-01-20 4.000 5227272.72 430675.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2039-12-20 3.500 3987706.02 221845.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2040-03-20 4.000 1827530.86 102541.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2040-06-20 3.875 355417.43 11262.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2040-06-20 4.125 5207150.34 475723.79 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 575000000.00 575000000.00 0.0069 N Y Y N - N/A - BANK OF MONTREAL BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 563 0000927971 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2032-04-01 3.000 2000000.00 1378150.80 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2031-09-01 2.500 3040000.00 2529686.46 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2032-12-01 3.000 3500000.00 2845340.07 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2032-05-01 2.500 2000000.00 1628633.52 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2049-08-01 4.000 2329696.00 2312889.95 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2049-11-01 3.000 1177364.00 1235183.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2049-11-01 2.500 1551457.00 1606653.55 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2049-12-01 4.000 1025623.00 1053047.79 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2047-11-01 3.500 1085773.00 1109938.99 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2047-12-01 3.500 2537108.00 2165501.66 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2048-02-01 3.500 2004631.00 1720078.31 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2048-02-01 4.000 1009679.00 958640.07 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2048-03-01 4.000 1051967.00 919043.93 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2048-04-01 4.000 1183837.00 603794.16 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2048-07-01 4.000 1181917.00 958559.53 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2049-01-01 4.000 1102892.00 1170426.32 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2049-03-01 4.000 1708261.00 1152011.05 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2049-10-01 3.000 3020999.00 3166712.08 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2049-06-01 3.500 1427489.00 1495779.71 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2049-12-01 2.500 1293325.00 1341622.28 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2030-12-01 8.000 2646642.00 222914.86 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2028-12-01 6.500 39500000.00 2657075.79 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2027-11-01 2.500 2000000.00 1404996.68 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2033-08-01 3.232 1769358.00 185195.49 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2024-03-01 4.000 6500000.00 150840.92 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2022-09-01 6.000 27376810.00 198477.44 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2036-07-01 5.500 18500000.00 960355.05 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2027-12-01 2.500 4500000.00 1186779.70 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2027-10-01 2.500 6000000.00 1592461.76 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2021-04-01 4.000 10000000.00 138939.57 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2024-02-01 2.500 5600000.00 1008686.03 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2027-08-01 2.500 3000000.00 654152.28 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2033-04-01 3.000 5700000.00 2435821.21 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2023-05-01 2.500 11100000.00 1339122.76 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2033-08-01 3.000 5000000.00 2228193.68 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2027-02-01 2.500 4000000.00 2120593.23 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2034-05-01 3.000 2500000.00 1889080.40 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2049-07-01 3.500 4000000.00 2476185.55 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2034-10-01 2.000 4000000.00 3866286.35 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2034-09-01 2.000 3000000.00 2865128.05 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2037-04-01 5.500 13010000.00 1174115.57 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2036-08-01 6.500 22000000.00 2928859.18 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2025-09-01 4.000 10000000.00 493773.97 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2063-08-20 4.636 3288753.00 1635491.87 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2064-01-20 4.541 2000000.00 1836033.76 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2042-04-20 4.000 3174434.00 1384624.02 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2063-08-20 4.580 3103479.00 2117894.32 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2063-08-20 4.653 4938138.00 3430278.37 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2063-10-20 4.642 4546069.00 4029565.01 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2027-11-20 2.500 6000000.00 1628898.82 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2042-11-20 3.125 10000000.00 1000634.32 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2042-12-20 3.125 15000000.00 1503418.22 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2044-04-20 3.875 20000000.00 1556566.30 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2065-07-20 4.530 4276646.00 3845721.23 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2065-11-20 4.504 1000000.00 956884.01 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2067-12-20 4.400 3436000.00 3364997.85 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2067-11-20 4.509 3000000.00 3487818.77 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2048-01-20 3.500 1450133.00 1308245.68 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2068-05-20 4.754 2363166.00 2326007.21 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2070-02-20 4.569 1884800.00 2078995.88 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2069-01-20 3.766 3360356.00 3372298.18 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2069-01-20 3.806 2129122.00 2435793.00 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2069-05-20 4.546 1028628.00 1118843.18 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2069-06-20 4.383 2163778.00 2514300.07 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2069-10-20 4.253 1018640.00 1078355.40 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2043-04-20 3.500 75000.00 21225.39 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2064-05-20 4.567 2996309.00 2575198.36 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2064-09-20 4.700 3000000.00 2737502.01 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2064-09-20 4.695 2800000.00 2280348.04 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2044-01-20 3.500 2580012.00 108357.14 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2065-07-20 4.626 1192685.00 1142454.88 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2065-09-20 4.642 1000000.00 936373.22 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2066-07-20 4.634 2946860.00 3313917.16 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2064-11-20 4.681 3350000.00 3266156.85 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2065-01-20 4.546 2915000.00 2863902.50 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2035-02-01 5.500 11250000.00 346192.40 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2038-02-01 6.500 4291376.00 174012.63 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2037-12-01 6.500 2574826.00 168858.76 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2035-05-01 5.500 3250000.00 355738.95 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2042-11-01 2.954 4630657.00 800253.85 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2035-06-01 5.500 4374131.00 124369.25 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2036-11-01 5.500 7843950.00 127252.24 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2038-05-01 5.500 5310679.00 159938.96 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2023-10-01 2.500 5000000.00 814719.31 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2029-01-01 2.500 2000000.00 1001436.61 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2034-04-01 4.000 5000000.00 3814918.36 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2031-12-01 2.500 5000000.00 3297840.61 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2034-05-01 3.500 2000000.00 1496977.46 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2038-01-01 3.000 3000000.00 2427435.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2026-03-01 3.500 10000000.00 1216882.34 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2021-12-01 3.000 9000000.00 269533.01 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2026-12-01 3.000 10000000.00 1572907.04 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2046-05-01 2.500 4262429.00 4008481.40 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2038-12-01 5.500 2000000.00 63186.71 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2032-12-01 5.500 5429981.00 55683.22 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2033-09-01 5.500 3943740.00 101913.41 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2034-05-01 5.500 2000200.00 79397.45 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2022-12-01 2.500 6000000.00 610925.91 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2021-07-14 1.125 1000000.00 1013176.50 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2026-12-11 2.125 1220000.00 1328522.49 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2020-12-11 2.000 330000.00 336154.24 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2023-03-10 2.750 2200000.00 2357428.57 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2026-12-16 2.020 1650000.00 1726658.81 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2033-02-01 3.000 2100000.00 1775033.54 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2042-08-01 3.500 5400000.00 2521171.16 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2045-01-01 2.500 3706261.00 2849008.45 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2045-04-01 2.500 1463585.00 1283628.59 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2047-02-01 2.500 1147943.00 938540.80 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2043-05-01 2.222 5000000.00 1112402.05 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2047-04-01 4.000 5500000.00 3293243.20 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2034-10-01 3.000 3500000.00 3312986.65 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2035-01-01 3.000 2000000.00 2052615.75 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2030-01-01 3.000 4200000.00 1713395.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2048-01-01 4.000 1685491.00 1517837.71 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2064-10-20 4.554 3718058.00 2131686.07 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2066-10-20 4.498 1461439.00 1172402.94 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2065-05-20 4.644 1449252.00 1003284.63 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2065-09-20 4.655 950000.00 1044771.82 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2046-06-20 3.000 3700000.00 3467971.88 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2066-05-20 4.605 1333195.00 1350909.32 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2066-12-20 4.514 3206430.00 3575330.77 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2066-10-20 4.394 2000000.00 2009603.11 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2067-05-20 4.197 1365065.00 1324348.26 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2067-04-20 4.636 3203039.00 3758258.39 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2067-04-20 4.631 3049350.00 3639578.69 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2064-10-20 4.599 3757742.00 3817406.09 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2034-08-20 6.000 36880477.00 1256400.10 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2025-12-20 3.500 3400000.00 379313.81 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2041-12-20 3.500 10330546.00 1973982.23 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2039-12-20 3.125 15459857.00 1667372.36 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2039-12-20 3.500 17740094.00 1797765.56 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2042-03-20 4.000 3118481.00 250410.66 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2034-03-15 8.000 5123506.00 1803102.06 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2032-08-15 7.500 8030253.00 2571081.87 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2041-02-20 4.500 1917784.00 603917.46 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2024-08-15 6.500 40000000.00 1637884.73 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2039-12-16 4.500 20333000.00 263546.55 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2040-01-20 5.000 139149400.00 2605671.18 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2060-11-20 1.564 48089640.00 274901.77 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2063-03-20 2.465 36188467.00 198339.67 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-04-16 2.500 4200000.00 1279137.40 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2064-07-20 1.653 15215718.00 764397.06 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-05-20 4.681 14500000.00 768606.03 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2065-11-20 1.682 16371142.00 706883.82 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2039-10-20 3.000 10000000.00 887516.24 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-04-16 5.095 38069718.00 3156965.31 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-10-16 5.305 34500000.00 2629676.88 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-11-16 5.255 30987353.00 2090206.41 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-11-16 5.305 16000000.00 1365014.74 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-01-20 6.031 10626000.00 395463.98 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2049-05-01 3.500 764797.00 822573.26 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2049-05-01 3.500 1197406.00 1257998.03 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2049-02-01 5.000 466456.00 485907.10 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2047-02-01 3.500 1105415.00 994401.03 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2022-04-01 4.799 400000.00 435820.66 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2047-03-01 3.000 3000000.00 2722867.27 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2021-09-10 2.375 1000000.00 1031746.61 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2020-05-08 1.500 4000000.00 4029678.66 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2022-12-09 1.875 400000.00 418748.70 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2021-03-12 1.750 1000000.00 1016005.33 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2049-05-01 4.500 1254834.00 1124531.62 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2040-03-01 3.500 2785174.00 2957658.99 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2022-11-07 1.960 500000.00 524803.44 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2021-10-05 1.530 1000000.00 1018931.50 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2033-10-06 2.430 1950000.00 2187252.60 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2029-09-04 2.529 1000000.00 1008851.55 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2026-11-25 2.049 1550000.00 1623920.10 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2049-09-01 3.500 1994831.00 2092847.40 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2049-10-01 3.000 527874.00 557053.38 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2039-11-01 3.000 500000.00 502408.36 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2038-02-15 2.354 224431046.00 3147750.19 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2020-06-22 1.500 900000.00 906429.89 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2021-05-06 1.250 300000.00 305042.29 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2035-10-01 6.000 62401372.00 1843524.11 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2040-10-25 6.112 61850000.00 2084550.80 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-02-25 6.012 40000000.00 1735329.98 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2040-04-25 2.500 10000000.00 559677.13 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-12-25 5.512 51852829.00 1673424.58 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-05-25 6.062 38708337.00 1959097.69 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-05-25 3.500 68571428.00 691683.06 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-04-25 5.962 61428571.00 2691163.46 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-09-25 2.500 66610914.00 904974.87 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-10-25 3.500 48576882.00 751355.22 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-03-25 1.750 500000.00 157704.02 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-11-25 3.500 45000000.00 778365.86 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2031-03-25 2.500 5000000.00 1410668.94 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-10-25 4.512 25189660.00 1417298.83 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-12-25 1.500 3725000.00 1034342.62 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-02-20 3.000 11286666.00 594193.08 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-01-20 4.831 43500000.00 2913183.37 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-07-20 5.431 26692375.00 1025359.14 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-07-20 3.500 92092054.00 4052718.62 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2028-06-16 2.000 2500000.00 550896.29 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-10-16 4.885 9000000.00 539602.07 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2054-08-16 2.799 3000000.00 1521255.94 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-01-20 5.481 10811793.00 383614.81 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-02-20 5.381 14394000.00 690095.91 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-05-20 4.000 27602812.00 1413132.13 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-12-20 4.000 13235000.00 440195.75 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-08-20 3.000 1890000.00 1413497.16 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-04-20 4.500 50722221.00 2559696.94 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-08-20 2.500 2500000.00 1376879.10 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2040-04-16 4.805 38320966.00 2352411.85 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-10-20 5.481 39566502.00 3556118.08 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2046-08-20 5.381 18571428.00 2612095.17 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-02-20 2.000 59094000.00 3213705.62 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-09-20 1.236 40349673.00 3009670.28 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2068-04-20 1.076 27122445.00 2820117.73 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-10-20 1.040 49903469.00 3705792.72 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2068-08-20 1.331 47852995.00 1951741.02 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2068-07-20 1.333 24598695.00 820381.50 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2068-08-20 1.863 26224679.00 2185016.28 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2068-09-20 0.502 48195673.00 1531476.36 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2068-10-20 1.603 43171995.00 3893469.75 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-03-20 1.296 37200000.00 3706011.47 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-04-20 1.823 24909328.00 2086547.09 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-01-20 0.794 22774009.00 1169604.36 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-04-20 1.596 35627583.00 2896521.33 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-06-20 1.678 30081000.00 2460717.59 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2070-01-20 1.337 33500000.00 3489505.45 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-07-20 1.513 31851405.00 2171268.44 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2060-11-16 0.968 39000000.00 3338829.92 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2061-01-16 0.767 50000000.00 2709380.81 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2060-01-16 0.685 53982202.00 2900911.09 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-12-25 0.737 1300000.00 452057.74 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-11-25 1.500 2500000.00 900854.37 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2032-12-25 1.500 2500000.00 717238.02 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2033-02-25 3.000 31346058.00 1120687.88 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2028-02-25 3.500 52523678.00 918479.76 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2040-07-25 3.000 15135000.00 991108.54 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-03-25 5.662 20980150.00 2052278.73 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-02-25 5.512 23936203.00 2370591.99 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-10-25 1.750 2000000.00 812650.15 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-02-25 3.000 10000000.00 3851656.96 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2033-04-25 3.000 3751000.00 2185132.14 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-07-25 3.000 2000000.00 688314.71 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2032-10-25 3.000 2700000.00 897898.72 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2032-05-25 3.000 2500000.00 912370.73 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2036-05-25 3.000 3850000.00 1602641.05 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-09-25 5.612 22564613.00 1458855.27 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2025-12-25 2.500 4434000.00 2364523.95 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2040-10-25 3.000 3900000.00 1537483.10 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2026-03-25 3.000 2000000.00 1152089.56 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-12-25 5.612 20534465.00 1880345.00 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-06-25 5.712 25000000.00 1410322.79 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-09-25 5.762 5799000.00 475963.25 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-07-25 5.662 26474147.00 2798444.65 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2046-01-25 2.500 3000000.00 1669674.84 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2046-05-25 5.512 15000000.00 1972056.74 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2046-11-25 5.612 5301000.00 456636.15 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-09-25 2.500 2150000.00 1514873.66 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2028-06-25 3.000 1861423.00 1458869.96 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-09-25 5.662 7603800.00 1067650.34 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-09-25 5.662 16154650.00 2358315.53 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-09-25 4.500 15600000.00 1493804.10 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-12-25 5.712 20000000.00 2095851.27 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-03-25 3.000 3000000.00 2363685.90 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-11-25 5.662 8834880.00 1167189.97 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-04-25 3.500 2000000.00 1543234.99 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-06-25 3.500 490000.00 304473.14 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2040-11-25 3.500 2000000.00 863356.61 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2029-09-25 3.500 1929000.00 1719525.68 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2029-12-25 3.500 1389000.00 1308466.86 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-08-25 5.712 20013000.00 2703278.48 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-04-25 5.512 22796639.00 1949169.03 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-05-25 5.612 7277000.00 1141507.06 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-05-25 3.500 3000000.00 2438583.52 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-09-25 4.000 258798.00 98075.85 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-09-25 2.124 100000000.00 3928987.91 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-08-25 2.581 49975810.00 1818951.35 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-10-25 5.562 7695385.00 1374705.76 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2040-08-25 3.000 4000000.00 3724262.53 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2028-11-25 0.439 75000000.00 1682806.46 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-12-25 4.000 16662375.00 817663.14 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2024-11-25 0.803 285000000.00 535921.12 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-10-15 5.636 10000000.00 695014.32 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-02-15 4.000 80833333.00 934620.05 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-03-15 2.500 7500000.00 1832735.67 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-01-15 1.500 4550000.00 955789.36 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2031-10-15 3.000 1571000.00 398949.17 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-11-15 5.336 20250000.00 1257150.07 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-11-15 1.500 4300000.00 1210620.20 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-11-15 5.336 15285714.00 1363210.05 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2033-01-15 2.250 1000000.00 324970.53 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2032-07-15 2.000 10000000.00 2651700.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2038-02-15 3.000 3000000.00 622636.60 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2038-12-15 3.000 10000000.00 2362044.93 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-08-15 5.285 16320000.00 1303718.85 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-04-15 5.285 21705923.00 1601848.47 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2035-07-15 5.285 16753000.00 870073.59 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2025-05-15 3.500 2395000.00 1232505.54 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2040-05-15 3.000 2180000.00 812904.97 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2029-08-15 1.500 2100000.00 722784.25 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-12-15 1.500 1400000.00 483278.12 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2039-08-15 3.000 2000000.00 634079.93 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-06-15 3.000 5000000.00 2394745.08 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2039-10-15 3.000 2000000.00 734719.96 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2058-06-16 0.385 48900000.00 2190863.82 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2031-12-16 2.500 2100000.00 1982797.66 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2060-02-16 0.609 45009024.00 2809934.49 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-10-20 2.500 3350000.00 2128063.89 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2029-05-20 3.000 2055000.00 1817223.57 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-04-20 5.531 23070422.00 2987013.46 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-08-20 5.481 27955683.00 3112367.51 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-09-20 3.500 1400000.00 702110.06 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2046-11-20 4.000 1000000.00 545283.56 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-01-20 5.331 32000000.00 2881804.15 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-03-20 5.331 4260000.00 686103.61 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-02-20 5.381 24000000.00 2765807.00 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-02-20 1.409 22134090.00 2247468.60 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-03-20 5.381 16245490.00 2256261.74 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-03-20 1.476 21018730.00 1954370.36 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-03-20 5.331 9580000.00 1209761.86 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-03-20 5.331 30635666.00 3850680.90 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-04-20 5.331 4249000.00 592004.24 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-04-20 5.281 23500000.00 3425311.36 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-01-20 4.831 13286175.00 1990113.55 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-01-20 5.381 13482698.00 1410707.40 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-06-20 5.431 13700000.00 1977775.20 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-10-20 4.500 11131586.00 1002613.63 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-09-20 5.331 19545993.00 2788492.85 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-08-20 5.381 15500000.00 1793474.93 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-10-16 4.000 8270539.00 1113053.21 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-10-20 1.268 24564186.00 828522.08 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-01-20 3.500 17858929.00 941937.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2039-10-15 3.000 11533220.00 3188867.58 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-09-15 1.114 5275000.00 2629521.49 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2034-06-15 2.000 1975000.00 772722.24 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-06-15 3.000 1000000.00 698305.40 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-11-15 4.500 37277237.00 1502584.96 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-05-15 1.750 1500000.00 970040.04 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-03-15 2.000 3500000.00 1805589.19 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-03-15 3.000 3000000.00 1279303.01 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2037-09-15 3.000 2000000.00 948352.25 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-09-15 3.000 1300000.00 674945.21 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-03-15 5.386 4912844.00 441138.31 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2029-07-15 3.500 2000000.00 1786109.21 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-01-15 1.114 5000000.00 3637620.72 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-01-15 5.336 14000000.00 1301954.30 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-06-15 5.386 36375000.00 3742540.98 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2040-04-15 4.000 2000000.00 504977.84 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-12-15 4.500 10000000.00 4043215.80 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-07-15 3.500 4000000.00 3964187.77 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-04-15 5.235 10496333.00 1347894.18 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-09-15 5.185 24000000.00 2245095.70 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-06-15 2.275 50000000.00 2477095.06 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2048-04-25 2.500 2500000.00 2564627.40 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2021-10-01 3.270 2000000.00 1714298.08 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2042-06-01 5.000 1359015.00 111948.33 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2038-02-01 5.500 4800000.00 488791.70 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2042-11-01 3.500 7000000.00 3169310.33 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2022-10-01 2.419 3030000.00 2667558.45 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2023-07-01 2.470 2000000.00 1869691.56 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2020-07-01 2.089 2000000.00 1715506.09 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2028-09-01 4.030 1000000.00 1160302.71 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2025-07-01 3.750 1000000.00 1040376.48 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2026-09-01 2.470 1250000.00 1250843.64 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2026-11-01 2.950 1100000.00 1120586.40 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2028-11-01 2.810 2736000.00 3034452.75 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2027-10-01 3.000 3000000.00 3102207.85 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2028-05-01 3.410 2000000.00 2301743.88 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2032-10-01 3.000 1188885.00 446703.68 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2027-11-01 3.000 4750000.00 1284726.08 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2023-09-01 2.500 7000000.00 1282434.48 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2043-10-01 4.000 1830111.00 1133529.07 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2043-11-01 4.000 2844306.00 1693025.12 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2047-04-01 3.500 1145925.00 652241.52 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2047-07-01 3.500 1559916.00 1395532.08 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2028-04-01 2.500 4400000.00 1352428.66 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2044-11-01 3.500 1238050.00 304022.65 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2045-05-01 3.000 1343170.00 997220.81 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2032-06-01 7.000 10957126.00 141572.44 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2031-07-25 6.000 4750000.00 361188.51 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2025-04-25 5.000 5000000.00 456880.30 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2035-08-25 0.787 32214286.00 1665958.34 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2025-10-25 5.000 2000000.00 297093.96 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-02-25 5.332 164647495.00 2084537.15 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2040-06-25 6.000 85326318.00 1074112.22 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2020-08-01 4.000 3297674.00 2506.02 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2046-04-01 2.500 3047906.00 1821494.15 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2046-09-01 3.000 2104633.00 1508168.94 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2047-10-01 3.500 3956428.00 3050361.08 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2047-12-01 3.500 2363155.00 2400455.29 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2047-11-01 3.500 1040642.00 1052417.58 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2048-06-01 4.000 3729653.00 3876061.99 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2029-01-01 3.694 98022.00 115804.51 Agency Debentures and Agency Strips Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 600000000.00 600000000.00 0.0072 N Y Y N - N/A - BANK OF MONTREAL BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 563 0000927971 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 NQQ6HPCNCCU6TUTQYE16 2032-07-01 4.187 81371703.00 364930.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2037-11-01 4.334 17179506.00 272080.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2038-05-01 4.681 3863041.00 131672.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2038-01-01 4.085 1008.00 11.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2038-04-01 3.907 3289.00 27.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2037-07-01 4.500 50267207.00 279960.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2037-10-01 3.625 34410481.00 204806.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2037-11-01 4.126 21513485.00 250460.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2035-07-01 3.976 45247587.00 737112.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2035-06-01 4.368 80289590.00 2927507.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2037-08-01 4.461 12955856.00 777588.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2038-05-01 4.897 205728.00 7096.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2035-08-01 4.567 8062694.00 695706.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2036-07-01 3.459 51283501.00 332430.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2036-07-01 3.599 51599739.00 829400.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2036-07-01 3.459 51599363.00 952856.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2037-01-01 3.974 11955360.00 1130592.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2036-10-01 4.480 15000000.00 427949.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2037-05-01 4.642 21615590.00 715362.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2037-06-01 4.642 24041216.00 446370.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2037-09-01 3.875 53101665.00 78516.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2037-10-01 3.649 19128212.00 315513.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2037-10-01 3.662 30589238.00 736946.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2037-11-01 3.899 50210980.00 74374.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2037-10-01 4.142 48882721.00 3329725.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2035-05-01 4.471 18765627.00 911850.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2038-06-01 4.006 5876483.00 1952363.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2021-09-15 9.000 16.00 0.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2029-07-01 4.514 41617502.00 99419.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2029-10-01 4.415 34521375.00 67448.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2029-06-01 4.708 82720915.00 608015.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2031-07-01 4.605 17773272.00 24226.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2031-12-01 3.975 15563214.00 111249.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2032-03-01 4.000 9223193.00 54011.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2032-03-01 3.725 33187991.00 36715.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2032-01-01 3.875 72416916.00 73343.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2032-02-01 3.778 50000000.00 132359.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2032-06-01 4.750 41082266.00 89787.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2032-11-01 4.226 48502743.00 413426.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2044-11-01 3.476 434368.00 75434.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2050-04-01 2.500 51602701.00 53720160.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2035-01-01 1.830 4950000.00 5212038.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2032-06-01 4.538 60301497.00 117377.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2032-06-01 4.724 40012476.00 274392.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2032-07-01 4.625 40374396.00 57097.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2031-06-01 4.498 1865.00 0.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2032-09-01 4.224 47349998.00 160185.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2032-11-01 4.099 56098189.00 217262.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2032-12-01 3.996 47920595.00 179090.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2033-01-01 3.975 25498784.00 76539.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2033-05-01 4.827 15236895.00 185130.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2030-08-01 4.615 17600921.00 393206.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2030-12-01 4.378 41480114.00 556478.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2030-12-01 4.738 11507518.00 212466.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2033-04-01 4.394 50000000.00 640996.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2033-05-01 4.722 36522452.00 157445.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2033-05-01 4.722 30013614.00 66666.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2033-05-01 4.750 9929943.00 106952.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2030-04-01 5.750 63293.00 0.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2027-03-01 3.859 73525895.00 58748.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2037-01-01 3.980 2127.00 60.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2038-02-15 2.354 16700160.00 234227.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2038-10-17 6.299 2513.00 56.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-08-25 2.105 59211994.00 539534.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2022-02-25 0.773 340000.00 1336.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-10-25 2.325 1249990.00 584771.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-10-25 2.325 1996250.00 1664163.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-11-25 4.218 2139710.00 1809627.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-11-25 3.512 3050000.00 2430676.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-12-25 2.971 3266300.00 1399701.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-01-25 5.269 2370050.00 2207654.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-03-25 4.673 4640100.00 4815569.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-03-25 4.773 1000021.00 1064146.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-04-25 4.815 6000000.00 5911638.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-09-25 2.048 65464630.00 717390.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-08-25 2.170 32814932.00 326631.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-12-25 3.500 2666643.00 1102.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2046-11-25 1.908 647107.00 10886.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-05-25 4.815 288000.00 98206.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2057-12-25 7.036 104250.00 25101.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-06-25 5.562 2348592.00 365826.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2029-10-25 2.427 516034.00 534310.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-12-25 5.512 615778.00 81701.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-12-25 5.512 3118843.00 451280.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-01-25 0.000 4545454.00 904.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-01-25 2.879 3181819.00 3185557.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-01-25 4.500 13450555.00 1655146.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2049-11-25 1.111 35649525.00 3723280.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2024-10-25 1.348 8461100.00 382118.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-04-25 3.500 319220.00 28245.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-06-25 0.000 1212792.00 1116247.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2038-06-15 2.334 27095043.00 286493.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-08-15 1.990 270883.00 225687.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-08-15 1.990 4287721.00 3698248.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-08-15 2.116 3657022.00 499006.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2040-11-15 1.991 4172000.00 1733261.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-09-15 1.990 2152846.00 1405716.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-10-15 2.163 750000.00 411106.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-10-15 3.185 1522308.00 1243522.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-10-15 4.475 2372960.00 316112.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2039-05-15 5.386 131600000.00 2436952.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-05-15 4.475 415521.00 419652.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2040-02-15 2.605 28734104.00 355197.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-07-15 2.331 36368204.00 423038.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2038-06-15 2.145 44875677.00 689397.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-01-15 4.000 14001250.00 364559.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-02-15 2.095 35502620.00 646964.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-06-15 3.500 3500000.00 122726.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-10-15 2.914 4748263.00 4151033.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-08-15 3.500 9003817.00 393430.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-06-25 2.891 1.00 0.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2046-06-15 3.500 1071429.00 25702.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-02-15 3.500 357143.00 15899.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-11-15 5.336 100008.00 12556.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-12-15 5.285 100011.00 12915.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-07-25 1.204 13.00 0.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-12-15 2.500 837380.00 839423.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2054-01-15 6.500 1953324.00 2034064.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2030-06-01 2.930 20000000.00 22132205.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2029-02-01 3.089 29601739.00 33356102.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2028-02-01 3.169 1005.00 1098.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2028-06-01 3.770 253700.00 286341.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2042-06-01 4.498 30720301.00 3312005.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2035-09-25 5.500 4353.00 27.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2020-06-25 0.823 23167546.00 250.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2050-03-01 3.000 6446382.00 6853549.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2029-06-01 3.140 5049051.00 5718461.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2050-03-01 2.810 913000.00 937091.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2030-04-01 2.109 39221.00 41916.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2035-02-01 2.560 1728000.00 1867138.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2035-03-01 2.370 2500000.00 2679500.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2047-12-01 2.694 400000.00 276893.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2036-05-01 3.641 84379389.00 1623060.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2036-06-01 3.535 50411758.00 1974240.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2037-09-01 4.083 59906485.00 2515505.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2038-05-01 4.171 28139725.00 599635.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2050-04-01 2.500 69381633.00 72228631.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2040-03-01 3.625 40005102.00 3777279.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2040-04-01 3.904 25234897.00 2439939.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2040-06-01 4.498 45283489.00 2724871.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2040-06-01 4.557 24802416.00 3294952.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2040-06-01 4.041 94301954.00 2986482.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2050-02-20 3.500 2541482.00 2746420.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-03-16 0.000 40000000.00 16.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-08-16 0.000 1139408.00 0.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2038-04-16 6.000 833333.00 5586.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2067-06-20 2.047 8397000.00 760877.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2067-07-20 1.906 16045425.00 1390869.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-03-16 0.000 120032.00 0.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2066-10-20 2.105 665000.00 578566.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-07-20 5.531 25000000.00 2398831.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-08-20 3.023 1496514.00 1616752.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-09-16 2.750 854002.00 723691.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-09-20 1.850 5453412.00 488763.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-09-20 2.399 351040.00 330566.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-12-20 1.151 5751181.00 508942.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2070-01-20 2.330 2350003.00 2319053.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2061-11-16 1.800 8000.00 8132.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-07-20 7.119 162500.00 91749.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-11-20 4.523 258086.00 160049.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-07-20 4.922 225100.00 110848.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2046-11-20 3.365 3318000.00 1979967.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2046-11-20 3.135 3195000.00 1839107.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-08-20 0.000 385155.00 382188.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-06-20 4.000 12961211.00 1653877.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-09-16 4.500 18114700.00 2161366.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-04-20 3.250 74576180.00 19476702.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-06-20 5.381 11150269.00 1515005.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-08-20 2.631 3069732.00 418145.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-07-20 5.381 10292857.00 1480422.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-07-20 5.381 6709063.00 628515.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-08-20 5.331 3667786.00 529653.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-09-20 5.381 5731378.00 965359.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-11-20 5.331 3468491.00 584130.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-11-20 5.381 8803280.00 1149776.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-12-20 4.500 2777777.00 390126.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-03-20 2.000 6443887.00 6531931.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-02-20 3.000 848580.00 948582.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-10-20 3.500 7413570.00 662250.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-02-20 3.000 6333333.00 750599.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-03-20 5.381 21164829.00 5858205.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-02-20 3.500 14736071.00 1954570.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-11-20 2.000 37689000.00 37924976.64 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 400000000.00 400000000.00 0.0048 N Y Y N - N/A - BANK OF NOVA SCOTIA/NEW YORK BANK OF NOVA SCOTIA/NEW YORK L3I9ZG2KFGXZ61BMYR72 36019 0000814020 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank-Agency Debentures and Agency Strips L3I9ZG2KFGXZ61BMYR72 2020-07-23 0.893 498000.00 498026.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2043-11-20 3.125 25000000.00 1375356.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2044-06-20 3.875 19445614.00 1239362.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2048-06-20 3.500 119465505.00 65910180.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2048-04-20 3.500 8775000.00 4938845.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2049-07-20 3.500 24050000.00 20829578.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2049-04-20 4.500 1212202.00 1010701.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2049-03-20 5.500 1008822.00 930526.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2049-07-20 4.500 1117060.00 1022873.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2049-05-20 4.500 1019963.00 975817.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2044-02-20 4.500 1290613.00 837721.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2039-10-20 3.125 20075000.00 905711.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2039-11-20 3.125 22580105.00 1525300.45 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0002 100000000.00 100000000.00 0.0012 N Y Y N - N/A - BANK OF NOVA SCOTIA/NEW YORK BANK OF NOVA SCOTIA/NEW YORK L3I9ZG2KFGXZ61BMYR72 36019 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 2020-05-05 0.000 831300.00 831291.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-06-23 0.000 200.00 199.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-05-07 0.000 33.33 33.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-02-15 7.875 33.33 35.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-01-15 2.375 33.33 51.84 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2040-08-15 3.875 33.33 50.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2040-11-15 4.250 33.33 53.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-02-15 2.125 72116833.33 126959487.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-11-15 3.125 27880066.66 38780482.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2043-08-15 3.625 2142333.33 3207066.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-02-15 3.625 33.33 50.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-08-15 3.125 17996100.00 25242605.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-05-15 3.000 23509633.33 32733655.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-02-15 2.500 6332600.00 8107850.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-08-15 2.250 4999866.66 6134946.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2047-02-15 3.000 2843300.00 4004700.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2047-05-15 3.000 306533.33 434542.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2047-08-15 2.750 33.33 45.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2047-11-15 2.750 24999966.66 34034923.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2048-02-15 3.000 5367000.00 7603994.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2048-11-15 3.375 5333333.33 8157201.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2049-05-15 2.875 4364666.66 6153941.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2049-08-15 2.250 287366.66 359013.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-08-15 1.500 2833.33 3018.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-08-31 1.375 2270200.00 2357453.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-08-31 1.125 33.33 33.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-07-15 1.500 66600.00 67085.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-09-30 2.125 33.33 35.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-10-31 2.000 30393000.00 31722450.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-11-15 1.750 143766.66 146189.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2028-01-15 0.500 29520600.00 33156814.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2028-02-15 2.750 30866666.66 36188734.64 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-04-15 0.625 29358266.66 31080042.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-05-15 2.625 519500.00 539006.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-05-31 2.875 6160900.00 7004505.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-08-31 2.750 66868000.00 72627034.84 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-09-30 3.000 19234333.33 21932198.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-11-15 2.875 2946766.66 3106779.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-11-30 2.750 394333.33 404917.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-02-29 2.375 3716200.00 4021537.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-04-15 2.250 2666633.33 2774741.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-04-30 2.250 66.66 71.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-05-31 2.125 58857333.33 65195569.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2029-07-15 0.250 1918866.66 2079286.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-01-31 2.125 290166.66 296027.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-02-28 2.000 149900.00 152715.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-10-31 2.000 66.66 68.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-03-31 1.750 2862033.33 2949936.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-09-30 1.750 16650933.33 17283592.64 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-01-15 0.625 9866.66 11361.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-05-15 1.625 13303000.00 14312875.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-07-15 0.125 12970066.66 14495827.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-07-31 1.125 9096333.33 9228817.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-09-30 1.375 3385800.00 3513482.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-11-15 1.625 4544133.33 4736692.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-11-15 2.000 12406966.66 13711184.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-12-31 2.000 127266.66 131893.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-02-15 2.000 152333.33 160358.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-01-15 0.375 4133333.33 4658395.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-05-15 1.750 4604566.66 4847668.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-08-31 2.125 300.00 303.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-11-15 2.750 3766.66 4137.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-04-30 2.250 5649566.66 5766964.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-05-15 2.500 5788900.00 6358549.64 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-04-15 0.125 31377100.00 33117613.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-04-30 1.875 581233.33 600400.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-08-31 1.500 672400.00 685887.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-08-31 1.250 333.33 347.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-09-30 1.625 1366300.00 1465180.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-10-31 1.625 33.33 35.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-11-30 1.500 16092333.33 16522586.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-12-15 1.625 8333200.00 8684966.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-12-31 1.750 16008766.66 17399132.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-12-31 1.750 300700.00 321791.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-12-31 1.625 16666666.66 17146813.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-04-15 0.250 278000.00 278017.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-04-30 0.500 2666.66 2661.75 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0002 800000000.00 800000000.00 0.0096 N Y Y N - N/A - BARCLAYS BANK PLC BARCLAYS BANK PLC 580 0000312070 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.750 73897100.00 101599911.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.750 74903000.00 101599994.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 1.000 70837200.00 101599889.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.875 73251200.00 101599894.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-31 0.170 30856400.00 30925764.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-01-31 0.240 971600.00 974138.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-04-30 0.264 101275600.00 101599982.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-07-31 0.345 31494800.00 31637328.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-31 0.168 866500.00 868252.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-10-31 0.425 74255200.00 74696681.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-01-31 0.279 596400.00 598249.11 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0002 635000000.00 635000000.00 0.0076 N Y Y N - N/A - CANADIAN IMP BK COMM NY CANADIAN IMP BK COMM NY 2IGI19DL77OX0HC3ZE78 12816 0000800030 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) 2IGI19DL77OX0HC3ZE78 2026-11-15 0.000 125014500.00 121134424.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2044-11-15 3.000 300.00 415.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2047-02-15 3.000 7442900.00 10483096.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2048-02-15 1.000 100.00 140.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2048-05-15 3.125 18987400.00 27696715.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2027-11-15 2.250 17315700.00 19671359.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2024-12-31 2.250 1777200.00 1945577.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2023-01-31 2.375 1775900.00 1889827.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2023-02-28 2.625 100.00 107.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2023-05-31 2.750 17679500.00 19226646.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2023-06-30 2.625 1000.00 1082.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2023-08-31 2.750 1300.00 1411.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2028-11-15 3.125 16916900.00 20722394.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2022-01-15 2.500 11097200.00 11609071.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2026-01-31 2.625 200.00 225.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2026-03-31 2.250 3449800.00 3815793.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2026-04-30 2.375 426700.00 474693.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2026-05-31 2.125 10676400.00 11826121.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2024-08-15 2.375 100.00 109.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2026-07-15 0.125 200.00 223.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2026-11-15 2.000 343100.00 379166.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2022-04-15 0.125 2095900.00 2212161.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2022-05-31 1.750 29584500.00 30738554.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2024-05-31 2.000 4443300.00 4781017.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2025-06-30 2.750 31697700.00 35798478.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2030-02-15 1.500 76978700.00 83591221.08 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0002 400000000.00 400000000.00 0.0048 N Y Y N - N/A - CANADIAN IMP BK COMM NY CANADIAN IMP BK COMM NY 2IGI19DL77OX0HC3ZE78 12816 0000800030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2040-07-01 4.025 1615.00 45.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2041-12-01 4.000 2172.00 711.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-12-01 3.500 1000.00 396.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2044-02-01 4.500 5813264.00 2021164.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2029-11-01 3.000 550682.00 230599.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-11-01 4.000 2294.00 1609.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-12-01 3.000 2000.00 733.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2038-10-01 4.440 1195.00 55.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-04-01 4.000 1022.00 281.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2031-01-01 3.000 1000.00 447.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2032-02-01 3.500 2000.00 1110.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-10-01 4.000 214535.00 197924.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2043-01-15 3.500 19346305.00 937832.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2046-12-15 3.000 16528662.00 1330224.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2048-11-15 3.500 10996365.00 1215341.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-07-01 4.000 292524.00 257880.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-12-01 3.500 1271841.00 1066681.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2044-04-01 4.000 4917.00 2053.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-04-01 4.000 22596.00 18745.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-01-01 4.000 1008.00 702.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-05-01 3.500 1008.00 878.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-03-01 3.000 4000.00 4235.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-01-01 4.000 4000.00 4257.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-02-01 3.000 3008.00 3176.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-04-01 3.000 4000.00 4243.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2035-02-01 3.000 3000.00 3143.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-11-01 3.500 8000.00 8405.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2041-01-25 11.278 5984958.00 8412782.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2032-08-25 3.500 5714285.00 170329.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2031-12-25 6.212 7944084.00 279224.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2043-02-25 5.662 10400000.00 467637.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2042-01-25 3.000 2399983.00 23992.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2043-02-25 5.762 62976427.00 2130045.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2044-07-25 1.965 8500000.00 114769.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2055-04-25 2.156 8681058.00 123941.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2045-05-25 5.612 23803764.00 2245786.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2045-09-25 2.206 5449978.00 118881.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2045-07-25 2.444 41300000.00 750664.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2043-01-25 5.863 2251025.00 1766265.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2046-03-25 3.500 15000000.00 1155764.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2046-05-25 3.000 5100000.00 221566.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2046-04-25 3.500 14500000.00 208140.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2047-07-25 4.000 4750000.00 132118.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2048-05-25 3.000 33150000.00 1571099.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2048-05-25 5.712 9556391.00 1466161.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-04-25 5.512 22000000.00 3065960.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2048-12-25 3.000 46500000.00 4072594.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-07-25 5.512 14250000.00 2233310.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-07-25 5.512 10500000.00 1489440.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-07-25 5.512 18850000.00 2190903.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-07-25 5.562 24534409.00 4549291.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-06-25 5.562 11500000.00 976781.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-01-25 5.562 21529252.00 1643694.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-06-25 5.562 10000000.00 1661185.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-09-25 5.532 14500000.00 1656082.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-10-25 5.512 13500000.00 1735095.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-10-25 5.512 14000000.00 2022522.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-11-25 5.512 12825500.00 2695649.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2036-11-15 2.470 11512740.00 101127.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2041-09-15 11.501 7624894.00 1067380.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2040-11-15 1.991 500000.00 207725.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2042-09-15 5.386 3750000.00 210571.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2038-01-15 2.389 20734245.00 487611.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2038-10-15 2.311 34320006.00 914740.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2048-09-15 3.000 4400000.00 235180.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2049-08-25 5.235 8000000.00 1224878.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2049-11-25 5.185 12251767.00 2161596.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2049-11-25 5.185 19381364.00 3772088.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2048-04-25 5.185 43656137.00 7989972.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2041-10-01 4.500 1042.00 301.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-03-01 4.000 468317.00 193186.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2041-08-01 4.500 32297.00 11272.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2043-03-01 4.000 3140.00 1173.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2028-10-01 3.000 1268.00 469.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-01-01 3.500 5969.00 4151.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-02-01 3.500 6546.00 4636.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-03-01 4.000 1000.00 781.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2043-09-01 3.779 2444112.00 132370.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2045-06-01 2.444 447848.00 129481.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2045-05-01 4.000 5370.00 4304.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2023-06-25 6.612 49714285.00 56637.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2043-08-01 3.500 14100000.00 766303.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2043-11-01 3.000 32186114.00 1720280.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2036-12-25 6.152 39285000.00 569073.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2036-04-15 5.886 32000000.00 107317.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2037-02-25 5.582 33400000.00 238823.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2036-07-15 5.655 16862278.00 392654.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2037-09-25 6.032 6900000.00 111479.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2038-02-25 6.512 16000000.00 222275.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2038-03-25 6.492 16917000.00 326566.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2036-09-15 6.966 18000000.00 283719.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2036-09-15 5.766 12368028.00 144033.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2038-08-25 5.512 32335409.00 111917.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2041-07-25 5.432 41190490.00 680476.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2040-10-25 5.582 59113364.00 748889.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-08-01 4.000 698210.00 423446.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-03-01 4.000 864333.00 678905.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-07-01 4.000 1149206.00 959549.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-11-01 4.000 377657.00 319561.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-11-01 3.000 3698568.00 3885244.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-07-01 4.500 4233464.00 3804779.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-03-01 4.000 786102.00 742652.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2029-10-01 2.459 6547.00 7073.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-11-01 4.000 3721.00 2795.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-11-01 4.000 1125558.00 907039.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-07-01 4.000 48838.00 46625.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-04-01 3.500 1000.00 1055.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-12-01 3.500 1000.00 1052.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-06-01 4.000 4135352.00 3844935.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-11-01 3.500 249104.00 264519.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-10-01 4.000 2819200.00 1782370.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2038-04-01 3.000 1024.00 862.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-04-01 3.000 1031496.00 1087757.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2049-04-01 3.500 18421606.00 1078345.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2049-04-01 3.500 9250000.00 1068570.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2049-04-01 4.000 9750000.00 1121427.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2048-07-01 3.500 40054922.00 2572418.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-02-20 3.500 1703.00 1806.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-07-15 4.000 71474.00 45553.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2069-06-20 4.250 5107424.00 5899959.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-03-15 4.000 5589682.00 5961382.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2067-01-20 4.573 2654927.00 2962677.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2045-08-15 3.500 8580000.00 5146621.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-09-15 3.500 5914630.00 4798243.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2040-12-20 5.531 6325999.00 343917.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2042-08-20 5.401 6291390.00 528706.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2045-09-20 1.504 14630000.00 227473.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2039-08-16 5.905 11121625.00 145300.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2027-12-20 2.500 40332084.00 602801.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2042-06-20 3.500 4223713.00 87869.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2042-11-20 3.500 15200000.00 725060.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2044-11-20 4.881 16500000.00 1421801.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2046-06-20 3.000 13907131.00 422205.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2046-04-20 3.000 15430000.00 433159.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2047-06-20 4.000 14750000.00 1216315.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2047-10-20 5.481 15500000.00 1949419.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2047-09-20 3.000 151630000.00 87470515.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2048-03-20 2.581 37000000.00 1908329.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-02-20 5.381 10000000.00 1077307.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-03-20 3.071 93500000.00 6388954.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-05-20 4.821 5000000.00 454445.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-06-20 2.561 19000000.00 1128161.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-06-20 5.331 27900000.00 4272624.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-06-20 2.561 46000000.00 2743147.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-08-20 5.331 33952064.00 5373272.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-09-20 5.331 10950000.00 1897894.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-09-20 5.331 29250000.00 6041066.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-10-20 2.711 31250000.00 2309883.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2046-04-20 5.331 19589953.00 3901485.97 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 250000000.00 250000000.00 0.0030 N Y Y N - N/A - CANADIAN IMP BK COMM NY CANADIAN IMP BK COMM NY 2IGI19DL77OX0HC3ZE78 12816 0000800030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2065-04-20 4.597 5135291.00 5256712.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2063-07-20 4.347 3400000.00 1774656.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2063-08-20 4.663 1450000.00 900789.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2064-06-20 4.612 94320.00 54919.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2063-11-20 4.711 955760.00 677774.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-11-20 3.000 11223497.00 7586631.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-08-20 4.500 255265.00 258678.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-07-15 4.000 1456596.00 928345.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-12-20 4.000 1065995.00 970794.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2067-12-20 4.400 4589657.00 4494815.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2067-11-20 4.509 3000000.00 3487818.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2067-12-20 3.843 3208949.00 3246100.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-06-20 4.000 5000000.00 5189366.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2069-03-20 4.142 1633397.00 1738750.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-01-20 4.500 1072868.00 927693.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-12-20 5.000 4708625.00 2373247.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-01-20 4.500 1272208.00 1198437.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-04-20 5.000 1379542.00 1506762.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2069-08-20 3.835 3711984.00 3698622.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-08-20 3.500 4676801.00 4781678.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2064-01-20 4.692 3860916.00 3045667.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2064-12-20 4.674 5075401.00 4487649.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2065-03-20 4.645 2707939.00 2448927.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2065-03-20 4.642 5288435.00 5559801.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2066-07-20 4.634 2946859.00 3313916.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2064-11-20 4.681 3350000.00 3266156.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2064-10-20 4.572 3714942.00 3219603.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2064-11-20 4.613 3820647.00 3157101.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2064-11-20 4.559 4815793.00 4749704.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2065-10-20 4.017 1213273.00 800099.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2065-11-20 3.649 3981456.00 2431046.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2066-12-20 4.514 3213511.00 3583226.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2066-02-20 3.605 3687830.00 2725370.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-06-15 4.000 698978.00 550389.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-07-20 3.500 2700000.00 1158119.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2066-12-20 4.543 5001519.00 5512871.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2039-06-20 4.500 1000000.00 104762.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2039-06-20 5.000 390000.00 36250.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2039-07-20 4.500 2000000.00 245393.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2039-09-20 4.500 1000000.00 120988.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2024-11-20 6.500 3360317.00 42687.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2038-11-15 6.000 6936344.00 387670.83 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 100000000.00 100000000.00 0.0012 N Y Y N - N/A - CASH MGMT BILL CASH MGMT BILL 9127962W8 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-06-23 2020-06-23 2020-06-23 N N N 0.0010 999867500.00 999867500.00 0.0120 N Y Y N - N/A - CASH MGMT BILL CASH MGMT BILL 9127962V0 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-06-16 2020-06-16 2020-06-16 N N N 0.0013 1699820786.00 1699820786.00 0.0204 N Y Y N - N/A - CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 36027 0000091154 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) MBNUM2BPBDO7JBLYG310 2043-02-15 3.125 100.00 138.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2043-05-15 2.875 100.00 134.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2043-08-15 3.625 200.00 299.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2043-11-15 3.750 11000.00 16908.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2044-02-15 3.625 29445500.00 44288449.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2044-02-15 1.375 568400.00 869427.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2044-05-15 3.375 31843900.00 46566328.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2044-08-15 3.125 14472700.00 20300434.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2044-11-15 3.000 58640100.00 81291054.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2045-02-15 2.500 64162700.00 81599946.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2045-05-15 3.000 58385600.00 81293233.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2045-08-15 2.875 59757400.00 81305127.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2046-02-15 1.000 744400.00 1068712.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-01-31 2.500 79688100.00 81599922.60 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0002 510000000.00 510000000.00 0.0061 N Y Y N - N/A - CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 36027 0000091154 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) MBNUM2BPBDO7JBLYG310 2029-04-15 3.875 34500.00 75014.74 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2032-08-25 2.940 247000.00 288693.18 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2031-09-29 3.339 550000.00 659922.51 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2034-02-28 3.649 705000.00 735315.07 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2034-07-24 3.125 4147000.00 4194911.67 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2032-07-29 3.000 14952000.00 15116372.31 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2036-03-14 5.625 48885000.00 77757189.83 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2031-03-15 6.750 10825000.00 17092431.43 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2032-07-15 6.250 29803000.00 47293312.75 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2030-05-15 0.000 1000.00 864.36 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2030-05-15 7.250 4000.00 6432.99 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2030-11-15 6.625 214000.00 336481.95 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2025-11-01 6.750 124000.00 167428.33 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2030-05-01 7.125 121000.00 189626.61 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2056-04-01 5.375 422000.00 755852.58 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2048-01-15 4.875 333000.00 526697.35 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2038-06-15 5.500 1210000.00 1865910.75 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2060-09-15 4.625 18506000.00 30045439.43 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2021-02-15 3.875 2025000.00 2097492.80 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2021-02-15 3.875 7405000.00 7670090.97 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2022-08-15 1.875 405000.00 418807.76 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2042-12-15 3.500 762000.00 964512.93 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2024-09-15 2.875 109000.00 119308.53 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2065-09-15 4.250 20336000.00 32318876.15 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2065-09-15 4.250 9000000.00 14303200.50 Agency Debentures and Agency Strips Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 250000000.00 250000000.00 0.0030 N Y Y N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 261700PLI2HF5NCF2442 4257 0001335241 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-05-31 2.750 87941.88 95637.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-08-15 2.875 7827658.08 9325165.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 2.625 456759.76 462565.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-15 2.750 19780158.24 20544018.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-09-30 2.875 19357024.48 21096380.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-15 2.875 276.92 288.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-15 2.875 197.80 208.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-11-15 3.125 15283689.52 18721789.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-30 2.875 356.04 392.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 2.500 553.84 567.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-12-31 2.625 1898880.00 2146429.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-01-15 0.875 9468171.72 10844477.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-31 2.500 19437726.87 21141372.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-15 2.500 7912118.67 8276163.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-28 2.500 35643.55 36492.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-15 2.375 1919055.60 2002251.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-03-31 2.250 949756.47 1050517.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-30 0.264 4260612.00 4274258.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-31 2.125 39.56 40.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-05-31 2.125 10958120.00 12138179.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-06-30 1.750 18989156.03 20212652.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 1.625 17802039.55 18200320.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-06-30 1.875 16491614.56 17989528.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 2.000 158.24 161.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 2.375 328704.03 336209.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-31 2.125 237.36 242.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-02-15 2.750 1958852.96 2148973.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-28 2.000 391683.56 399041.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-03-31 2.250 276.92 282.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-08-15 2.375 356.04 388.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 2.125 356.04 366.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 2.125 11264472.64 11701769.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-01-15 0.250 3690710.64 4140038.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-01-31 1.500 6330351.63 6495718.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-28 1.750 1631889.56 1682319.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.750 1710455.72 1762989.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-31 1.875 6725279.12 7002723.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 1.375 276.92 278.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.375 316.48 318.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 1.625 316.48 321.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 1.750 435.16 442.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-15 0.625 13818505.80 15911894.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-31 1.375 237.36 240.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 3.500 593.39 603.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-15 2.625 276.92 280.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-01-31 1.750 15428597.80 16127018.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-02-15 1.625 19779841.76 21160439.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-28 1.500 1819918.24 1888559.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-28 1.125 1111636.00 1122779.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-15 2.625 3046238.68 3124110.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-15 1.125 6522217.63 7679140.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-30 1.375 8639745.75 8744917.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-15 3.125 1728376.40 1806285.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-05-31 1.625 158.24 165.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-31 1.375 197.80 201.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 2.125 11868276.92 12218325.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-15 2.000 1029825.92 1067936.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 1.125 9890553.83 10039581.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-07-31 1.125 9890435.16 10034485.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-31 1.250 197.80 204.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-01-15 0.125 13198837.96 14966424.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-15 2.000 2926767.48 3032230.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-09-30 1.375 13846079.12 14368229.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-31 1.250 593.39 602.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-15 1.625 19780870.32 20482284.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-30 2.125 1967635.28 2112431.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-30 1.750 474.72 489.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 2.000 11868316.48 12299793.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 2.000 19780356.03 20822402.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-12-31 2.250 1937094.96 2088580.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-31 2.250 6219267.16 6702530.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-31 1.375 435.16 438.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.875 276.92 279.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-15 0.375 47788.48 54043.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 2.000 79.12 79.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 2.500 4035476.04 4349299.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 2.125 39.56 39.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 2.000 7912039.56 7986803.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-02-29 2.125 230911.72 247606.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.875 19780553.84 20438749.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-03-25 0.000 7832880.00 7821303.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-24 0.000 2840408.00 2838760.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-19 0.000 119471.20 119465.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-22 0.000 5142800.00 5139472.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-09 0.000 3105460.00 3105112.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-16 0.000 395600.00 395548.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-28 0.000 2769200.00 2767757.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-15 0.000 791200.00 790287.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-21 0.000 20566255.00 20565123.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-18 0.000 405410.88 405352.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-16 0.000 276.92 276.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-13 0.000 253223.56 253131.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-10 0.000 316.48 316.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-08 0.000 3560993.39 3558785.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-05 0.000 474.72 474.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-07 0.000 11407917.20 11407768.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-03 0.000 237.36 237.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-28 0.000 238744.60 238728.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-04 0.000 6273029.20 6272452.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-25 0.000 2828658.68 2828262.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-09 0.000 6329600.00 6328435.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-23 0.000 1938440.00 1937949.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-06 0.000 33626.00 33615.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-27 0.000 5934000.00 5931555.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-08-15 0.000 1345040.00 938318.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 8.750 118.68 123.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-15 8.750 39.56 41.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-15 7.875 197.80 213.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 8.125 197.80 221.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-15 8.000 79.12 91.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-15 7.250 237.36 279.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-11-15 7.625 23182.16 28342.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 7.125 1797131.67 2169187.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 6.250 276.92 334.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-11-15 7.500 593.39 804.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-08-15 6.875 237.36 321.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-08-15 6.750 276.92 388.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-08-15 6.375 79.12 113.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-11-15 6.125 1965855.08 2835641.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-08-15 5.500 356.04 502.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-11-15 5.250 7516400.00 10626885.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-08-15 6.125 316.48 479.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-05-15 6.250 593.39 936.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2032-04-15 3.375 1682684.60 3576403.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-01-15 2.375 5097978.52 7929742.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-15 2.000 361855.32 537732.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2036-02-15 4.500 79278.24 123479.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-01-15 2.375 8913303.16 13649781.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2038-05-15 4.500 316.48 511.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-01-15 2.500 7792291.44 11869078.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-02-15 3.500 514.27 742.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-05-15 4.250 1449874.00 2300848.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-08-15 4.500 79.12 128.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-02-15 2.125 6425097.83 11338364.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-02-15 4.750 356.04 602.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-05-15 4.375 5934000.00 9707466.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-08-15 3.750 79.12 119.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-11-15 3.125 1978356.04 2751844.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-02-15 0.750 10171034.24 13996153.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-08-15 2.750 276.92 362.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 3.125 1582400.00 2197439.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 0.625 2499994.20 3323407.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-02-15 0.750 9508008.64 12908421.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-08-15 2.875 5597740.00 7616210.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-11-15 3.000 10891461.40 15248130.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 2.500 9890197.80 12662767.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 1.000 814263.47 1169012.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-02-15 0.875 3148580.39 4372802.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-31 1.125 37858.91 38405.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-15 1.500 39.56 39.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-07-31 2.125 356.04 384.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-31 1.625 316.48 327.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-15 1.375 39.56 39.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-09-30 1.875 7528386.67 7837674.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-15 1.625 118.68 119.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-10-31 2.000 19734268.64 20597485.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-10-31 2.250 395600.00 429019.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-15 1.750 17309161.52 17600870.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-11-30 2.125 158.24 172.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-15 1.875 197.80 201.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-01-31 2.500 8296997.91 9183493.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-02-15 2.750 672.51 788.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-15 2.250 7756885.24 7922804.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-03-15 2.375 1880089.00 1922213.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-15 2.375 435.16 444.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-04-30 2.750 3718640.00 3994778.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-05-15 2.875 672.51 802.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-15 2.625 9890356.04 10261721.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-31 2.500 7516558.24 7609857.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-05-31 2.875 197.80 224.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.750 16456.95 16590.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-15 2.750 17406637.35 19118697.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-31 2.000 197.80 203.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 2.125 553.84 570.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-07-15 0.125 7917221.91 8770283.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-07-31 2.250 19780474.71 20402495.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-30 1.750 11235672.96 11579372.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-05-15 2.375 672.51 765.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 1.500 7912197.79 7971237.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-31 1.500 276.92 278.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 2.125 12303318.24 12896041.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.625 5142.80 5183.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-07-15 0.375 12332553.08 14010171.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 1.625 276.92 279.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-05-31 1.750 276.92 287.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 1.750 276.92 287.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 2.500 316.48 320.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-06-30 2.750 255162.00 288172.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 2.625 474.72 480.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 0.168 2171052.79 2175444.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-31 2.750 276.92 300.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-07-31 1.750 3600672.08 3830311.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-08-15 1.625 5961098.60 6527040.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-08-31 1.250 276.92 288.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-09-15 1.500 1618083.12 1670031.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 1.500 302080.16 308050.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-10-15 1.375 10681279.12 10984547.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-31 0.425 8584520.00 8635558.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-31 1.500 9879081.43 10071338.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-11-15 1.750 14043087.92 15625769.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-11-30 1.500 16359246.80 17319771.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-01-15 1.500 6568938.00 6819070.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-01-15 0.125 15240450.43 16283590.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-01-31 1.500 276.92 296.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-28 1.125 5732046.20 5838775.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-03-31 0.625 3929099.20 3957987.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-03-31 0.500 4924428.79 4959342.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 0.375 4131369.48 4146355.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-04-15 0.250 5424467.20 5424806.00 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0002 989000000.00 989000000.00 0.0119 N Y Y N - N/A - DAIWA CAPITAL MARKETS AMERICA DAIWA CAPITAL MARKETS AMERICA 36977 0000026617 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) 2020-09-17 0.000 2160.00 2158.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-09-24 0.000 780.00 779.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-04-22 0.000 60.00 59.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-06-16 0.000 180000.00 179977.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-04 0.000 925380.00 925145.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-21 0.000 60.00 59.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-16 0.000 300.00 299.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-07 0.000 13636740.00 13636589.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-06-25 0.000 180.00 179.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-30 0.000 7028940.00 7027056.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-27 0.000 1284360.00 1283792.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-09-03 0.000 39528600.00 39508045.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-15 7.875 7637220.00 8227966.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-08-15 6.125 15480000.00 23498704.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-05-15 6.250 6000000.00 9491738.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-05-15 2.500 567420.00 733814.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-11-15 2.750 4758600.00 6496672.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 3.000 60.00 86.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-15 1.500 502200.00 536274.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-31 1.625 1605840.00 1662968.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-09-30 2.125 3464940.00 3745377.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 2.250 895140.00 1019718.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-12-15 1.875 12540.00 12764.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-01-15 2.000 153000.00 155915.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-31 2.500 60.00 66.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-02-15 2.750 4130580.00 4854221.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-15 2.250 30000600.00 30640002.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-03-31 2.625 3334200.00 3712173.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-05-15 2.875 3600000.00 4308509.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-31 2.875 102600.00 116825.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-31 2.750 1657200.00 1803406.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-15 2.750 6000000.00 6233539.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-31 2.625 5633820.00 5705584.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-09-30 2.750 120000.00 121589.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-10-31 3.000 31860.00 36376.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-12-31 2.625 5199900.00 5890841.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-12-31 2.625 14760.00 16153.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-01-31 0.240 56520.00 56667.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-31 2.500 120.00 130.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-28 2.500 240.00 269.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-03-15 2.375 135000.00 140892.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-03-31 2.250 5999880.00 6650742.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-04-30 0.264 26690340.00 26775828.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-06-30 1.625 6000000.00 6133540.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-12-31 2.375 120.00 122.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-03-31 2.250 2734380.00 2791753.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 2.250 12879600.00 14128248.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-31 1.375 180.00 181.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-30 2.000 2400000.00 2529225.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-12-31 2.125 4023420.00 4254770.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-15 2.625 36600.00 37072.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-15 0.125 60.00 67.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-02-15 2.250 4800000.00 5391115.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-06-30 1.875 15000000.00 15138237.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-02-28 1.875 9000000.00 9303858.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-03-31 1.875 2819880.00 2914661.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-31 1.750 543420.00 547836.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-04-30 2.000 6600000.00 7046503.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-05-15 2.375 60.00 68.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-31 1.750 60.00 62.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-08-15 1.625 960.00 1054.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-31 1.250 115620.00 120542.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-30 1.625 60.00 64.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-12-31 1.750 164460.00 176252.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-15 1.500 150000.00 155804.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-03-31 0.500 1174800.00 1185067.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-03-31 0.375 123540.00 124026.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-04-15 0.250 6013140.00 6017905.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-04-30 0.125 576300.00 575663.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 0.000 12314593.26 12215891.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-15 0.000 435.56 431.52 U.S. Treasuries (including strips) Y 2020-05-01 2020-05-01 2020-05-01 N Y DAIWA SECURITIES CO LTD 0.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0002 300000000.00 300000000.00 0.0036 N Y Y N - N/A - DAIWA CAPITAL MARKETS AMERICA DAIWA CAPITAL MARKETS AMERICA 36977 0000026617 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 2043-02-01 3.500 1793894.75 764787.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-01-01 4.500 5515036.66 2109094.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-08-01 4.400 1094.54 10.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-01-01 4.267 7714400.51 562165.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-09-01 4.000 11155822.09 2929642.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-11-01 4.000 492901.63 385859.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-07-01 2.823 2154.56 407.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-04-01 4.000 441619.85 426658.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-05-01 4.000 352478.75 286367.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-09-01 4.000 2257935.90 1948416.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-11-01 3.500 213458.33 201694.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-04-01 4.000 698307.59 740969.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-04-01 3.000 8476375.91 8968045.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-04-01 3.500 11706.60 12394.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-04-01 4.000 827717.84 883863.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-04-01 4.500 414799.50 448392.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-05-01 4.500 272500.00 239016.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-03-01 4.000 3390033.52 3286874.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-05-01 4.500 44939352.03 32644954.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-01-01 3.500 1402565.67 1542295.85 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2025-01-23 1.649 4541666.66 4762372.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2040-02-01 2.500 114949706.86 117627695.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2023-07-25 0.000 57225.00 14.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-04-01 3.000 1699315.45 533518.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-12-01 4.202 1646.80 265.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-05-01 5.500 1871.16 33.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-03-01 4.500 55127.65 0.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-01 3.500 768909.61 369395.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-11-01 4.000 10078040.08 5514385.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-08-01 4.251 3027.47 102.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-06-01 6.000 44977.94 176.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-12-01 3.500 1037821.70 774911.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-09-24 0.000 31700.83 31679.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-05-05 0.000 763908.33 763902.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-05-07 0.000 4141000.83 4140955.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-07-02 0.000 22799.16 22794.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-07-30 0.000 90.83 90.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-08-27 0.000 38125475.00 38108623.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-09-03 0.000 1816.66 1815.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-04-30 2.875 532283.33 598888.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2023-12-31 2.625 372780.00 407972.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-02-15 2.625 140337.50 165887.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-06-15 1.750 38240.83 39749.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-04-30 1.375 635.83 643.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-06-30 1.875 37332.50 37676.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-10-31 1.750 90.83 91.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-05-15 2.375 33517.50 38269.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-06-30 1.625 113541.66 114449.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-10-31 1.500 1862083.33 1960259.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-12-31 1.750 33063.33 35434.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-02-15 1.500 249610.00 271983.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-03-31 0.500 13625.00 13744.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-03-31 0.375 17621.66 17691.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2023-04-15 0.250 1453.33 1454.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2023-02-15 0.000 0.78 0.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2023-05-15 0.000 207.66 205.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-01 2.678 4083028.27 2270747.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-01 4.000 1982064.17 1445507.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 4.000 25888567.29 23521805.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-01 4.500 3019740.54 2995685.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-04-01 4.000 1702239.37 1580864.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.000 103561.80 87481.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 3.000 12231651.18 12296040.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 4.000 1611760.29 1475600.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-01 4.000 6034816.79 4772648.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-11-01 4.000 343014.82 249937.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 5.000 26503915.89 26037478.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 5.000 181666.66 149722.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.500 1217076.74 1186873.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-01 4.000 452756.93 326179.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 4.500 1549882.80 1612923.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 4.000 1753669.20 1510739.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-01 3.500 12456883.33 12366258.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-01 3.000 3004259.81 3149722.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-11-01 3.500 6769493.14 7107564.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-01 3.000 466225.70 491382.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 3.500 30932277.96 26051074.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 3.500 59661754.95 49007192.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 5.000 31247045.44 26415584.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-01 5.500 25487.83 15031.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 4.500 44212659.02 39808299.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-01 3.500 102641.66 100629.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-03-01 3.000 4998861.71 5203487.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-01 4.000 9258330.10 8786136.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 3.500 14241450.40 15216862.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-11-01 3.500 35153570.01 38033998.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 5.500 3029.29 206.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-01 3.500 2248613.68 1812584.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-01 3.500 398017.13 313047.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-08-01 3.500 98319.81 87021.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 3.000 5137460.66 4890281.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-09-01 4.500 9482.09 5615.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-01 3.500 431653.62 408113.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-11-01 3.500 9208169.21 9099166.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-01 5.000 283400.00 298797.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-01 3.500 1743119.82 1822727.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-01 4.000 49979617.39 52521482.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-01 4.500 66052.18 70782.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-04-01 2.500 87163718.44 90720860.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-01 2.500 149695590.54 155838182.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-01 3.000 43077634.75 45576338.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-01 3.500 12743037.40 13491925.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-01 2.500 2648338.48 2717761.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-01 4.000 36059707.90 38505718.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-01 4.500 47885.51 51763.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-03-01 4.500 102226.55 98.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-06-01 5.500 10189.68 636.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-10-15 5.000 1564.15 57.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-12-20 4.000 4929.52 318.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-06-20 3.250 1326.16 120.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-01-20 4.000 7954020.66 736306.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-12-20 3.000 142743.67 140189.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2034-11-20 2.500 267202.59 271618.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2034-11-20 3.500 293904.87 300270.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-20 5.000 634781.48 649495.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-20 4.500 7227071.50 3718796.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-20 3.500 4543838.49 3650421.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2034-09-20 4.000 51155.51 51835.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-11-20 5.000 22578404.42 23315028.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-20 4.500 53240.14 56358.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2034-12-20 4.000 409674.68 432429.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-20 4.000 55249920.00 58551199.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-20 3.500 323034.21 342621.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-20 4.000 31356795.72 33423542.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-20 4.500 557728.47 597497.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-20 2.500 73640.39 77817.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-20 3.500 4052164.92 4308336.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-20 4.000 8222749.26 8813160.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-20 4.500 1036399.25 1117924.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-20 5.000 2906444.12 3161710.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-15 4.500 494441.25 194337.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-15 5.000 55639.05 10818.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-15 5.000 48270.65 11975.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-15 5.000 908.33 541.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-15 4.000 186281.00 150663.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-20 4.500 1349263.76 1257828.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-15 3.500 197070.18 209967.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-12-15 4.000 1426.99 1185.64 Agency Mortgage-Backed Securities Y 2020-05-01 2020-05-01 2020-05-01 N Y DAIWA SECURITIES CO LTD 0.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0003 1090000000.00 1090000000.00 0.0131 N Y Y N - N/A - DEUTSCHE BANK SECURITIES INC DEUTSCHE BANK SECURITIES INC 36035 0001074042 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2020-09-15 0.000 54143333.33 54080906.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-21 0.000 5347822.22 5347528.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-06-18 0.000 2406222.22 2405878.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-16 0.000 3258666.66 3257936.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-09-10 0.000 88000.00 87959.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-08 0.000 596266.66 595896.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-07 0.000 351555.55 351550.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-14 0.000 117333.33 117329.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-28 0.000 644888.88 644846.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-06-11 0.000 580888.88 580819.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-02 0.000 80444.44 80430.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-23 0.000 138222.22 138187.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-30 0.000 46222.22 46208.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-06 0.000 400000.00 399869.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-25 0.000 9777.77 9763.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-15 7.250 4444.44 5226.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 7.125 1456222.22 1757700.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 6.000 4849377.77 6452837.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 6.500 147333.33 208934.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 6.375 17777.77 25467.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-04-15 3.625 1420888.88 2994954.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 5.500 952888.88 1343810.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-05-15 6.250 364888.88 575579.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-02-15 4.500 2597866.66 4046291.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-01-15 1.750 4697333.33 6797445.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-02-15 4.375 3030888.88 4790460.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-08-15 4.500 492000.00 799537.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-02-15 4.625 548844.44 906764.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-02-15 2.125 88444.44 156077.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-11-15 3.125 110222.22 153316.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 2.750 32888.88 43342.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 3.125 15111.11 20984.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-05-15 2.875 1230666.66 1655802.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-11-15 3.750 221333.33 340219.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 2.500 2779111.11 3534379.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.750 24844.44 33729.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-08-15 2.875 8444.44 11489.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-11-15 3.000 461111.11 645559.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-05-15 2.500 657333.33 847171.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-11-15 2.875 5309422.22 7338477.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.875 174666.66 242580.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-05-15 3.000 25333.33 35912.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-11-15 2.750 988888.88 1346272.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 1.000 75555.55 106264.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-05-15 3.125 9333.33 13614.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 3.000 3379555.55 4833191.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 2.000 4444444.44 5298359.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 0.250 44.44 51.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-31 1.125 3884444.44 3940519.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-15 1.500 532044.44 535922.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-07-15 0.375 432444.44 485898.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-04-15 0.625 169333.33 179264.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-05-15 2.875 328444.44 392147.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-31 2.500 418222.22 423413.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-31 2.625 8888.88 9001.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-30 2.875 8888.88 10188.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-30 2.750 177777.77 182549.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-01-15 2.500 1314666.66 1375307.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-01-15 0.875 738666.66 846040.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-15 2.625 21777.77 25671.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-04-15 0.500 268000.00 282197.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-05-15 2.375 299111.11 348831.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-06-30 1.750 1205777.77 1283467.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-10-31 2.000 2157333.33 2215406.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 2.250 51437111.11 56344355.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 0.250 302222.22 339016.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-31 1.375 631111.11 635212.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-31 1.375 646666.66 650785.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-15 2.250 428444.44 475290.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-12-31 2.125 1930666.66 2040650.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-15 0.625 379555.55 437055.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-31 1.750 7420444.44 7756352.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-28 1.125 2427555.55 2451891.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-04-15 0.125 89205822.22 95999968.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-05-31 1.375 32888.88 33509.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-15 0.125 3612000.00 4036905.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-09-30 1.375 1819022.22 1887619.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-07-15 0.125 3848888.88 4330267.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-15 1.625 196000.00 204305.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 0.375 85179511.11 95999964.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-31 1.750 3922222.22 3954109.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-11-15 2.750 8000.00 8786.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-15 2.500 362666.66 398354.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-15 1.500 4476000.00 4509399.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-15 2.125 19111.11 20948.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-07-15 0.375 6016444.44 6834871.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-07-15 0.750 75555.55 85814.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-31 0.168 184444.44 184817.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-08-15 1.625 24444.44 26765.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-31 1.375 19111.11 20202.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-09-30 1.500 46043822.22 46953901.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-10-31 0.425 641777.77 645593.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-10-31 1.500 48480266.66 49423741.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-10-31 1.625 121333.33 130015.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-11-15 1.750 120444.44 134018.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-15 1.500 3535111.11 3669721.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-02-15 1.500 228888.88 248550.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-04-15 0.125 80781911.11 83084521.26 U.S. Treasuries (including strips) Y FITCH'S RATING F2 MOODY'S RATING NR S&P RATING A-2 2020-05-01 2020-05-01 2020-05-01 N N N 0.0001 600000000.00 600000000.00 0.0072 N Y Y N - N/A - FANNIE DISCOUNT NOTE FANNIE DISCOUNT NOTE 313588K87 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-10-16 2020-10-16 2020-10-16 N N N 0.0020 299832000.00 299832000.00 0.0036 N N N N - N/A - FANNIE MAE FANNIE MAE 3135G02Z5 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2022-01-07 2022-01-07 N N N 0.0031 249957340.00 249957340.00 0.0030 N N N N - N/A - FANNIE MAE FANNIE MAE 3135G04E0 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2022-04-28 2022-04-28 N N N 0.0033 375000000.00 375000000.00 0.0045 N N N N - N/A - FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312XX3 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-06-09 2020-06-09 2020-06-09 N N N 0.0003 94990737.50 94990737.50 0.0011 N N Y N - N/A - FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313AU2 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2021-01-19 2021-01-19 2021-01-19 N N N 0.0032 199795444.00 199795444.00 0.0024 N N N N - N/A - FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313BU1 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2021-02-12 2021-02-12 2021-02-12 N N N 0.0043 99888389.00 99888389.00 0.0012 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384A33 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-31 2020-07-31 2020-07-31 N N N 0.0001 149958291.00 149958291.00 0.0018 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384R92 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-12-04 2020-12-04 2020-12-04 N N N 0.0014 274784507.25 274784507.25 0.0033 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384H36 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-09-25 2020-09-25 2020-09-25 N N N 0.0006 199522186.20 199522186.20 0.0024 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385DF0 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2021-03-19 2021-03-19 2021-03-19 N N N 0.0044 287363934.46 287363934.46 0.0034 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384ZY8 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-28 2020-07-28 2020-07-28 N N N 0.0013 499865555.00 499865555.00 0.0060 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384WN5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-07 2020-05-07 2020-05-07 N N N 0.0157 489993468.30 489993468.30 0.0059 N N Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384F95 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-09-15 2020-09-15 2020-09-15 N N N 0.0029 499771665.00 499771665.00 0.0060 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384WW5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-15 2020-05-15 2020-05-15 N N N 0.0157 999968890.00 999968890.00 0.0120 N N Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385AW6 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2021-01-21 2021-01-21 2021-01-21 N N N 0.0037 499484720.00 499484720.00 0.0060 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384YQ6 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-06-26 2020-06-26 2020-06-26 N N N 0.0082 249965000.00 249965000.00 0.0030 N N Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384YE3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-06-16 2020-06-16 2020-06-16 N N N 0.0083 239972400.00 239972400.00 0.0029 N N Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384ZE2 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-10 2020-07-10 2020-07-10 N N N 0.0150 499893055.00 499893055.00 0.0060 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384G94 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-09-23 2020-09-23 2020-09-23 N N N 0.0019 389011887.96 389011887.96 0.0047 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384XT1 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-06-05 2020-06-05 2020-06-05 N N N 0.0071 249978125.00 249978125.00 0.0030 N N Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384E47 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-09-02 2020-09-02 2020-09-02 N N N 0.0087 227905760.76 227905760.76 0.0027 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384F46 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-09-10 2020-09-10 2020-09-10 N N N 0.0052 499780000.00 499780000.00 0.0060 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384ZR3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-21 2020-07-21 2020-07-21 N N N 0.0081 199950500.00 199950500.00 0.0024 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384YV5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-01 2020-07-01 2020-07-01 N N N 0.0082 74986020.75 74986020.75 0.0009 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384XR5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-06-03 2020-06-03 2020-06-03 N N N 0.0073 499958750.00 499958750.00 0.0060 N N Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384J26 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-10-02 2020-10-02 2020-10-02 N N N 0.0052 499743335.00 499743335.00 0.0060 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384XX2 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-06-09 2020-06-09 2020-06-09 N N N 0.0036 999902500.00 999902500.00 0.0120 N N Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384ZS1 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-22 2020-07-22 2020-07-22 N N N 0.0012 106973190.08 106973190.08 0.0013 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384A74 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-08-04 2020-08-04 2020-08-04 N N N 0.0080 99970972.00 99970972.00 0.0012 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384H85 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-09-30 2020-09-30 2020-09-30 N N N 0.0017 174911332.75 174911332.75 0.0021 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384ZH5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-13 2020-07-13 2020-07-13 N N N 0.0009 249944235.00 249944235.00 0.0030 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384G78 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-09-21 2020-09-21 2020-09-21 N N N 0.0020 499761665.00 499761665.00 0.0060 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384XB0 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-20 2020-05-20 2020-05-20 N N N 0.0157 999957780.00 999957780.00 0.0120 N N Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384XL8 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-29 2020-05-29 2020-05-29 N N N 0.0000 348135337.67 348135337.67 0.0042 N N Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384K57 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-10-13 2020-10-13 2020-10-13 N N N 0.0018 141222285.00 141222285.00 0.0017 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384WG0 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0142 1332000000.00 1332000000.00 0.0160 N Y Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ELHD9 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2021-01-14 2021-01-14 N N N 0.0009 86913211.41 86913211.41 0.0010 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EJ5K1 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-15 2021-01-15 2021-01-15 N N N 0.0088 250179730.00 250179730.00 0.0030 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EKDM5 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2021-03-18 2021-03-18 N N N 0.0013 32937669.27 32937669.27 0.0004 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ELMS0 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2021-02-09 2021-02-09 N N N 0.0005 128827764.36 128827764.36 0.0015 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EJL23 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-10-23 2020-10-23 N N N 0.0017 250011462.50 250011462.50 0.0030 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EKKV7 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2021-05-07 2021-05-07 N N N 0.0011 99780659.00 99780659.00 0.0012 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EJ4A4 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-09-28 2020-09-28 N N N 0.0034 100044295.00 100044295.00 0.0012 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EJZB8 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-09-11 2020-09-11 N N N 0.0034 146123485.34 146123485.34 0.0018 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ELYD0 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2022-02-01 2022-02-01 N N N 0.0003 124978118.75 124978118.75 0.0015 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ELWG5 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2022-04-07 2022-04-07 N N N 0.0036 249951132.50 249951132.50 0.0030 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ELWM2 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2022-01-12 2022-01-12 N N N 0.0033 29994838.80 29994838.80 0.0004 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AJFR5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-07-24 2020-07-24 N N N 0.0017 339991670.00 339991670.00 0.0041 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AJAR0 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-08-28 2020-08-28 N N N 0.0002 491693661.12 491693661.12 0.0059 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AJGP8 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-10-02 2020-10-02 N N N 0.0008 499978390.00 499978390.00 0.0060 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AJG52 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-07-01 2020-07-01 N N N 0.0006 499991000.00 499991000.00 0.0060 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AGXB6 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-08-21 2020-08-21 N N N 0.0003 25987157.04 25987157.04 0.0003 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AJAD1 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2021-02-25 2021-02-25 N N N 0.0005 304481609.80 304481609.80 0.0037 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AJGE3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2021-09-29 2021-09-29 N N N 0.0031 249964005.00 249964005.00 0.0030 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AJEC9 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-09-11 2020-09-11 N N N 0.0010 352818766.27 352818766.27 0.0042 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AJ6S3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-08-19 2020-08-19 N N N 0.0003 280888771.77 280888771.77 0.0034 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AFLV7 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-06-21 2020-12-21 2020-12-21 N N N 0.0107 200061658.00 200061658.00 0.0024 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AGA70 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-10-01 2020-10-01 N N N 0.0011 75012382.50 75012382.50 0.0009 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AEPH7 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-27 2020-07-27 2020-07-27 N N N 0.0079 200010198.00 200010198.00 0.0024 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AJFT1 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-12-24 2020-12-24 N N N 0.0025 499966570.00 499966570.00 0.0060 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AGEU5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-05-08 2020-05-08 N N N 0.0005 501003081.15 501003081.15 0.0060 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AG3Q6 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2021-03-12 2021-03-12 N N N 0.0012 303982921.28 303982921.28 0.0036 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AHBV4 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-05-11 2020-05-11 N N N 0.0009 18999956.87 18999956.87 0.0002 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AGVL6 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2021-02-09 2021-02-09 N N N 0.0005 201651408.60 201651408.60 0.0024 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AJ3N7 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-08-05 2020-08-05 N N N 0.0004 364850937.65 364850937.65 0.0044 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AGSF3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2021-01-22 2021-01-22 N N N 0.0006 205755620.14 205755620.14 0.0025 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AGTF2 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2021-07-23 2021-07-23 N N N 0.0009 311708673.12 311708673.12 0.0037 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AGKE4 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-08-25 2020-08-25 N N N 0.0005 34983212.60 34983212.60 0.0004 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AEP79 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-24 2020-07-24 2020-07-24 N N N 0.0079 300015585.00 300015585.00 0.0036 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AH5B5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-12-23 2020-12-23 N N N 0.0011 496401767.48 496401767.48 0.0060 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AHAP8 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-10-07 2020-10-07 N N N 0.0013 201991057.46 201991057.46 0.0024 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AELT5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-13 2020-07-13 2020-07-13 N N N 0.0110 499995300.00 499995300.00 0.0060 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AHJF1 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-05-06 2020-05-06 N N N 0.0007 363001176.12 363001176.12 0.0044 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AFS73 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-07-24 2020-07-24 N N N 0.0009 60006396.60 60006396.60 0.0007 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AH7A5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-07-29 2020-07-29 N N N 0.0011 159970038.40 159970038.40 0.0019 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AHJJ3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-11 2020-05-11 2020-05-11 N N N 0.0159 500171735.00 500171735.00 0.0060 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AEHP8 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-06-22 2020-06-22 2020-06-22 N N N 0.0098 999999840.00 999999840.00 0.0120 N N Y N - N/A - FIXED INCOME CLEARING CORP FIXED INCOME CLEARING CORP 37035 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2049-08-15 2.250 238795000.00 298706038.75 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2050-02-15 2.000 1332345000.00 1588299133.26 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0002 1850000000.00 1850000000.00 0.0222 N Y Y N - N/A - FREDDIE MAC FREDDIE MAC 3134GTX24 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2021-02-05 2021-02-05 N N N 0.0007 179968433.40 179968433.40 0.0022 N N N N - N/A - FREDDIE MAC FREDDIE MAC 3134GT2M4 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-05-20 2020-05-20 N N N 0.0002 699979266.00 699979266.00 0.0084 N N Y N - N/A - FREDDIE MAC FREDDIE MAC 3134GT3A9 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2021-02-19 2021-02-19 N N N 0.0004 499892755.00 499892755.00 0.0060 N N N N - N/A - FREDDIE MAC FREDDIE MAC 3134GVDT2 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-08-25 2020-08-25 N N N 0.0002 499854345.00 499854345.00 0.0060 N N N N - N/A - FREDDIE MAC FREDDIE MAC 3134GVFG8 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2021-03-05 2021-03-05 N N N 0.0006 499957285.00 499957285.00 0.0060 N N N N - N/A - FREDDIE MAC FREDDIE MAC 3134GTZR7 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-07-08 2020-07-08 N N N 0.0002 449966002.50 449966002.50 0.0054 N N N N - N/A - FREDDIE MAC FREDDIE MAC 3134GVGQ5 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2021-12-10 2021-12-10 N N N 0.0015 99609490.00 99609490.00 0.0012 N N N N - N/A - FREDDIE MAC FREDDIE MAC 3134GVNL8 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2021-10-25 2021-10-25 N N N 0.0031 549917412.00 549917412.00 0.0066 N N N N - N/A - FREDDIE MAC FREDDIE MAC 3134GVEE4 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2021-05-26 2021-05-26 N N N 0.0005 499945915.00 499945915.00 0.0060 N N N N - N/A - FREDDIE MAC FREDDIE MAC 3134GVGV4 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2021-12-13 2021-12-13 N N N 0.0019 124722708.75 124722708.75 0.0015 N N N N - N/A - FREDDIE MAC FREDDIE MAC 3134GVHV3 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2021-09-30 2021-09-30 N N N 0.0033 499928320.00 499928320.00 0.0060 N N N N - N/A - FREDDIE MAC FREDDIE MAC 3134GVED6 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2021-02-26 2021-02-26 N N N 0.0003 499861540.00 499861540.00 0.0060 N N N N - N/A - HSBC SECURITIES USA INC HSBC SECURITIES USA INC CYYGQCGNHMHPSMRL3R97 36020 0000853784 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) CYYGQCGNHMHPSMRL3R97 2037-05-15 0.000 3115000.00 2702081.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2044-02-15 0.000 86131500.00 63258763.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2043-11-15 3.750 24245187.50 37389635.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2046-02-15 2.500 39367937.50 50582567.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2026-02-15 0.000 187500.00 182830.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2026-05-15 0.000 40625.00 39556.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2027-08-15 0.000 9375.00 9034.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2027-11-15 0.000 21875.00 21030.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2028-02-15 0.000 137500.00 131791.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2028-05-15 0.000 62500.00 59819.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2027-02-15 0.000 321875.00 311400.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2027-05-15 0.000 1703125.00 1645239.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2023-11-15 0.000 47562.50 47087.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2024-11-15 0.000 187500.00 184622.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2025-08-15 0.000 18750.00 18356.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2021-12-15 2.625 62843000.00 65937629.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2026-02-28 2.500 33116625.00 37224709.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2026-05-15 1.625 37933312.50 40903125.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2021-11-15 2.000 47635687.50 49409965.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2023-06-30 1.375 64416500.00 66977103.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2023-07-15 0.375 5664812.50 6407204.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2024-07-15 0.125 40317812.50 44692526.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2026-05-15 0.000 31376480.00 30322763.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2046-02-15 0.000 6504312.50 4513804.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2049-05-15 0.000 10460180.00 7027358.12 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0002 500000000.00 500000000.00 0.0060 N Y Y N - N/A - HSBC SECURITIES USA INC HSBC SECURITIES USA INC CYYGQCGNHMHPSMRL3R97 36020 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association-Agency Mortgage-Backed Securities CYYGQCGNHMHPSMRL3R97 2049-06-20 4.000 212832256.00 161253616.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities CYYGQCGNHMHPSMRL3R97 2049-12-20 3.000 250000000.00 263548018.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities CYYGQCGNHMHPSMRL3R97 2048-12-20 6.000 1557470.00 971397.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities CYYGQCGNHMHPSMRL3R97 2039-10-20 5.000 28428880.00 2626967.69 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 420000000.00 420000000.00 0.0050 N Y Y N - N/A - ING BANK NV ING BANK NV 574 0001017255 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) 2020-09-15 0.000 39998400.00 39952281.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-20 0.000 200.00 199.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.750 18383900.00 25297711.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 0.625 1600.00 2126.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-08-15 2.875 100.00 136.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-05-15 3.125 500.00 729.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-15 1.500 37548000.00 39999834.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-31 2.125 100.00 108.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-01-15 0.500 20320600.00 22823599.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-02-15 2.750 1500.00 1758.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-31 2.500 2400.00 2429.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-31 2.750 100.00 108.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-11-15 2.875 15290200.00 16120476.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-31 2.625 33781600.00 38165113.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-07-15 0.250 200.00 216.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-03-31 2.250 7685700.00 7847263.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-10-31 2.000 50500.00 51859.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-30 2.000 1140300.00 1201130.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-28 1.500 17130000.00 17776082.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-05-15 2.375 1000000.00 1138891.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-15 2.125 36491600.00 39999950.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-07-15 0.375 2620200.00 2976630.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-11-15 1.750 300.00 333.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-30 1.625 1600.00 1726.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 1.375 1585000.00 1639211.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-28 1.125 100.00 103.88 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0001 250000000.00 250000000.00 0.0030 N Y Y N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 6903538B6 U.S. Government Agency Debt Y 2020-05-07 2020-05-07 2026-09-15 N Y U.S. GOVT. SECURITIES 0.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0093 15009375.00 15009375.00 0.0002 N N N N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 690353S81 U.S. Government Agency Debt Y 2020-05-07 2020-05-07 2028-02-15 N Y U.S. GOVT. SECURITIES 0.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0093 8658610.71 8658610.71 0.0001 N N N N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 6903534U8 U.S. Government Agency Debt Y 2020-05-07 2020-05-07 2026-09-15 N Y U.S. GOVT. SECURITIES 0.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0093 25015625.00 25015625.00 0.0003 N N N N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 690353T98 U.S. Government Agency Debt Y 2020-05-07 2020-05-07 2039-10-15 N Y U.S. GOVT. SECURITIES 0.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0087 15030450.00 15030450.00 0.0002 N N N N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 6903534J3 U.S. Government Agency Debt Y 2020-05-07 2020-05-07 2025-09-15 N Y U.S. GOVT. SECURITIES 0.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0093 8008240.00 8008240.00 0.0001 N N N N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 6903534Y0 U.S. Government Agency Debt Y 2020-05-07 2020-05-07 2030-10-15 N Y U.S. GOVT. SECURITIES 0.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0093 13008125.00 13008125.00 0.0002 N N N N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 690353W37 U.S. Government Agency Debt Y 2020-05-07 2020-05-07 2025-06-15 N Y U.S. GOVT. SECURITIES 0.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0093 50051500.00 50051500.00 0.0006 N N N N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 6903533N5 U.S. Government Agency Debt Y 2020-05-07 2020-05-07 2030-03-15 N Y U.S. GOVT. SECURITIES 0.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0093 25024250.00 25024250.00 0.0003 N N N N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 690353U21 U.S. Government Agency Debt Y 2020-05-07 2020-05-07 2028-02-15 N Y U.S. GOVT. SECURITIES 0.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0093 46410153.04 46410153.04 0.0006 N N N N - N/A - JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 36021 0001168524 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) ZBUT11V806EZRVTWT807 2026-08-15 6.750 100.00 140.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2026-11-15 6.500 9226300.00 13109072.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2027-11-15 6.125 100.00 144.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2031-02-15 5.375 300.00 453.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2037-05-15 5.000 400.00 674.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2038-02-15 4.375 2200.00 3490.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2038-05-15 4.500 26575800.00 43105219.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2040-02-15 4.625 100.00 165.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2040-08-15 3.875 1600.00 2436.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2040-11-15 4.250 300.00 482.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2043-02-15 3.125 1000.00 1393.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2044-05-15 3.375 100.00 146.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2045-08-15 2.875 600.00 819.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2045-11-15 3.000 100.00 140.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2046-05-15 2.500 700.00 905.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2048-11-15 3.375 33876100.00 51968078.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2049-05-15 2.875 300.00 424.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2049-08-15 2.250 55588600.00 69674917.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2024-11-30 2.125 6376100.00 6954202.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2025-10-31 3.000 100.00 114.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2025-12-31 2.625 6399800.00 7250179.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2026-01-31 2.625 100.00 113.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2026-02-28 2.500 1814000.00 2039024.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2026-04-30 2.375 6509900.00 7258017.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2029-05-15 2.375 68406400.00 79999936.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2025-11-15 2.250 61725600.00 68614103.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2027-05-15 2.375 70066000.00 79999977.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2024-07-31 1.750 75099200.00 79999642.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2026-09-30 1.625 14400.00 15479.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2029-11-15 1.750 100.00 111.62 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 500000000.00 500000000.00 0.0060 N Y Y N - N/A - JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 36021 0001168524 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) ZBUT11V806EZRVTWT807 2039-02-15 3.500 2120800.00 3074586.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2041-05-15 4.375 160498000.00 263461497.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2043-11-15 3.750 207502400.00 319999135.24 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2044-02-15 3.625 212081600.00 319999766.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2045-08-15 2.875 234342000.00 319998866.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2047-02-15 3.000 226408000.00 319999026.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2029-05-15 2.375 62558400.00 73160815.84 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2026-09-30 1.625 97590200.00 104902923.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2025-01-31 1.375 299656000.00 315403439.78 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0002 2000000000.00 2000000000.00 0.0240 N Y Y N - N/A - JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 36021 0001168524 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) ZBUT11V806EZRVTWT807 2026-02-15 6.000 42015400.00 55999748.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2027-02-15 6.625 39268000.00 55999914.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2044-11-15 3.000 40243200.00 55999931.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2027-08-15 2.250 49544000.00 55996263.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2027-05-15 2.375 49045600.00 55999299.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2026-12-31 1.750 19279600.00 21004860.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2027-03-31 0.625 55436800.00 55999998.80 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-05-07 2020-05-07 2050-12-31 N N N 0.0004 350000000.00 350000000.00 0.0042 N N N N - N/A - JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 36021 0001168524 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 ZBUT11V806EZRVTWT807 2031-06-01 0.000 71500000.00 227368.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-06-01 4.692 25037120.00 1066463.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2039-09-01 4.155 21127520.00 395141.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2038-04-01 4.251 25062304.00 972658.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2039-09-01 4.129 15124740.00 534470.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2039-09-01 4.155 20006304.00 615451.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2039-09-01 4.150 9407392.00 313590.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-12-01 4.059 62199872.00 2456134.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-09-01 4.219 46695040.00 5255262.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2024-03-01 4.500 4076072.00 71137.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2027-03-01 6.000 6114664.00 171205.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2027-08-01 6.000 28326976.00 814442.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2028-01-01 6.000 23132352.00 774371.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-05-01 4.416 100013184.00 291968.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-06-01 4.442 87480480.00 2973157.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-07-01 4.434 29989560.00 653109.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-03-01 3.774 26952320.00 1799148.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-07-01 4.504 20038208.00 407649.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2031-06-01 7.500 19921600.00 824671.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-12-01 2.613 6800000.00 2954124.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2029-10-01 2.500 268080.00 110429.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2038-01-01 6.000 207957.00 7924.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2033-04-01 5.500 571535.00 9316.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2028-09-01 3.500 234479.00 91874.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2033-10-01 3.500 300000.00 182530.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2036-10-01 3.000 3077784.00 2269692.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-10-01 4.000 13955008.00 11071169.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-11-01 4.500 4116728.00 4318259.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-01-01 4.500 1351172.00 1439529.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-03-01 5.000 3443332.00 3433944.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-12-01 3.500 56592384.00 43319762.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-04-01 4.500 550000.00 463656.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-06-01 3.500 6039680.00 5273877.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2044-04-01 2.870 20985216.00 5910085.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2045-06-01 2.490 28050144.00 7900245.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2045-11-01 2.400 8600000.00 2842703.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-02-01 2.956 1725486.00 1792549.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-04-01 3.064 1151510.00 1182012.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-02-01 3.480 27035328.00 28968430.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2027-10-01 6.000 9087536.00 174994.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2028-05-01 5.000 23684416.00 387084.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2030-04-01 5.000 509184.00 42089.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-03-01 4.000 528069.00 399841.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-04-01 4.500 88000000.00 82208450.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2033-06-01 5.500 6697530.00 97802.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2038-01-01 6.000 3899000.00 242262.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2039-01-01 5.500 1300000.00 352155.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-07-01 4.000 41589056.00 26194487.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2029-12-01 3.000 3000000.00 1083554.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2046-05-01 3.500 5034216.00 3391105.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-07-01 4.500 1245348.00 1223863.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-08-01 4.000 13989040.00 12772870.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-01-01 3.000 10379424.00 10934672.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-01-01 3.500 7681248.00 8176464.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-02-01 3.500 7254384.00 7710785.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-03-01 3.500 6499032.00 6848647.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2039-11-01 4.000 1560742.00 1583037.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-07-01 5.000 1257816.00 735726.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-07-01 3.500 621282.00 573999.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2033-09-01 4.219 32449024.00 746346.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2033-05-01 4.722 15770992.00 196569.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2036-08-01 6.000 58215103.00 227938.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2026-07-01 6.500 6300000.00 288231.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2044-02-01 3.559 23837536.00 1977731.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-12-01 5.500 858000.00 329757.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2033-07-01 3.850 918818.00 1120808.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-09-01 3.936 35402880.00 2814942.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-08-01 3.500 2019112.00 895055.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2044-01-01 4.500 95900000.00 35736283.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2030-11-01 2.500 121802.00 70303.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2046-12-01 3.500 815000.00 606299.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2030-06-01 2.500 2493892.00 1258354.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-08-01 6.000 7955632.00 217781.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2034-03-01 5.000 3000000.00 66758.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-09-01 3.500 10196928.00 8694097.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-05-01 3.387 38975744.00 26210861.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-04-01 3.000 4822856.00 5129568.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2033-08-01 4.500 1047888.00 1022911.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2039-06-01 3.370 3500000.00 4105709.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2034-11-01 2.509 5000000.00 5330809.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2038-07-01 4.000 1955000.00 1615911.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-02-01 4.000 13042288.00 12156989.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-08-01 4.000 13256540.00 13796550.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-01-01 3.000 2727000.00 2863145.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-05-01 2.500 4155000.00 4355395.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-04-01 3.500 1426000.00 1399879.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-09-01 3.000 20400000.00 20763841.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-04-01 2.500 532288.00 554892.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2025-07-01 4.500 1924008.00 94376.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-02-01 4.500 1990640.00 319564.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2025-10-01 5.500 972382.00 37875.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2028-02-01 2.000 30000000.00 9250062.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2043-11-01 4.000 2519692.00 1484028.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2033-03-01 3.500 49840576.00 34494925.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-12-01 5.000 1383404.00 190766.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-11-01 5.000 1297958.00 281254.54 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-07-30 2020-07-30 2020-07-30 N N N 0.0006 500000000.00 500000000.00 0.0060 N N N N - N/A - JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 36021 0001168524 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 ZBUT11V806EZRVTWT807 2025-10-01 4.500 1485812.00 269828.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2025-10-01 3.500 4999990.00 333098.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-08-01 3.500 14459296.00 6707979.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-05-01 4.000 10193440.00 9324780.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2036-08-01 5.500 1405000.00 48323.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-03-01 3.500 100000.00 85274.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2046-09-01 4.000 3165860.00 2725259.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2030-07-01 3.419 700000.00 779613.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-02-01 3.500 1650000.00 1335577.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-01-01 3.000 163997696.00 173429235.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-01-01 3.500 21265632.00 22652480.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-03-01 3.500 5459872.00 5762824.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-03-01 3.000 5377380.00 5682135.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-04-01 3.500 4719000.00 5074550.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-02-01 4.500 1944596.00 2062240.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-09-01 3.500 5900000.00 5879765.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-03-01 3.000 65000576.00 68587760.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-04-01 3.000 14037760.00 14819351.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2023-08-01 4.500 5365816.00 73945.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2025-12-01 5.000 11996128.00 286141.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2027-08-01 5.000 7787383.00 162099.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2027-12-01 6.000 1590000.00 49115.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2028-02-01 5.500 1439000.00 39306.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-01-01 7.000 11636816.00 808204.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2027-12-01 5.974 354469.00 9951.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2027-07-01 7.000 5000000.00 200615.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-04-01 4.500 725942.00 70499.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-04-01 5.000 8464576.00 903678.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-12-01 4.500 1124362.00 397862.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-03-01 3.500 22984000.00 7294904.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-06-01 4.000 2531000.00 810537.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2044-02-01 2.940 391000.00 78871.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2030-03-01 3.000 210566.00 97990.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2033-01-01 2.870 3000000.00 2449703.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2025-07-01 2.600 7945000.00 8064366.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2026-01-01 3.080 284000.00 313416.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2032-02-01 3.370 5000000.00 5822198.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-06-01 3.430 948000.00 970310.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2027-04-01 3.000 1756782.00 383118.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2032-09-01 3.500 2322648.00 994848.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-10-01 3.875 50233360.00 4667022.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2027-12-01 2.500 926047.00 220425.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2044-02-01 4.500 7868056.00 3363035.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2030-08-01 2.500 1119160.00 849826.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2046-01-01 3.500 1000000.00 667529.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2046-08-01 3.000 100000.00 85777.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2046-12-01 3.000 4968000.00 3940035.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2043-08-01 4.155 11000000.00 349904.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2044-07-01 4.000 4510872.00 2564323.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2045-02-01 3.052 2084452.00 503929.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2045-06-01 3.500 185832.00 120844.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2033-07-01 4.500 5000000.00 156112.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2034-01-01 5.500 670000.00 19624.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-01-01 3.628 23834560.00 539835.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2030-11-01 3.000 345000.00 226106.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2046-12-01 3.500 61600.00 46792.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-03-01 4.000 1131324.00 1152729.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2056-06-01 4.500 680000.00 420276.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2057-06-01 4.000 200000.00 157969.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-02-01 3.500 325000.00 239390.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-10-01 3.500 30701248.00 20039463.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-04-01 3.000 1038108.00 1107502.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-03-01 4.000 1861946.00 1748101.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-04-01 5.000 2178408.00 811286.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-04-01 5.000 2543060.00 2379368.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-09-01 4.000 11155312.00 9964355.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-06-01 3.500 1918428.00 1221713.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-08-01 4.500 195000000.00 180768655.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-08-01 4.000 190000.00 141897.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-09-01 4.000 181902592.00 119947246.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2032-04-01 3.500 310000.00 236784.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2038-02-01 4.000 300000.00 246054.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2032-09-01 3.000 3486512.00 2896692.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-01-01 3.189 23967296.00 21234006.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2029-09-01 6.000 20597248.00 14673832.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-04-01 4.000 7267472.00 6753650.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-03-01 5.500 3240540.00 3447806.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-06-01 4.500 406992.00 434367.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-05-01 5.500 1349614.00 1541123.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-12-01 4.500 2623868.00 2968084.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-10-01 5.000 1090120.00 1182347.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-01-01 3.000 8035520.00 8462582.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-01-01 2.793 3920824.00 4050867.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-12-01 4.000 26000.00 19784.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-04-01 4.500 1174646.00 1222624.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-07-01 4.500 67530000.00 43992559.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-10-01 3.500 200000.00 203784.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-11-01 3.500 217399808.00 233194407.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-01-01 4.000 7967240.00 8469384.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-02-01 3.000 53671744.00 56058806.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-04-01 2.500 72403968.00 75356442.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-03-01 3.000 120267776.00 126846591.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-04-01 3.000 201387264.00 213097425.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2039-09-01 3.500 29325696.00 27858347.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-11-01 3.000 29121056.00 30380377.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2034-10-01 3.500 1045000.00 992968.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-02-01 3.000 1482836.00 1541847.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-06-01 3.500 707164160.00 751323340.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-03-01 6.000 5339152.00 120709.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2038-03-01 5.500 829334.00 21980.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2036-08-01 7.000 3244448.00 356597.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-01-01 6.000 5787000.00 257171.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-10-01 6.000 10005980.00 1002966.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-07-01 3.500 13707136.00 3480664.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-08-01 3.500 35076000.00 15642236.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2029-12-01 5.000 3337136.00 335666.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2028-09-01 3.000 2405216.00 973802.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-02-01 3.000 3241496.00 2795164.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-02-01 3.000 267218000.00 278557239.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-03-01 3.907 50994944.00 1536808.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2043-04-20 3.000 10633328.00 4062862.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2044-01-20 4.500 3850000.00 932006.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-12-20 4.000 47313984.00 49298234.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-02-20 4.000 16476960.00 18192893.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-03-20 4.000 1170484.00 1278878.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-03-20 4.500 1780182.00 1943728.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-04-20 4.500 6176250.00 6828671.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-04-20 4.500 2251304.00 2494690.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-04-20 3.000 10212416.00 10937279.67 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-05-07 2020-05-07 2020-05-07 N N N 0.0002 2700000000.00 2700000000.00 0.0324 N N Y N - N/A - JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 36021 0001168524 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 ZBUT11V806EZRVTWT807 2022-10-01 5.000 24999300.00 207231.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-07-01 3.500 26236896.00 17305000.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2030-12-01 2.500 280000.00 146791.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-11-01 3.500 5499000.00 2404010.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2043-05-01 3.500 5156608.00 2848661.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-09-01 3.500 500000.00 394393.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2024-05-01 5.500 3214276.00 71136.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2038-04-01 5.500 342999.00 15482.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2046-08-01 3.000 1263000.00 1222786.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-04-01 3.000 552599552.00 582726754.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-04-01 5.000 5185064.00 5657359.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-04-01 5.500 5816776.00 260265.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-12-01 3.000 88000.00 64205.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2045-07-01 4.000 4274304.00 2116960.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-03-01 4.000 1089768.00 720115.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-06-01 3.000 26678240.00 27739732.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-08-01 3.500 1308650.00 1368866.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-03-01 3.000 1608588.00 1703801.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2034-11-01 4.500 2048296.00 2176868.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-03-01 3.500 34829056.00 36786585.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-04-01 3.000 100000000.00 105862710.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2030-04-01 2.500 2486688.00 2604516.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-10-01 3.500 574190.00 601626.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2025-03-01 5.000 26494944.00 615231.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2027-01-01 6.000 3050000.00 85391.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-12-01 3.894 11420480.00 1414431.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-05-01 5.000 3884000.00 464755.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-06-01 4.500 39877952.00 7737533.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-11-01 3.689 90488320.00 9907389.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2022-06-01 6.017 7200000.00 3261121.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2046-01-01 3.879 500000.00 516104.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-12-01 3.759 3500000.00 4096438.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2027-04-01 3.319 965000.00 1090742.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2028-01-01 3.140 313000.00 341131.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2030-07-01 3.620 31134000.00 36771312.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2033-06-01 3.669 8608000.00 9800517.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2033-07-01 3.750 26063000.00 31506044.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-11-01 3.778 77000000.00 7747651.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2033-07-01 3.500 1673544.00 878027.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-03-01 3.000 4518000.00 2486967.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-06-01 3.500 10492544.00 6757319.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2034-03-01 4.405 25433376.00 1416542.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-01-01 3.536 1320000.00 56682.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-07-01 3.988 57641855.00 2074248.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2025-02-01 5.000 146003.00 6919.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2046-10-01 2.516 1170000.00 659412.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-06-01 3.298 8545000.00 6033874.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-11-01 4.000 8799376.00 6972246.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-07-01 4.306 1752410.00 1515738.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-07-01 3.500 940409856.00 835577307.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-09-01 4.000 683220.00 469358.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-10-01 3.297 7000000.00 6637248.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-04-01 3.000 47581696.00 50640761.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2031-08-01 2.500 356931.00 366427.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-04-01 3.266 19300000.00 222633.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2038-07-01 4.394 18452768.00 365258.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2038-06-01 5.500 95444992.00 2012378.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2043-07-01 4.000 834311.00 466318.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-04-01 5.500 395006.00 22668.01 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-05-07 2020-05-07 2020-05-07 N N N 0.0002 1800000000.00 1800000000.00 0.0216 N N Y N - N/A - JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 36021 0001168524 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 ZBUT11V806EZRVTWT807 2038-04-01 4.367 11136540.00 159234.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2029-04-01 5.000 951000.00 48678.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-09-01 6.000 2651728.00 49303.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2024-01-01 6.000 1668108.00 659861.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-03-01 5.000 28997056.00 25915650.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2027-01-01 4.500 584570.00 473927.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-06-01 3.500 136899328.00 119924289.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-01-01 4.000 7154640.00 7635165.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-08-01 4.500 26000000.00 5958590.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-10-01 4.000 2757100.00 2292290.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2031-06-01 3.890 111640.00 132096.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-03-01 3.500 12491776.00 13200637.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2033-12-01 4.000 20029472.00 17179585.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-12-01 3.000 400000.00 416450.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-10-01 4.500 500000000.00 314816753.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-04-01 3.000 1088282.00 1137486.13 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-05-07 2020-05-07 2020-05-07 N N N 0.0002 500000000.00 500000000.00 0.0060 N N Y N - N/A - MERRILL LYNCH PIERCE FENNER & SMITH MERRILL LYNCH PIERCE FENNER & SMITH 8NAV47T0Y26Q87Y0QP81 36022 0000914246 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 8NAV47T0Y26Q87Y0QP81 2047-11-25 0.000 5460000.00 4320585.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-01-25 0.100 1327413000.00 4532434.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-01-25 0.100 303816679.00 1216650.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2029-04-25 0.100 435330000.00 2623252.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2029-05-25 0.100 48370000.00 371847.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-12-25 1.927 2280557.00 145994.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2032-11-25 0.445 70053000.00 1971015.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2033-06-25 0.206 85000000.00 908688.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2028-08-25 3.163 14500000.00 1967346.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2031-10-25 3.165 30710000.00 5536306.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-08-25 5.234 56100000.00 356869.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2034-12-25 4.742 238122000.00 1951880.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-03-25 5.000 45400000.00 322143.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2049-12-20 3.000 73261727.00 77231932.00 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 100000000.00 100000000.00 0.0012 N Y Y N - N/A - MERRILL LYNCH PIERCE FENNER & SMITH MERRILL LYNCH PIERCE FENNER & SMITH 8NAV47T0Y26Q87Y0QP81 36022 0000914246 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2050-04-20 3.000 114821046.00 122400000.50 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 120000000.00 120000000.00 0.0014 N Y Y N - N/A - MERRILL LYNCH PIERCE FENNER & SMITH MERRILL LYNCH PIERCE FENNER & SMITH 59021OBF4 8NAV47T0Y26Q87Y0QP81 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 2.729 4015000.00 455020.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-01-20 2.482 1051000.00 151742.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-02-20 1.644 2173000.00 133345.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-02-20 1.620 1105000.00 85675.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-02-20 1.739 1191000.00 67534.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-07-20 2.389 1386000.00 83157.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.461 4685000.00 466504.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-04-20 1.426 1657000.00 62641.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-02-20 0.255 67087814.00 727684.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.342 4038000.00 530885.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-01-20 1.652 2383000.00 107650.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.392 1810000.00 155153.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-06-20 2.859 1345000.00 122528.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-06-20 1.679 2368000.00 124872.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-06-20 2.454 1393000.00 110273.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.244 1082000.00 115978.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-08-20 2.024 59781032.00 40738.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-09-20 2.530 2158000.00 214318.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-09-20 2.205 3200000.00 2770814.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-01-16 5.605 24000000.00 206341.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-01-20 5.071 99200000.00 1398349.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-03-20 5.751 33619574.00 3176117.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-12-20 5.681 7062865.00 634651.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-02-20 5.431 312823039.00 6825895.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-02-20 5.531 84900000.00 1732449.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-02-16 5.755 25000000.00 646240.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-02-20 5.061 75000000.00 1338430.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-05-20 0.000 66987289.00 6.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-01-20 5.531 34016426.00 224567.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-05-20 5.781 76600000.00 1678426.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-06-20 5.131 45000000.00 892752.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-08-20 5.881 82733333.00 2097224.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-08-20 5.881 57689500.00 1902642.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-09-20 5.331 100000000.00 2292225.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-09-20 5.891 43058548.00 3114537.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-01-16 5.155 75200000.00 1634353.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-03-20 0.000 3073098.00 0.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-09-20 5.431 85356633.00 5584140.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-12-20 5.881 34719678.00 2710834.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2054-01-16 0.791 6500000.00 219506.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-04-16 0.247 100000000.00 196037.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-04-20 5.981 21428571.00 359361.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-20 5.981 14408151.00 907188.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2053-09-16 0.774 1903143.00 38032.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2054-10-16 0.507 14090000.00 235583.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-04-20 5.531 19887369.00 431954.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-01-16 5.305 26125878.00 623841.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-01-20 5.431 136303380.00 4228008.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-01-16 5.255 29437575.00 1466222.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-12-20 1.704 3154000.00 170212.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-12-20 5.331 30000000.00 1245542.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-07-20 5.981 39156311.00 789194.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2056-05-16 0.753 1517148.00 29719.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-01-20 1.450 75892464.00 391715.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-04-20 4.831 18889000.00 938342.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-08-20 5.481 25686585.00 1538490.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-08-20 5.481 28585974.00 2301332.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-11-20 5.481 25000000.00 3576630.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-09-16 5.455 18183057.00 971570.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-11-20 4.881 60000000.00 2459444.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2055-11-16 0.867 100000000.00 3224730.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2055-03-16 0.649 261843106.00 4756153.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2057-07-16 0.847 100888000.00 2776612.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-03-20 4.881 52000000.00 1846143.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-04-20 4.881 52238884.00 4447774.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-20 4.981 11950000.00 479775.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-07-20 5.531 9000000.00 1195886.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-08-20 5.021 132297080.00 7083744.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-07-16 2.250 3255500.00 3660233.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-20 5.481 205245397.00 10820191.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-20 5.531 16000000.00 2145151.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2058-09-16 0.956 160000000.00 9589035.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2049-11-20 3.000 88385368.00 92830801.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-03-16 0.969 163000000.00 968.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-03-16 0.969 297586501.00 1768.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-04-16 0.100 66111131.00 14.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-03-16 0.000 263341060.00 125.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-10-16 0.323 221036360.00 128.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-16 0.000 125000000.00 23.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-08-16 0.000 135461920.00 169.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-11-16 0.045 411449172.00 14032.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-08-16 0.970 21756662.00 23501.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-11-16 0.179 227119159.00 67.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2033-03-20 6.431 41257142.00 46769.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-01-16 1.017 238126561.00 7142.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-12-16 0.017 591256461.00 11.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-10-16 0.000 112652320.00 1.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2033-06-20 5.981 80000000.00 270863.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2034-06-20 6.381 50000000.00 311919.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-11-16 0.000 134483860.00 41.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2034-11-20 5.981 100000000.00 500544.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2034-11-20 5.381 57112000.00 402051.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-03-20 5.461 146666666.00 602679.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-09-20 5.581 326802508.00 3491440.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-06-20 5.481 50000000.00 257280.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2034-05-20 5.381 47369333.00 3501.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-05-20 6.381 85000000.00 504550.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-16 0.931 99040958.00 97216.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-04-20 5.531 75000000.00 325452.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-03-20 5.571 61800000.00 288375.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-06-16 5.205 40000000.00 191532.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-04-20 0.000 77574754.00 3.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-02-20 0.000 112275765.00 4.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-04-20 0.000 5650739.00 0.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-06-20 1.316 3500000.00 113103.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-03-20 1.642 10000000.00 240757.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-07-20 1.997 98906614.00 948398.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-02-20 5.381 69088880.00 8047644.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-04-20 1.603 56784359.00 401477.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2058-08-16 0.710 1765000.00 68532.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-03-20 5.381 31576185.00 3770832.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-04-20 5.331 26271731.00 3641066.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-01-20 5.481 25185000.00 1583021.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-06-20 5.381 66122517.00 6702196.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-04-20 5.381 82926071.00 8292697.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-10-20 5.381 21466707.00 2221192.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-10-20 5.381 23940171.00 2931415.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-09-20 2.028 61526924.00 982734.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-07-20 1.551 54969461.00 862452.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-01-20 5.331 36487294.00 5021291.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-07-20 5.481 53053471.00 6086806.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-06-20 5.481 17637296.00 3049690.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-09-20 5.481 50000000.00 5043504.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-11-20 5.481 30509226.00 3342564.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-09-20 5.481 20658816.00 2994840.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-10-20 5.481 31119014.00 3579187.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-10-20 5.531 10000000.00 1980652.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-04-16 0.573 55026781.00 2679033.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-11-16 5.405 18989256.00 4188286.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-11-16 5.405 18356090.00 3655331.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 2.142 23035180.00 2381495.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 2.142 23035180.00 2378977.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 2.142 23035181.00 2379975.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 2.142 23035181.00 2377956.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 0.617 16319692.00 1448251.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 0.617 16319692.00 1448758.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 0.617 16319692.00 1450662.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 0.617 16319692.00 1451391.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 0.430 16358665.00 1392163.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 0.430 16358665.00 1406150.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 0.430 16358665.00 1397852.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 0.430 16358664.00 1397301.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 1.652 19321770.00 1139383.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-08-20 1.666 23000000.00 491327.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-08-20 1.344 129024726.00 2787386.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-02-20 1.798 5300000.00 23677.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-08-20 1.846 12900000.00 101144.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-06-20 1.501 12544721.00 211457.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 0.477 62858668.00 330076.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-12-20 1.852 18252999.00 881734.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-04-20 1.246 30258357.00 10229.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-11-20 0.865 11681882.00 78233.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2059-09-20 3.739 20059271.00 1785.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-07-20 1.416 50029337.00 3497.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 2.845 8500000.00 4629.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-08-20 1.489 18500000.00 3470.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-07-20 1.096 64000000.00 32117.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-07-20 1.447 50402250.00 1363357.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-03-20 1.889 5499659.00 485065.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-08-20 3.607 42696886.00 4803.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-08-20 2.365 12753773.00 349728.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-08-20 2.671 43200000.00 1821.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-12-20 2.143 1560000.00 11484.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-10-20 1.441 2247000.00 57862.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-10-20 2.221 53511741.00 45384.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-11-20 2.527 80083000.00 23753.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-01-20 2.663 46965000.00 65997.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-01-20 1.548 4000000.00 3946.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-02-20 2.637 22000000.00 190122.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-12-20 1.548 52006180.00 1295920.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-02-20 1.236 4732000.00 90872.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-05-20 1.397 27450000.00 606989.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-06-20 1.510 1937000.00 39889.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-11-20 1.971 30000001.00 51897.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-01-20 1.900 7600000.00 16013.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-02-20 0.905 186771085.00 2312000.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-03-20 1.749 52894678.00 1632453.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-03-20 1.704 25224066.00 699888.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-09-20 3.325 71341590.00 44501.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 1.652 19321770.00 1139905.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 1.652 19321770.00 1138042.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 1.652 19321771.00 1139421.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-04-20 0.903 15731707.00 1424911.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-04-20 0.903 15731707.00 1423597.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-04-20 0.903 15731707.00 1424927.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-04-20 0.903 15731707.00 1424536.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 1.863 9147101.00 1207709.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 1.863 9147101.00 1208065.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 1.863 9147101.00 1208174.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 1.863 9147101.00 1209123.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-01-20 1.380 12415628.00 1230719.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-01-20 1.380 12415628.00 1230607.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-01-20 1.380 12415627.00 1230136.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-01-20 1.380 12415627.00 1229344.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-03-20 2.620 9068088.00 1184292.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-03-20 2.620 9068088.00 1184256.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-03-20 2.620 9068089.00 1179108.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-03-20 2.620 9068088.00 1178678.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-03-20 0.000 62193074.00 5071658.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-04-20 0.000 17010714.00 201134.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-04-20 0.000 25974211.00 1440581.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-04-20 0.000 71891476.00 6081659.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-04-20 0.000 92408931.00 8127550.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 2.567 1171000.00 154197.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-03-20 2.634 835000.00 98299.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 2.388 6209000.00 312438.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-06-20 1.539 1821000.00 178306.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 2.013 2061000.00 219589.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 2.100 2215000.00 246523.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 1.470 41074390.00 3843195.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-06-20 1.699 64904604.00 3085244.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-06-20 2.640 23493281.00 84273.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 1.076 9177443.00 286558.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 1.473 30050815.00 2631691.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 1.623 49682060.00 4447446.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-12-20 1.195 4446000.00 86834.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 0.452 23134965.00 76003.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 1.799 13100000.00 425029.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 2.411 85534822.00 102093.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 2.150 66866674.00 92195.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-04-20 2.395 46190000.00 32581.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-02-20 1.214 6892000.00 219538.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 1.940 4918443.00 266040.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 0.526 21419658.00 105070.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-06-20 1.535 38901739.00 977721.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-08-20 1.730 10277861.00 371052.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-01-20 3.711 42482543.00 8010.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 2.439 71214879.00 14986.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 2.428 12000000.00 4131.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 0.892 4565000.00 14851.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 0.480 2249291.00 626.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-11-20 2.610 51280910.00 29598.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-07-20 3.084 70931729.00 25251.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 1.814 44800000.00 152263.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-01-20 2.660 33300000.00 4558.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-02-20 1.413 4550000.00 86842.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 2.549 12173605.00 14176.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-05-16 6.005 11347000.00 96809.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-04-16 5.755 40000000.00 903573.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-04-16 6.015 19250000.00 274184.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-07-16 0.000 10000000.00 0.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-08-16 6.305 33333333.00 56920.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-06-16 5.875 33000000.00 336066.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-10-20 5.831 59500000.00 241523.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-10-20 5.381 64600000.00 239518.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-10-20 5.431 64600000.00 223914.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-05-16 5.605 3475000.00 66810.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-11-20 2.371 21093420.00 2650304.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.400 80245804.00 174746.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-12-20 1.709 94142918.00 5141748.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-01-20 2.379 6476000.00 816242.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 1.717 54554614.00 5266475.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 1.417 21866587.00 1995337.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 1.708 62038437.00 3642363.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 1.739 30909718.00 3230125.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 1.694 26515067.00 2558931.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 2.033 23335500.00 2289988.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 1.367 42231049.00 3847121.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-11-20 1.526 35430311.00 3311441.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 1.603 5758000.00 519285.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 0.608 145700490.00 2331485.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 0.773 98620986.00 1528379.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 2.580 10021545.00 153200.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-12-20 1.240 47945070.00 3993536.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-12-20 1.791 29583566.00 2251927.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-12-20 1.617 50714095.00 2222052.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-04-20 0.768 153127367.00 2395221.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-05-20 0.850 31127880.00 2570409.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-01-20 1.337 45679200.00 4758143.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-01-20 0.703 31524997.00 433326.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-01-20 1.471 30304066.00 1822353.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-12-20 1.479 44410387.00 4025642.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-12-20 1.479 44410386.00 4025384.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-07-20 1.859 27739305.00 2214432.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-06-20 1.700 55963788.00 3742192.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-05-20 1.739 70459918.00 5480016.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-04-20 1.719 73439176.00 5780685.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-08-20 1.616 66737811.00 4061342.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-08-20 0.741 70068456.00 1097887.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 1.887 30949899.00 2566426.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 1.887 30949899.00 2568562.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-08-20 1.088 33329821.00 2175407.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-06-16 0.853 100000000.00 6368736.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-03-16 0.782 54000000.00 3696147.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-04-16 0.715 50000000.00 3273364.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-01-16 0.767 100000000.00 5418761.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-06-16 0.803 54350331.00 3639271.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-01-20 1.609 5624000.00 228523.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-01-20 2.346 2755000.00 380292.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 2.338 1414000.00 203563.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-04-20 1.409 5314000.00 491009.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-06-20 2.047 1262000.00 114353.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-05-20 2.820 118496773.00 51353.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-06-20 1.834 42006273.00 2993875.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-10-20 2.301 15373934.00 55549.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-05-20 1.478 34473465.00 1100107.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-09-20 0.739 72631976.00 199377.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-09-20 1.982 7213621.00 435804.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-12-20 1.398 101392184.00 3376754.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-03-20 0.537 20444970.00 78741.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-07-20 1.654 4051000.00 201001.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-07-20 2.001 1417000.00 115534.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-03-20 1.477 9744000.00 356676.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 1.836 1982000.00 161481.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 2.433 1817000.00 234700.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 1.460 2679000.00 146220.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-04-20 1.810 50000002.00 759325.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-05-20 1.464 3378000.00 160628.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 2.323 998000.00 104632.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-05-20 1.662 29522302.00 986520.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-05-20 1.566 3281000.00 165371.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-05-20 1.834 11513223.00 417424.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-04-20 2.056 705000.00 69024.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-09-20 1.758 45197047.00 3350459.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 1.475 22360370.00 785904.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.354 1967000.00 246967.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.358 1695000.00 236340.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-09-20 2.520 3780000.00 353269.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.300 628000.00 80475.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-09-20 1.577 1741000.00 84594.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-09-20 1.679 8811000.00 398077.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.549 4644000.00 430607.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-10-20 1.782 1101000.00 68650.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-10-20 1.240 8625000.00 350052.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-11-20 1.726 11326271.00 428862.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-12-20 1.087 38854462.00 1171432.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-12-20 1.688 1401000.00 80352.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-11-20 2.462 1993000.00 263496.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.670 1749000.00 144222.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-03-20 1.541 12783082.00 309723.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-03-20 2.692 35980101.00 34624.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-11-20 1.958 52452415.00 4029175.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-01-20 2.454 2747000.00 257687.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-03-20 1.905 1178000.00 96184.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-08-20 5.421 21060000.00 140685.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-12-20 4.981 37500000.00 185024.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-09-20 5.281 71400000.00 315310.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-07-20 5.281 35000000.00 117889.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-09-16 5.405 12750000.00 201134.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2053-04-16 3.641 1200000.00 1812327.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-04-16 0.338 82637447.00 124735.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-11-16 0.000 28000000.00 35.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-01-16 0.000 75000000.00 38.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-10-16 0.000 125000000.00 4.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-10-16 0.000 100000000.00 3.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-02-20 6.031 50013061.00 1031793.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-09-20 5.581 39228684.00 289005.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-07-20 5.851 48540000.00 1081104.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-06-20 5.401 20000000.00 623988.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-06-16 6.005 54541566.00 3221956.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-04-20 1.586 56372722.00 922653.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-12-16 5.605 74278000.00 651740.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.759 491000.00 65332.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.628 2432000.00 227693.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-06-20 2.704 43740708.00 27607.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-04-20 1.569 25423023.00 759519.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-05-20 2.133 2928000.00 239897.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-06-20 1.447 1717000.00 134499.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-06-20 2.189 1204000.00 164301.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-03-16 0.813 100000000.00 6127832.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-05-16 0.735 123480000.00 7642686.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-05-20 1.692 42263406.00 1159972.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-20 1.630 70166231.00 1695257.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 1.906 1727000.00 108372.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-08-20 5.481 20500000.00 2299059.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-07-20 5.481 50000000.00 6170264.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-07-20 5.531 47000000.00 5621510.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-08-20 5.481 21118997.00 2444519.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-09-20 5.481 13375000.00 2211733.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-09-20 5.481 58587062.00 7454807.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-09-20 5.481 14000000.00 1728319.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-10-20 5.431 90000000.00 11184080.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-10-20 4.921 50000000.00 5550062.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-11-20 5.431 41860582.00 3691054.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-10-20 5.381 38697516.00 5083825.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-01-20 5.381 53264776.00 5906214.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-03-20 5.331 55278077.00 6105439.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-02-20 1.673 65399862.00 2408302.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-02-20 5.381 106281643.00 9392324.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-11-20 2.448 7594000.00 861315.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-02-20 5.331 35798858.00 3034802.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-03-20 5.331 43490980.00 4485751.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-03-20 5.331 34519161.00 4483772.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-03-20 5.331 25106040.00 2324297.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-04-20 5.381 40068832.00 5615731.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-03-20 5.381 46960249.00 8053095.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-04-20 2.551 49842513.00 3222564.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-04-20 3.081 42858323.00 2591874.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-04-20 5.331 54816363.00 6896015.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-05-20 5.381 44165714.00 6896430.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-05-20 5.381 181000000.00 27043323.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-12-20 1.510 69881646.00 2408231.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-02-20 5.381 61352224.00 9349998.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-05-20 5.381 21439533.00 2564687.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-07-20 5.381 43313655.00 6850304.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-09-20 2.482 845000.00 89346.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-10-20 2.581 2828000.00 303496.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-04-20 2.364 50500000.00 1655867.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-04-20 2.128 2643000.00 175040.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-10-20 2.228 76164870.00 89530.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-05-20 1.561 3526000.00 113492.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-05-20 3.317 265355973.00 119636.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-08-20 1.692 213007018.00 179458.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-10-20 2.247 39405929.00 113687.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-05-20 1.667 122186409.00 207350.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-10-20 1.692 3603000.00 218322.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-08-20 1.826 908000.00 57316.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-08-20 2.443 1036000.00 85251.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-07-20 1.907 2253000.00 144661.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 3.123 270111827.00 107196.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-08-20 2.055 2002000.00 143218.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-09-20 2.584 657000.00 56143.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-09-20 2.039 1729000.00 68733.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-10-20 2.022 1157000.00 83637.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-10-20 1.857 974000.00 57267.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-08-20 0.427 4469000.00 36376.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 2.084 2545000.00 224303.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-10-20 1.955 6600000.00 3735724.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-09-20 2.096 1713000.00 102813.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-11-20 1.930 2924000.00 180070.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-11-20 0.447 150144887.00 1714959.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-01-20 1.848 1990000.00 145579.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-12-20 2.019 1250000.00 73276.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 2.544 867000.00 88294.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-01-20 1.640 2686000.00 181623.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 2.877 1667000.00 177818.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-07-20 5.381 24720896.00 3325784.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-07-20 5.381 52223873.00 6433170.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-08-20 5.381 56250000.00 6471926.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-08-20 5.381 75000000.00 8698787.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-10-20 5.431 21475666.00 3062968.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-10-20 3.721 39756566.00 3156446.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-01-20 5.331 130425107.00 13679247.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-03-20 5.331 76543180.00 6330718.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-11-20 1.337 47440032.00 4791181.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-10-20 5.431 4018000.00 565038.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-11-20 1.743 30983389.00 635502.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 1.235 79294088.00 6326106.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-11-20 1.554 171616163.00 13190286.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-11-20 5.331 97500000.00 10962984.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-11-20 5.331 53333334.00 5396757.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-11-20 2.731 80000000.00 4219494.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-11-20 5.331 40000000.00 3950692.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-11-20 2.731 60000000.00 3386957.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-01-20 5.381 2540000.00 374739.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-12-20 5.331 190900027.00 23361005.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-12-20 5.331 135482609.00 27005049.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-03-20 1.619 56803643.00 2383630.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-06-20 5.331 126901614.00 16846541.47 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0012 875000000.00 875000000.00 0.0105 N N N N - N/A - MUFG SECURITIES CANADA LTD MUFG SECURITIES CANADA LTD 549300Y1PMK3RWXMWR72 36023 0000852743 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 549300Y1PMK3RWXMWR72 2042-08-01 3.500 125478739.00 57178489.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2043-01-01 3.500 50975911.00 26214947.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2041-09-01 4.500 1072.00 124.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2041-10-01 4.500 10836470.00 1058822.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2042-09-01 3.500 139000000.00 55022036.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2048-02-01 4.000 107269729.00 88286789.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2048-10-01 4.500 486501.00 402051.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2046-02-01 4.000 97344033.00 61653001.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2042-03-01 3.500 171831378.00 65060992.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2043-10-01 3.500 51500002.00 28029926.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2046-05-01 3.500 136035961.00 98027413.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2046-09-01 3.500 99993374.00 70584889.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2044-10-01 4.000 36971822.00 20536127.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2047-06-01 4.000 98999743.00 82390365.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2043-05-01 3.500 52555011.00 27265841.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2042-02-01 4.000 126857632.00 44659630.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2049-11-01 3.500 87782.00 92813.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2045-04-01 3.500 125000000.00 110853897.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2047-11-01 4.500 52415851.00 47456935.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2049-05-01 4.000 70000000.00 68907331.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2049-07-01 4.000 64829476.00 67957800.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2048-04-01 4.000 62336000.00 55275494.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2048-11-01 4.500 121404570.00 111370170.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2048-07-01 4.500 110000000.00 104942613.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2048-07-01 4.000 107438496.00 96163862.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2048-08-01 4.500 39300000.00 37306613.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2049-05-01 4.000 63921103.00 62754188.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2048-12-01 4.000 65325918.00 63066803.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2049-03-01 4.500 69871349.00 63191453.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2040-11-01 4.000 8998865.00 1267588.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2048-05-20 3.500 20258506.00 14220499.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2049-10-20 3.500 50000000.00 51800482.54 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING NR S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 1650000000.00 1650000000.00 0.0198 N Y Y N - N/A - MUFG SECURITIES CANADA LTD MUFG SECURITIES CANADA LTD 549300Y1PMK3RWXMWR72 36023 0000852743 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) 549300Y1PMK3RWXMWR72 2021-08-31 1.125 214200.00 217340.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2027-08-15 2.250 1289500.00 1457435.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2028-02-15 2.750 1000.00 1175.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2025-02-28 2.750 100.00 112.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2028-05-15 2.875 1068100.00 1278310.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2025-08-31 2.750 14165200.00 15999996.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2028-11-15 3.125 7121400.00 8748150.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2022-02-15 2.500 600.00 627.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2024-02-29 2.375 14767900.00 15999938.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2022-03-15 2.375 500.00 521.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2024-08-15 2.375 100.00 109.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2025-11-15 2.250 100.00 111.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2023-01-31 1.750 100.00 104.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2026-02-15 1.625 2000000.00 2144518.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2026-05-15 1.625 100.00 107.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2022-05-15 1.750 3008200.00 3127038.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2027-02-15 2.250 200.00 224.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2024-03-31 2.125 400.00 429.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2020-10-31 1.750 100.00 100.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2024-05-15 2.500 1499900.00 1649466.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2027-05-15 2.375 674900.00 770587.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2022-05-31 1.875 2493900.00 2600020.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2024-05-31 2.000 14852600.00 15999978.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2024-09-30 1.500 15191100.00 15999897.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2021-10-31 1.500 3700.00 3772.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2023-04-15 0.250 100.00 100.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2027-04-30 0.500 15984800.00 15999921.62 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING NR S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0002 100000000.00 100000000.00 0.0012 N Y Y N - N/A - NATIXIS NY BRANCH NATIXIS NY BRANCH 9695005MSX1OYEMGDF46 4274 0001456764 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) 9695005MSX1OYEMGDF46 2021-03-25 0.000 625.00 624.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-04-22 0.000 47661875.00 47582184.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-09-22 0.000 89732500.00 89652009.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-08-13 0.000 125.00 124.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-04-15 3.625 14723125.00 31033449.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2042-11-15 2.750 9917500.00 13069685.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2043-02-15 0.625 562.50 747.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2043-05-15 2.875 146940437.50 197701194.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2043-08-15 3.625 62.50 93.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2044-02-15 1.375 565125.00 864417.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2045-08-15 2.875 40697187.50 55372054.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2046-02-15 2.500 148060812.50 189567455.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2046-05-15 2.500 35253750.00 45435025.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2046-08-15 2.250 44349312.50 54417581.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2047-02-15 0.875 7763687.50 10782342.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2047-05-15 3.000 5482750.00 7772361.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2047-11-15 2.750 53910375.00 73393517.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2048-02-15 1.000 62.50 87.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2048-05-15 3.125 84764187.50 123644606.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2048-08-15 3.000 31705625.00 45133189.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2049-08-15 2.250 62.50 78.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-08-15 1.500 46875000.00 49935874.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-07-15 0.375 20349375.00 22864730.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-08-31 1.875 62.50 66.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-08-15 2.875 2206750.00 2628922.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-12-31 2.625 6249687.50 6831758.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-08-31 2.000 2778250.00 2854724.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-11-15 2.250 30987500.00 33943794.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-11-15 2.250 39007437.50 43272463.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-02-28 1.125 174375.00 176123.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-01-15 1.125 29999875.00 35321305.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-07-31 1.250 125.00 129.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-01-15 0.375 12500000.00 14087889.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-01-31 2.250 31249937.50 33678188.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-05-15 1.750 1750875.00 1843313.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-07-15 0.375 9140375.00 10336787.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-02-29 2.125 24375062.50 26137316.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-11-15 2.750 2091187.50 2296869.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-07-31 2.750 3098625.00 3366843.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-10-31 1.500 62.50 63.71 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0002 1250000000.00 1250000000.00 0.0150 N Y Y N - N/A - NATIXIS NY BRANCH NATIXIS NY BRANCH 9695005MSX1OYEMGDF46 4274 0001456764 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) 9695005MSX1OYEMGDF46 2026-11-15 6.500 5000000.00 7090527.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-08-15 6.375 500000.00 716260.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-04-15 3.625 100.00 210.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2031-02-15 5.375 410000.00 617704.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2032-04-15 3.375 13137700.00 27923067.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-01-15 2.375 1700.00 2644.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2037-02-15 4.750 10000000.00 16228480.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2040-08-15 3.875 3937100.00 5974534.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2041-11-15 3.125 3998300.00 5561536.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2042-02-15 3.125 490000.00 679380.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2042-02-15 0.750 26766400.00 36832699.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2042-05-15 3.000 34578000.00 47344499.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2042-11-15 2.750 100.00 131.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2043-02-15 3.125 6396800.00 8883075.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2043-05-15 2.875 3500600.00 4709886.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2043-08-15 3.625 35953600.00 53822434.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2043-11-15 3.750 13613000.00 20925055.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2044-02-15 3.625 73331600.00 110296746.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2044-05-15 3.375 299000.00 437237.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2044-08-15 3.125 11188300.00 15693502.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2044-11-15 3.000 825000.00 1143673.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2045-02-15 2.500 200.00 254.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2045-02-15 0.750 79556600.00 108008962.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2045-05-15 3.000 5197800.00 7237160.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2045-08-15 2.875 113092300.00 153871886.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2046-02-15 2.500 391500.00 501251.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2046-05-15 2.500 48194500.00 62113061.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2046-08-15 2.250 11808500.00 14489289.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2046-11-15 2.875 35000000.00 48375643.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2047-02-15 3.000 155857200.00 219520084.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2047-02-15 0.875 45571500.00 63290484.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2047-05-15 3.000 30391400.00 43082931.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2047-08-15 2.750 1153700.00 1559659.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2047-11-15 2.750 38066200.00 51823277.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2048-02-15 3.000 16974900.00 24050128.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2048-02-15 1.000 200.00 281.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2048-05-15 3.125 74249200.00 108306508.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2048-08-15 3.000 2808000.00 3997208.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2048-11-15 3.375 16000000.00 24471603.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2049-02-15 3.000 448700.00 641697.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2049-05-15 2.875 33014700.00 46548919.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2049-08-15 2.250 64000000.00 79956543.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-08-31 1.125 1500.00 1521.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-07-15 0.375 100.00 112.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-08-15 2.250 71717100.00 80848335.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-11-15 2.250 49447200.00 56174086.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-01-31 2.375 300.00 319.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-01-31 2.500 25000000.00 27671132.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-02-15 2.750 100.00 117.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-02-28 2.750 500000.00 559281.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-04-15 0.625 6000000.00 6351882.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-04-30 2.750 100.00 107.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-04-30 2.875 3842500.00 4316841.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-05-31 2.875 100.00 113.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-08-15 2.875 55613700.00 66253143.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-08-31 2.750 100.00 112.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-09-30 2.875 20000000.00 21797131.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-10-31 2.875 1792000.00 1816640.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-11-15 3.125 1100.00 1347.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-11-30 2.875 1000000.00 1146239.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-12-31 2.500 18000000.00 18433231.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-12-31 2.625 90000000.00 98382236.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2029-01-15 0.875 114000.00 130571.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-01-31 2.625 2700000.00 3050353.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2029-02-15 2.625 10726500.00 12644566.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-02-15 2.500 12275500.00 12840309.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-02-28 2.500 11443200.00 12835116.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-07-15 1.750 1238300.00 1286110.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2029-07-15 0.250 3810600.00 4129171.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-02-15 2.750 11000000.00 12067629.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-08-31 2.000 23497100.00 24143886.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-10-31 2.000 48493400.00 49798793.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-11-15 2.250 4999800.00 5476794.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-02-15 2.000 50571200.00 54680205.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-11-15 2.250 100.00 110.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-01-31 1.375 1799000.00 1821810.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-02-28 1.500 10500000.00 10896022.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-04-15 0.125 100.00 107.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-08-15 2.125 1655300.00 1704122.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-07-15 0.125 2000000.00 2235274.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-07-31 1.250 22746200.00 23527865.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-02-15 2.000 2390900.00 2477053.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-09-30 1.375 256400.00 266069.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-08-15 1.625 100.00 103.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-11-30 1.750 1952200.00 2013998.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-02-15 2.000 14500.00 15263.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-01-31 1.875 29395000.00 30382877.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-07-15 0.375 777100.00 878817.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-11-15 2.750 28727400.00 31552933.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-06-30 2.125 25091700.00 25840307.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-05-15 2.125 18000000.00 19730543.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-06-30 1.750 25000000.00 25969707.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-06-30 2.000 5500000.00 5914366.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-06-30 2.750 100.00 112.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-07-31 2.750 700.00 760.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-08-15 1.500 71226900.00 73515396.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-10-15 1.375 3999000.00 4112541.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-10-31 1.500 1700.00 1787.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2029-11-15 1.750 10000.00 11127.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-01-31 1.375 1759500.00 1849172.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-01-31 1.375 500000.00 511821.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-02-28 1.125 30477000.00 31662397.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-04-30 0.500 250000000.00 249540000.00 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-05-06 2020-05-06 2020-05-06 N N N 0.0004 2500000000.00 2500000000.00 0.0300 N N Y N - N/A - NOMURA SECURITIES INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC 36024 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) 2024-11-15 7.500 11129300.00 15096932.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 2.375 23999900.00 37331077.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-01-15 2.500 88191900.00 134332316.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.875 2648100.00 3677726.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 1.000 28767300.00 40459698.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-31 1.875 43831200.00 46848058.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-09-30 2.125 16776100.00 18109276.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-10-31 2.250 11128600.00 12068721.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-01-15 0.875 195571200.00 223999689.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-15 2.375 47124900.00 51419229.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 2.250 204490900.00 223999904.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-01-15 1.125 111916800.00 131768797.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-31 1.250 18698500.00 19468223.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-09-30 1.500 212976600.00 223999951.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-10-31 1.500 213089800.00 223999997.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-02-15 0.000 33.60 29.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-15 0.000 3.25 3.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-15 0.000 8.96 8.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-15 0.000 1.72 1.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-15 0.000 1.28 1.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 0.000 25.05 24.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-05-15 0.000 35.45 34.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-02-15 0.000 10.69 10.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-15 0.000 0.33 0.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-11-15 0.000 20.32 18.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-02-15 0.000 2.23 2.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-05-15 0.000 25899909.12 21420183.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-11-15 0.000 5.50 4.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-02-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-05-15 0.000 112.90 85.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-11-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 0.000 0.01 0.00 U.S. Treasuries (including strips) Y 2020-05-01 2020-05-01 2020-05-01 N Y NOMURA SECURITIES CO LTD 0.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0002 1400000000.00 1400000000.00 0.0168 N Y Y N - N/A - NOMURA SECURITIES INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC 36024 0000902266 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 2032-04-01 8.000 241000.00 16727.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2020-08-01 4.500 1024.00 0.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-08-01 5.219 1000.00 89.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-04-01 7.000 1000.00 20.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-07-01 7.000 1000.00 21.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-09-01 4.580 17114.00 1.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-08-01 3.984 1161.00 0.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-02-01 6.000 1000.00 15.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-05-01 6.000 700000.00 39614.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-08-01 6.000 1992638.00 98747.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-06-01 5.500 498999.00 40286.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2027-07-01 5.500 700000.00 13050.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2025-12-01 7.500 1000.00 8.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-05-01 7.500 731141.00 10636.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-07-01 7.500 1096.00 67.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2027-02-01 7.500 1000.00 6.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2027-03-01 7.500 1000.00 2.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-05-01 7.500 717000.00 8611.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-04-01 5.000 1024.00 3.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-09-01 5.500 1000.00 3.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2039-09-01 6.500 700000.00 74148.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2022-05-01 5.500 1002.00 5.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2022-07-01 5.500 1011.00 9.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2022-09-01 5.500 1012.00 8.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2022-09-01 5.000 647413.00 5063.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-02-01 5.000 1000000.00 6531.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-04-01 5.500 3350000.00 42714.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-05-01 4.500 611958.00 8273.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-05-01 5.000 1000000.00 16496.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-08-01 4.500 300000.00 7837.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-09-01 4.500 1050000.00 26081.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2025-03-01 5.000 2046197.00 38576.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-02-15 0.000 34.18 29.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2034-11-15 0.000 5.78 5.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-05-15 0.000 1.00 0.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-11-15 0.000 16.89 13.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-05-15 0.000 20.48 15.84 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-05-15 0.000 1.28 0.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-11-15 0.000 0.64 0.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.000 5.12 3.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-08-15 0.000 0.18 0.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-11-15 0.000 542.50 379.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.000 7.00 4.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-02-15 0.000 0.02 0.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-08-15 0.000 1.70 1.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2049-02-15 0.000 5.51 3.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2050-02-15 0.000 4.99 3.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2025-06-01 5.000 375427.00 8047.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-12-01 5.500 2625000.00 44580.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-04-01 4.000 580000.00 44547.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-07-01 4.000 1000.00 130.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-06-01 5.000 2160692.00 25751.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-07-01 4.500 1001.00 80.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2020-08-01 4.500 300080.00 0.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-10-01 3.500 999987.00 653491.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-12-01 7.000 1565000.00 48837.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2022-07-01 5.500 1123950.00 8882.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-04-01 5.000 690000.00 8930.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-05-01 5.500 725000.00 18209.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2027-09-01 6.000 846089.00 14829.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-02-01 5.000 1376028.00 23489.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-06-01 5.500 2050000.00 14492.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2022-12-01 5.500 1000.00 17.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2022-11-01 5.500 1944324.00 17460.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-06-01 7.500 6128342.00 26471.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2027-02-01 3.000 2306820.00 478460.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-07-01 5.000 130853170.00 6877640.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-03-01 6.000 1000.00 58.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-12-01 3.500 2453776.00 1699689.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-05-01 3.500 29554944.00 21089300.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-07-01 3.500 6493092.00 5217578.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-11-01 3.500 961704.00 908703.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-04-01 3.000 150524.00 158730.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-01-01 5.000 13193600.00 9966687.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-02-01 4.500 11260032.00 8875884.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2020-11-17 7.799 1789.00 0.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-01-01 3.500 3307277.00 3370199.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-03-01 3.500 1893527.00 1932710.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-03-01 3.500 8317520.00 8535849.14 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2022-04-08 0.950 2000.00 2005.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-10-01 5.000 41596685.00 39450331.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2025-10-01 4.069 3649.00 3.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-03-01 3.771 1793.00 47.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2031-03-15 0.000 12220000.00 10387366.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2025-02-06 1.970 4354000.00 4375315.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2023-04-06 1.149 75804000.00 75925033.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2022-10-07 1.125 32401000.00 32425543.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2025-04-23 1.100 123179000.00 123185569.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2025-04-28 1.100 20000000.00 20030582.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-06-01 7.500 2767.00 47.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2029-05-15 6.250 210000.00 308493.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2029-05-15 0.000 4957000.00 4366844.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2023-04-27 0.740 31120000.00 31159418.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2020-06-22 1.500 4000000.00 4028373.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2026-04-24 2.125 17000.00 18376.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2021-06-22 2.750 16000.00 16616.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2023-09-12 2.875 6000.00 6505.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2024-02-05 2.500 950000.00 1025999.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2023-02-21 1.700 18988000.00 19123067.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2022-01-13 2.375 24000.00 25006.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-08-01 3.271 37375346.00 9199061.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-03-01 2.668 20882432.00 6239055.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-03-01 2.899 6715472.00 7393350.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-06-01 3.589 1615719.00 1882848.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-05-01 4.573 132350.00 6452.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-07-01 4.466 18441217.00 1141803.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-01 2.326 20372223.00 6669652.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-10-01 5.000 2087210.00 1142651.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-12-01 3.133 18349440.00 3759086.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-12-01 3.529 20108686.00 1475929.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-01-01 2.874 15119639.00 4033619.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-01-01 3.589 15144910.00 2169752.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-01-01 3.589 24798075.00 2481554.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-05-01 3.500 1369044.00 599764.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-05-01 3.282 5200000.00 27584.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-11-01 5.000 1081.00 33.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-06-01 3.471 500000.00 27422.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-12-01 6.500 1158146.00 37882.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-08-01 3.193 20914262.00 1693335.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-08-01 4.125 5000000.00 46227.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-09-01 3.162 2000000.00 82954.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2020-07-01 4.500 1419.00 0.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-07-01 6.500 585864.00 27508.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2021-02-01 5.500 38350.00 0.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2020-07-01 5.500 400000.00 0.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-08-01 5.500 11000000.00 299751.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-10-01 3.443 2000000.00 86376.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2020-05-25 5.000 13391.00 0.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-08-01 3.255 1000000.00 42406.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-02-01 3.379 33358999.00 1351638.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-06-01 3.499 783068.00 28768.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-04-01 3.532 25003245.00 88457.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-01-01 3.794 500000.00 49721.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-04-01 2.476 5415883.00 1884497.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 3.500 1169828.00 898576.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-11-01 2.294 3730214.00 2599305.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-12-01 4.000 3364070.00 2583744.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-01 3.221 1000.00 580.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-01 3.182 25501984.00 15691601.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2057-02-01 3.000 3809000.00 3075616.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 4.000 7937696.00 6418433.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-01 2.758 25451309.00 11600190.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-07-01 3.500 891704.00 788159.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-11-01 3.720 27249664.00 32130750.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-11-01 3.770 25064600.00 29689919.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-12-01 3.859 2853490.00 3404979.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-02-01 3.759 794915.00 919942.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-04-01 1.960 615699.00 638261.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-04-01 3.991 5750.00 3941.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-10-01 4.214 16314115.00 11262688.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-04-01 3.402 25580000.00 14927800.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-08-01 3.454 21301927.00 13143281.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 3.019 23747382.00 17035460.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-01-01 3.895 15152975.00 8283175.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 2.991 3296100.00 2356819.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 3.208 12832200.00 10470521.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-11-01 3.037 22127485.00 20557953.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 3.607 10970742.00 6871859.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 4.000 1607115.00 906356.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 3.827 23516699.00 14745365.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 3.595 10018404.00 6506252.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 3.626 12734471.00 9632677.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 3.420 6600000.00 5255425.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-01-01 2.500 1431390.00 1479303.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-01 5.000 147968.00 162092.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 2.745 14962719.00 14248896.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 4.500 1146484.00 1236028.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-09-01 3.000 1360.00 1086.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 4.500 448938.00 364778.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-11-01 3.000 3483077.00 3633307.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-08-01 6.500 1193912.00 73173.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-04-01 3.790 57900000.00 1315587.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2020-07-01 4.500 4000000.00 0.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2020-07-01 5.500 925285.00 0.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2021-10-01 5.500 14741.00 0.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-04-01 3.443 32500000.00 895902.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-05-01 3.450 1000000.00 38228.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-09-01 4.000 33575328.00 1963941.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-08-01 3.480 2000000.00 41052.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-07-01 3.444 5000000.00 107708.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-09-01 7.000 1732.00 1.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-12-01 6.000 1421840.00 40538.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-10-01 4.437 363376069.00 2113453.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-05-01 4.737 1445.00 10.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-03-01 6.000 17495094.00 568077.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2022-09-01 5.000 443997.00 0.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2020-06-01 4.000 2949.00 2.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-01 3.705 3169525.00 275253.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-01-01 3.705 50016291.00 2004152.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2020-08-01 3.500 27999.00 53.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-04-01 2.500 1000.00 1047.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2021-01-01 5.500 7950.00 0.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2020-06-01 6.000 11641.00 0.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2020-06-01 5.000 129608.00 2.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-05-15 3.750 336686.00 172282.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2026-04-15 4.500 966000.00 163011.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2027-01-15 3.500 650000.00 121899.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-08-15 4.000 680000.00 132342.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-01-15 3.490 1000.00 863.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-06-15 3.750 386908.00 101381.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-04-15 3.750 1000.00 798.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-06-15 3.750 271340.00 127755.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-07-15 3.750 740446.00 128571.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-07-15 3.750 674164.00 189839.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-10-15 3.750 1000.00 885.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-09-15 3.000 1000.00 856.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2042-07-20 3.500 199729.00 122767.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-09-15 3.750 690593.00 176347.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-08-15 4.450 509189.00 146871.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2039-03-15 6.000 2917460.00 180954.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2063-03-20 4.168 4075478.00 1268387.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2042-08-15 2.649 1000.00 876.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-20 4.000 296483.00 147893.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2042-11-15 3.000 50000.00 16927.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-15 3.500 331080.00 98178.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-15 3.000 100000.00 34713.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2042-05-20 3.000 340426.00 105716.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2042-06-20 5.000 1000.00 129.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2027-09-20 3.500 750000.00 137382.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2042-11-20 2.500 353132.00 148735.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2042-12-20 3.000 81976.00 30082.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-20 3.000 485000.00 179974.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-06-20 4.000 50000.00 15515.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-02-20 3.500 230000.00 72937.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-05-20 5.000 1000000.00 184371.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-08-20 5.000 1094327.00 193675.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2024-08-20 5.500 341798.00 155832.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-10-20 3.500 321992.00 100791.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-04-20 4.000 41609.00 6845.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-05-20 2.500 250381.00 151998.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-06-20 2.500 301472.00 174679.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-09-20 3.500 300000.00 128203.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-10-20 5.000 592409.00 157693.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-12-20 4.000 469000.00 171554.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-20 3.000 206303.00 141566.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-20 3.500 29949946.00 19276140.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-20 4.000 310000.00 165199.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-20 5.500 370000.00 149260.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-06-20 4.000 322000.00 134159.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-20 3.500 296031.00 170423.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-12-20 3.500 141621.00 86485.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-20 5.000 405523.00 196383.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-20 3.500 211000.00 146653.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2032-09-20 2.500 262754.00 174603.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2038-11-20 6.500 350000.00 156292.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-20 5.000 366023.00 172966.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-20 5.000 945901.00 470919.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-20 5.500 249650.00 129565.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-20 3.500 2199960.00 1559239.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-20 6.000 260199.00 146232.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-20 3.500 94151644.00 99205930.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-20 3.500 100956385.00 107077986.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-20 4.500 3985706.00 4299229.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-15 3.500 241464.00 132205.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2059-07-15 3.359 811250.00 875691.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-15 5.000 1168362.00 160129.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-15 5.000 295495.00 175842.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2055-04-15 3.220 20753200.00 24199619.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2059-08-15 3.189 467016.00 503837.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2060-03-15 4.450 1000000.00 1141128.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-15 5.200 832416.00 979494.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-15 4.000 1182.00 817.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2055-04-15 2.810 3783560.00 4080000.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2060-03-15 3.399 2248000.00 2498742.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2069-07-20 4.235 3984295.00 4581536.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2069-11-20 3.971 1955.00 2085.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2069-04-20 4.556 2384694.00 2815147.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2069-03-20 4.325 2302184.00 2689936.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2060-04-15 2.799 11229100.00 12613744.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2069-05-20 4.395 2215884.00 2591542.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2069-07-20 3.869 2461539.00 2122072.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2069-07-20 4.238 3608133.00 4154421.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2069-08-20 4.027 1304049.00 1471974.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2061-02-15 3.379 1083651.00 1151766.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2069-09-20 4.258 3132084.00 3594712.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2060-04-15 2.740 17820500.00 19990648.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2055-04-15 3.620 24000000.00 27628610.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-08-15 2.950 14091758.00 15511592.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2070-01-20 3.508 1756171.00 1897673.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2055-04-15 3.210 29907100.00 34711670.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2056-11-15 2.730 16534766.00 17954906.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2055-04-15 3.399 4940000.00 5682911.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-05-15 3.919 31567743.00 35465089.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2055-05-15 3.040 23850000.00 26364240.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-15 4.000 19101.00 16918.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-03-15 3.000 265000.00 165123.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-08-15 3.000 306792.00 183445.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-10-15 3.500 197580.00 131660.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-07-15 4.000 742119.00 173264.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-08-15 3.000 1000.00 859.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-09-15 3.500 1000.00 942.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-15 4.500 300855.00 118396.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-11-20 4.500 1000808.00 1075234.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-20 4.500 1000.00 709.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-11-20 4.500 1004.00 671.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2067-04-20 4.530 2517118.00 2714073.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2034-03-15 5.000 1937977.00 84949.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2034-06-15 5.500 2775000.00 105634.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2032-06-15 5.490 4140510.00 167472.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2033-12-15 5.000 265342.00 123901.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2026-05-20 7.500 9.00 0.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2033-06-15 5.500 3200000.00 105537.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2024-10-15 6.000 1353203.00 121118.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-10-15 6.500 1183482.00 163807.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2033-06-15 6.000 1077738.00 116563.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2024-07-15 6.375 2838459.00 179300.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2025-05-15 6.375 1756181.00 148584.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2024-09-15 6.375 1026146.00 140955.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2025-03-15 7.500 2511018.00 36241.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2024-10-15 6.375 1356058.00 130971.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2025-02-15 6.375 1377694.00 163204.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2025-06-15 7.500 2521270.00 147178.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2025-10-15 7.500 2505593.00 81092.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2025-11-15 7.500 9800000.00 10465.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2025-01-15 7.500 2518871.00 44139.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2033-11-15 6.000 2364906.00 75401.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2028-07-15 7.500 1171022.00 5654.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2024-08-15 4.000 2000000.00 108220.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2024-08-15 5.000 4503580.00 166838.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2039-09-15 5.000 1000.00 99.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2024-10-15 4.500 1000.00 69.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2039-11-15 5.000 772451.00 189717.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2026-03-15 3.500 1000.00 110.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2025-03-15 4.000 1000.00 75.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2025-09-15 3.500 1000.00 101.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2031-12-15 6.500 24501286.00 149726.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2021-10-15 9.000 39457360.00 9948.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2022-04-15 9.000 175457.00 70.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2022-08-15 9.000 514639.00 5723.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2020-12-15 9.000 1724.00 0.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2033-11-15 5.000 1000.00 60.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2028-12-15 7.500 5960.00 24.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2033-03-15 6.000 6693066.00 129429.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2038-11-20 3.125 3015395.00 288312.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-07-20 3.250 1077.00 92.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-12-15 8.000 164435.00 119662.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-20 3.000 350000.00 134083.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-12-20 5.000 312891.00 168957.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2034-12-15 6.500 304000.00 171768.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-02-20 3.000 309636.00 174282.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2035-07-15 7.000 146611.00 93819.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2035-07-15 7.000 1000.00 607.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-04-15 4.000 256784.00 147927.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2035-07-20 7.000 1000.00 901.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2038-01-15 7.000 131742.00 83541.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-20 3.000 135724043.00 140335622.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2025-09-15 4.000 1000.00 58.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2040-11-15 4.490 1187605.00 172431.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2040-07-15 4.700 409395.00 110566.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2040-09-15 4.490 1000.00 884.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2040-10-15 4.700 1000.00 479.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2024-06-15 5.000 1500000.00 87536.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2035-09-20 5.000 1137876.00 103492.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2036-07-20 5.500 800000.00 163230.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2024-08-15 5.000 1000.00 71.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2024-10-15 4.500 2582031.00 163290.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2024-10-15 4.500 1010.00 63.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2025-02-15 5.500 1000.00 66.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-05-20 5.500 1000.00 117.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2024-04-15 5.500 1000.00 60.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2033-06-15 5.250 611184.00 91081.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2033-09-15 4.750 2182673.00 189303.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2033-10-15 4.750 2033389.00 163150.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2024-06-15 6.000 2226944.00 134809.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2024-01-15 5.500 1953434.00 138385.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2024-11-15 6.000 1460925.00 100413.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2034-10-15 4.650 1260037.00 113924.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2034-11-15 5.250 981449.00 125244.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-08-15 5.500 1090048.00 180621.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2035-11-15 6.000 1697724.00 135909.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2035-04-15 5.860 630544.00 141817.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2025-06-15 5.500 2385846.00 165068.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2035-06-15 5.860 1441416.00 150286.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2037-11-15 6.000 1000.00 69.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2023-08-15 5.000 4000000.00 124547.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2023-08-15 6.000 6113120.00 193871.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2024-01-15 5.500 4220000.00 140106.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2024-06-15 4.000 761140.00 135902.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2024-07-15 4.000 1281802.00 82931.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2024-10-15 4.000 1000.00 55.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2033-07-20 3.500 1532120.00 1010926.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2039-05-15 5.000 829803.00 139738.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-02-20 6.481 130000000.00 914447.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-04-20 6.431 18800000.00 96002.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-20 6.031 9205831.00 73538.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-08-20 6.781 16460516.00 73270.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-10-20 5.731 150000000.00 18147.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-16 5.205 44840000.00 928970.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-08-16 5.855 35487118.00 920154.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-04-20 4.981 56305888.00 1163918.29 Agency Mortgage-Backed Securities Y 2020-05-01 2020-05-01 2020-05-01 N Y NOMURA SECURITIES CO LTD 0.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0004 1400000000.00 1400000000.00 0.0168 N Y Y N - N/A - PRUDENTIAL INSURANCE CO OF AME PRUDENTIAL INSURANCE CO OF AME 3287 0000729057 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2035-11-15 0.000 35000000.00 29898750.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2043-02-15 0.000 25000000.00 18678750.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2038-11-15 0.000 12000000.00 9700200.00 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING Aa3 S&P RATING A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 57135000.00 57135000.00 0.0007 N Y Y N - N/A - PRUDENTIAL LEGACY INSURANCE CO OF NE PRUDENTIAL LEGACY INSURANCE CO OF NE 36025 0001638427 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2037-11-15 0.000 150000000.00 123738750.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2045-02-15 0.000 200000000.00 144585000.00 U.S. Treasuries (including strips) Y 2020-05-01 2020-05-01 2020-05-01 N Y PRUDENTIAL INSURANCE CO OF AMERICA 1.0000 FITCH'S RATING F1+ MOODY'S RATING Aa3 S&P RATING AA- N 0.0006 263062500.00 263062500.00 0.0032 N Y Y N - N/A - RBC DOMINION SECURITIES INC/CANADA RBC DOMINION SECURITIES INC/CANADA 36026 0000029617 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) 2046-08-15 0.000 89770300.00 63536007.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-11-15 0.000 9914300.00 7005632.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2049-02-15 0.000 100.00 68.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2023-02-15 7.125 5528900.00 6673535.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-02-15 2.125 451900.00 797467.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-11-15 2.750 100.00 131.78 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-11-15 3.000 900.00 1247.64 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-02-15 2.500 200.00 256.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-08-15 2.250 49999900.00 61350976.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.875 100.00 138.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-02-15 3.000 25957700.00 36777007.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-05-15 3.125 1145400.00 1670782.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2049-11-15 2.375 200.00 257.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2050-02-15 2.000 600.00 715.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-07-31 1.875 100.00 104.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-08-31 1.625 52000.00 53825.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-11-30 2.125 46548000.00 50697341.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-04-15 2.375 500000.00 511111.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-05-15 2.875 5837200.00 6969343.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2023-06-30 2.625 45900.00 49699.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-10-31 3.000 61500.00 70078.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-04-15 2.250 8400.00 8740.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-05-15 2.375 76703900.00 89454181.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-05-15 2.125 700.00 733.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-06-30 1.750 100343300.00 106808550.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-06-30 1.875 8906000.00 9714921.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-02-28 1.750 10000.00 10309.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-09-30 1.750 1000.00 1037.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-05-31 1.375 14300.00 14569.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-07-15 0.125 200.00 223.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-10-31 1.250 25000000.00 25393750.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2023-01-15 0.125 100.00 112.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-03-31 2.125 81223000.00 87055607.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-10-31 1.750 100.00 100.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-07-15 0.125 152782600.00 169244565.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-04-30 1.875 51931100.00 53643631.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-05-31 1.750 3600.00 3740.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-07-31 2.875 230000.00 261101.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-09-30 1.500 100.00 101.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-10-15 0.125 6592100.00 6807489.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-11-30 1.500 88566000.00 93766109.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-01-31 1.375 73672200.00 75414085.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-08-15 0.000 178.68 175.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-03-01 3.000 5758999.00 6036503.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-01-20 3.500 5865816.00 2662153.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-20 4.000 17577507.00 9847883.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-20 3.500 107790000.00 74918579.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-20 4.500 43950720.00 21064909.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-20 3.500 2257000.00 1813224.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-20 3.500 1000.00 1049.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-20 2.500 13593343.00 14250543.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2039-07-15 4.500 47104.00 2382.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2040-10-15 5.000 1006.00 70.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2039-06-15 4.500 2000.00 119.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2038-09-15 5.500 718994.00 521133.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 1.318 50000000.00 39294939.70 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 1100000000.00 1100000000.00 0.0132 N Y Y N - N/A - ROYAL BANK OF CANADA NY ROYAL BANK OF CANADA NY 983 0000352613 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) 2021-11-15 2.000 1151300.00 1193905.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-07-15 0.750 54762200.00 62197541.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2027-10-15 3.000 6403957.00 104699.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2032-12-15 3.500 3982947.00 139808.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2042-08-15 0.000 2000000.00 717051.78 Agency Mortgage-Backed Securities Federal Home Loan Banks-Agency Debentures and Agency Strips 2033-01-24 3.270 4500000.00 4763835.00 Agency Mortgage-Backed Securities Federal Home Loan Banks-Agency Debentures and Agency Strips 2033-07-11 3.930 3500000.00 3837666.58 Agency Mortgage-Backed Securities Federal Home Loan Banks-Agency Debentures and Agency Strips 2026-07-16 2.549 5000000.00 5054693.33 Agency Mortgage-Backed Securities Federal Home Loan Banks-Agency Debentures and Agency Strips 2039-12-09 2.500 390000.00 432157.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 3.000 80550332.00 3461761.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2033-12-15 4.000 16520767.00 718311.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2047-11-15 4.000 11404616.00 1080773.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-08-01 4.000 2676054.00 2151297.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-04-01 2.500 2066312.00 2151100.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2043-09-15 0.000 23000000.00 9833687.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-07-01 3.500 6324466.00 3496193.24 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2034-08-21 2.950 2109000.00 2130067.15 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2029-07-02 2.930 5000000.00 5063994.44 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2039-07-26 3.049 3500000.00 3631718.61 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2039-08-12 3.080 4500000.00 4540379.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2031-03-15 0.000 2000.00 1700.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2031-03-15 0.000 2000.00 1698.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2037-10-15 2.466 740679122.00 10783085.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-25 5.000 373083.00 335309.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 4.000 421202.00 649944.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 0.000 195799075.00 65415230.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 4.000 15878319.00 24389876.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-25 5.000 11248823.00 223912.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-25 0.000 230769231.00 66320702.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 3.500 976206.00 1375543.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 0.000 59862667.00 15498455.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 5.562 39636611.00 1550629.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 5.512 47851923.00 2895270.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-25 5.512 72474235.00 6388018.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 5.662 46875000.00 2906894.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 5.612 240033868.00 19083440.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-25 5.662 38642857.00 2515666.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-12-25 3.000 28163967.00 385128.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-25 5.662 33550889.00 739679.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 4.278 30000000.00 17614387.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 5.612 53982840.00 3649561.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-03-25 5.662 51127039.00 5031571.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-03-25 4.815 20000000.00 8375309.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-03-25 5.712 2231333.00 165129.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-05-25 3.000 15346667.00 589829.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 4.500 9274444.00 194633.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 5.412 3450278.00 356356.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 0.000 4105000.00 1833921.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 5.412 75411052.00 8561534.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 0.000 28134403.00 11839610.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-25 5.492 16659288.00 1546771.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-25 5.412 94109919.00 9753732.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-25 0.000 11728389.00 8853907.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-25 6.212 73424980.00 7164304.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-25 5.712 50000000.00 2549298.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-11-25 5.712 5029597.00 420571.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-25 0.000 4160077.00 3391101.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-25 5.712 80850968.00 7317964.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-25 5.612 52500000.00 4953157.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-25 5.762 4191700.00 341024.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-25 5.612 45620103.00 3546831.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-02-25 5.662 72000000.00 5612736.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-25 5.662 85155762.00 5051833.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-03-25 3.500 187828.00 4621.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-25 5.512 38600578.00 4891159.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-25 6.000 238159.00 22857.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-11-25 5.512 50600672.00 5991298.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-25 5.512 30743475.00 4095988.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-25 3.500 22676142.00 575643.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-12-25 5.512 35053963.00 3606889.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-03-25 6.500 27301033.00 3158252.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-07-25 5.612 65842947.00 10822209.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-09-25 5.612 37188724.00 5132077.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-25 5.662 30000000.00 5270298.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-25 5.762 39632837.00 4008141.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-25 5.712 27350000.00 1990406.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-25 5.462 67238023.00 8199319.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-10-25 5.662 58006373.00 10094147.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-25 4.500 6697888.00 357859.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-25 5.662 17348852.00 1969470.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-25 4.000 49303440.00 3639667.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-25 5.562 107999191.00 12775553.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-07-25 5.512 22540888.00 4781424.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 5.562 25150000.00 4663437.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-25 4.500 12252848.00 635745.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-25 5.562 8821776.00 1106118.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-25 4.500 11947666.00 732850.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-25 5.532 31000000.00 3540591.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 5.562 26281074.00 3379421.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 5.562 21193736.00 3442738.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-25 4.000 9690250.00 1255718.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 5.512 28500000.00 3662979.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 5.123 1500000.00 298574.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 5.512 18000000.00 2255886.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 5.112 18768837.00 3238380.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 5.562 23306266.00 1324882.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-11-25 5.512 32518304.00 6940807.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-25 5.562 30508731.00 6477534.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-25 5.562 50026193.00 11076180.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 3.500 14319571.00 592558.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-25 5.462 18530951.00 3642047.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-25 3.500 10249811.00 697162.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-25 5.562 23997832.00 4251705.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2035-10-01 5.500 37547424.00 207202.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2035-03-01 5.000 32046712.00 196144.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2035-03-01 5.000 39738301.00 278895.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2037-09-01 6.000 41835049.00 122802.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2039-10-01 5.000 110882686.00 813736.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-02-15 5.440 6000000.00 6590136.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-03-15 7.067 14000000.00 3704115.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-05-15 5.726 100000000.00 1083849.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-08-15 5.185 82831666.00 2401972.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-12-15 5.695 65714285.00 3523032.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 5.126 85892593.00 4132067.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 5.285 77705785.00 6196443.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 5.886 27823919.00 1986574.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-03-15 2.500 18568000.00 574935.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-04-15 7.434 2450818.00 349643.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-06-15 5.886 26482266.00 2446091.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-06-15 3.000 12515000.00 532992.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-07-15 4.204 20000000.00 14834774.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-08-15 5.185 50550000.00 4658870.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-01-15 5.235 60000000.00 2890865.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-12-15 5.285 7600000.00 363493.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-07-15 5.285 25348883.00 1123339.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-04-15 5.386 40248706.00 1927981.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-12-15 4.000 7822250.00 117533.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2054-02-15 5.136 39142799.00 2877346.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-01-15 5.905 44329929.00 1233308.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-09-15 5.285 40958642.00 3410722.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-04-15 5.500 42094518.00 3123264.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-04-15 3.000 16748568.00 662569.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-04-15 2.500 20000000.00 557671.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-05-15 3.000 10650000.00 475546.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-05-15 5.285 69760209.00 5598886.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-09-15 3.500 169285714.00 7744438.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-08-15 5.185 41496038.00 5749187.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-02-15 5.235 51751947.00 7224936.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-07-15 2.750 75000000.00 4489147.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-07-15 5.386 14861287.00 2192692.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-15 5.336 27456688.00 3048575.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-07-15 2.207 12860310.00 417884.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-05-15 5.386 42000000.00 3927437.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-03-15 2.227 129886588.00 3991501.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-15 5.386 40292545.00 4340206.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-08-15 2.482 174767323.00 6044305.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-12-15 5.386 48728649.00 6798151.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-06-15 5.386 40500000.00 4166952.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-09-15 4.000 50000000.00 58880483.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-10-15 2.407 239612914.00 9063938.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-08-15 5.285 50533421.00 8039730.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-08-15 5.285 42323839.00 6299341.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-08-15 5.285 26045439.00 3937454.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-12-15 5.386 70823528.00 10166603.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-05-15 5.235 58886644.00 10069249.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-07-15 2.189 79689898.00 3390274.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-07-25 5.285 27965384.00 5651897.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-11-25 5.000 4106959.00 458417.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-07-25 5.235 21458579.00 3471423.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-08-25 5.235 17300000.00 2648800.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-09-15 5.235 36614570.00 3436668.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-08-25 5.235 5000000.00 551344.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-04-25 5.235 16572247.00 1938583.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-09-25 5.235 11843806.00 1459016.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-11-25 5.185 25500000.00 4499000.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-11-25 5.185 14750000.00 2870711.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-04-25 5.185 23000000.00 4209473.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-01-25 5.235 76475400.00 10870093.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-02-25 5.235 50000000.00 8751685.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-02-25 5.185 5189405.00 807025.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-07-01 5.939 1347415.00 1352833.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-12-01 5.000 7374430.00 2123393.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-01 4.000 3128283.00 2582840.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 4.500 6452734.00 2752585.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-11-01 3.500 7496012.00 2627741.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-05-25 0.000 75000000.00 2647073.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 5.142 268645998.00 4161990.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-06-25 36.676 9801000.00 839098.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2039-05-01 5.500 53608869.00 2363562.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2039-05-01 6.000 40332895.00 1963668.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2044-04-01 3.500 106646610.00 5743073.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2043-02-01 3.000 153827361.00 6695419.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-11-15 5.836 115857995.00 2132639.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-08-25 6.712 175215735.00 1227820.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-08-15 6.285 164000000.00 1592126.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-04-25 7.030 12500000.00 3446354.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-06-25 0.000 47538735.00 2421844.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2044-06-01 5.500 24931364.00 1707513.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2039-05-01 6.500 14112717.00 1063382.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2045-12-01 3.000 26500000.00 1521060.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-11-25 4.015 92500000.00 2354167.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 5.512 59000000.00 2128392.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2057-02-01 3.000 4000000.00 2975523.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-04-01 3.500 2406813.00 2134436.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-06-01 4.500 3246248.00 2867120.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-08-01 4.000 490245.00 426112.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 5.500 2985993.00 2115780.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-03-01 3.500 2050000.00 2127195.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-02-01 4.500 18013351.00 3153060.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-07-01 5.500 16777841.00 2432615.71 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp-Agency Debentures and Agency Strips 2026-10-20 1.750 22263000.00 23261275.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2039-03-01 3.500 18050000.00 1604651.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-20 4.000 3081086.00 2684853.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-20 4.000 2664319.00 2901867.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-20 4.000 2231288.00 2430225.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-20 3.500 1343798.00 1456574.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-20 4.000 2104531.00 2292165.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-20 4.000 2131633.00 2321685.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-20 3.500 2154926.00 2335772.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-20 4.000 3258461.00 3548976.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-05-20 5.621 82670759.00 363805.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-10-20 5.831 161860000.00 657023.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-08-20 5.381 90300000.00 423999.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-08-20 5.281 100000000.00 4196533.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-05-16 6.000 9694469.00 10288.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-08-20 5.881 49696251.00 2656919.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-20 8.063 5000000.00 4836488.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-01-16 5.155 27196000.00 920822.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-20 5.931 13336859.00 595773.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-16 5.805 20000000.00 3049697.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-08-20 3.000 34436524.00 478901.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-09-16 4.000 50380967.00 489544.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-04-20 5.531 12635163.00 415516.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-16 3.705 198453000.00 3399620.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-20 5.421 2500000.00 194580.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-20 5.500 34000000.00 1848850.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-01-20 5.381 5500000.00 334025.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-20 5.481 69733333.00 2539977.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-20 5.531 15000000.00 155262.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-16 5.355 61118213.00 3219867.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-16 5.405 27708066.00 721254.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-20 5.381 8155000.00 462899.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-20 5.431 14721032.00 414513.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-16 4.755 29004684.00 1208864.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-20 6.031 85277575.00 6115297.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 5.431 28571428.00 3465049.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-20 5.531 25037206.00 1763041.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-20 5.481 31000000.00 3259052.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-04-20 3.500 15629051.00 781671.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-08-20 4.915 16708873.00 586040.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-20 3.500 13071428.00 133264.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-20 5.481 66666667.00 8434968.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-20 5.001 71452262.00 4073511.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-20 5.481 55000000.00 4318102.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-20 5.381 34187896.00 3954378.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 6.031 8886155.00 854283.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-20 4.000 12861258.00 541443.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-20 5.381 49142857.00 5034562.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-20 5.331 20142857.00 2002664.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-20 5.331 9000000.00 1247333.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-20 3.500 1219813.00 46567.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-20 5.381 10000000.00 1548103.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-20 5.531 39948442.00 6788353.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-20 5.381 3617026.00 537947.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-20 5.381 26601199.00 3021223.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-06-20 5.481 6300000.00 1089342.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-06-20 4.000 37509335.00 3093096.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-20 4.000 6650000.00 600360.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-06-20 5.481 33875000.00 3644960.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-08-20 5.481 1816754.00 325798.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-20 5.481 4132714.00 499662.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-10-20 5.481 33500000.00 4213260.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-20 3.000 51484818.00 955866.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-20 4.000 9834625.00 718108.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 5.531 27790198.00 4511462.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 3.500 12360507.00 261361.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 3.500 10500000.00 258500.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-20 4.000 32553088.00 3060977.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 4.500 53358769.00 5892007.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-03-20 2.581 81500000.00 4203483.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-10-20 4.000 22349777.00 1865981.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-20 5.481 38237885.00 4351312.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-20 5.481 34291573.00 6745313.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 5.481 51000000.00 3460066.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 5.481 67901901.00 6616487.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-20 5.431 54123000.00 6456997.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-20 3.081 59250000.00 4156210.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-20 3.081 50000000.00 5055469.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-10-20 3.121 50000000.00 2746418.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-10-20 5.431 40205878.00 6411695.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-20 5.481 30737202.00 1937849.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-20 5.381 107999334.00 17986248.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-20 3.081 40000000.00 2907306.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-20 5.401 45033333.00 6808469.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-20 5.381 35000000.00 5997907.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 5.331 55278077.00 6105439.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 3.071 51510883.00 4060938.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 3.071 86750000.00 5927720.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 5.331 5000000.00 423868.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 5.331 68102992.00 9547665.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 5.331 17000000.00 2364956.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 5.331 85616740.00 9342779.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 5.331 29233333.00 4764031.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 5.331 25523277.00 3599474.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 5.331 50000000.00 6290106.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 5.381 67575036.00 11326898.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 5.381 30227653.00 4073263.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-20 5.381 14692086.00 2127774.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 2.561 100750000.00 6008089.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 4.831 45169891.00 4859341.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 4.000 4597685.00 238050.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 4.000 21775586.00 334690.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 5.331 35576285.00 7128964.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-20 5.931 26348233.00 4218308.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 2.361 40000000.00 3390412.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 3.051 50000000.00 4683366.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 2.581 25900000.00 2768080.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 5.331 37800000.00 6700957.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 5.381 30268291.00 4309236.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 5.000 3019680.00 300004.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 2.631 100000000.00 7444001.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 2.631 50000000.00 3129826.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 5.331 20169380.00 3473877.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 2.361 34000000.00 3303760.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 2.731 25000000.00 2344970.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 2.711 68750000.00 5081743.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 3.500 33731815.00 2966165.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 3.781 20000000.00 1879003.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 4.500 6332606.00 948557.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 5.331 10000000.00 1237420.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 5.331 36450934.00 5506563.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 4.000 16569500.00 2279875.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-20 5.331 42250000.00 8414404.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 5.331 10500000.00 1425458.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-20 4.981 31973169.00 5744272.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-20 5.331 20459891.00 3505861.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-20 4.915 28903029.00 4873067.94 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 1325000000.00 1325000000.00 0.0159 N Y Y N - N/A - SOCIETE GENERALE NY SOCIETE GENERALE NY O2RNE8IBXP4R0TD8PU41 4290 0001238163 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) O2RNE8IBXP4R0TD8PU41 2020-05-15 0.000 999900.00 999860.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2031-02-15 0.000 108100.00 101008.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2040-05-15 0.000 8294300.00 6634436.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2045-02-15 0.000 100.00 72.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2049-02-15 0.000 39800.00 27267.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2020-08-15 8.750 200.00 208.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2021-05-15 8.125 200.00 224.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-02-15 6.000 100.00 133.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-01-15 1.750 300.00 434.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2040-05-15 4.375 57960.00 93903.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2043-05-15 2.875 100.00 134.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2044-02-15 3.625 41865500.00 62969148.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2049-02-15 3.000 100877000.00 144266852.64 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2021-08-31 1.125 100.00 101.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2021-09-15 2.750 138700.00 144056.24 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-09-30 2.875 100.00 108.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-08-15 2.375 200.00 218.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-02-15 2.000 100.00 108.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2020-10-31 1.375 200.00 201.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-11-15 2.250 200.00 221.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2021-06-30 1.125 1142900.00 1160120.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-07-31 1.250 1359400.00 1406115.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-01-31 2.250 70300.00 75762.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2027-05-15 2.375 33802800.00 38497714.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2020-05-15 1.500 100.00 100.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2020-07-31 2.625 127900.00 129546.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-08-31 1.375 200.00 211.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-08-31 1.250 25800.00 26862.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-04-30 0.239 100.00 99.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2027-04-30 0.500 100.00 99.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2036-02-15 0.000 1407814.71 1190669.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2037-02-15 0.000 0.01 0.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2031-05-15 0.000 54303200.00 49510073.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2027-11-15 0.000 26347874.05 25057513.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2030-05-15 0.000 6749930.00 6226263.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2030-06-01 5.205 6971.00 9.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-03-01 3.000 4844501.00 3914994.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2022-12-15 1.264 39004262.00 49.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2022-09-15 1.463 4.00 0.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2022-10-15 1.463 3.00 0.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2040-11-01 4.000 71321.00 10155.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-07-01 4.000 1835500.00 1892792.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-06-01 4.500 2632831.00 2405231.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-06-01 4.500 1763790.00 1740040.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-07-01 4.500 2104069.00 1583216.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-07-01 4.500 2446944.00 2041135.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-07-01 4.000 48352566.00 38053096.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-09-01 4.500 2352817.00 1969644.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2020-07-01 5.799 78512205.00 12449.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2029-06-01 4.073 8376.00 12.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2020-06-15 5.942 116996338.00 7107.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2020-07-01 5.578 217921.00 47.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2030-11-01 5.549 646978.00 831.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2030-11-01 5.328 26680430.00 69443.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2020-09-01 5.953 2287644.00 465.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips O2RNE8IBXP4R0TD8PU41 2021-01-12 0.060 9442000.00 9440489.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2023-05-25 1.187 556412.00 665.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2026-11-01 2.286 44138.00 5.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2041-04-01 4.500 12698700.00 2629411.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-10-01 3.500 7815701.00 4251750.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2039-11-25 1.187 2506.00 114.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2057-02-01 4.500 1796397.00 1277961.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-12-01 4.000 73936.00 62677.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-04-20 4.000 3139984.00 731460.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-07-20 4.500 11180099.00 2527059.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-03-20 3.500 200000000.00 143008131.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-11-20 2.500 2547944.00 2654100.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2030-08-15 0.000 17550000.00 16120605.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2039-05-15 0.000 0.01 0.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2041-02-15 0.000 35197414.39 26825603.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-12-20 3.000 5893633.00 6213021.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-04-20 2.500 385925060.00 407815458.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2026-12-20 3.125 31007.00 89.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-08-20 3.500 3672209.00 3007354.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2027-12-16 0.994 38010486.00 1070883.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2037-05-20 1.018 4977.00 183.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2037-05-20 1.018 7448200.00 213819.47 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-05-07 2020-05-07 2020-05-07 N N N 0.0004 1000000000.00 1000000000.00 0.0120 N N Y N - N/A - SOCIETE GENERALE NY SOCIETE GENERALE NY O2RNE8IBXP4R0TD8PU41 4290 0001238163 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) O2RNE8IBXP4R0TD8PU41 2020-09-15 0.000 200.00 199.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2045-02-15 0.000 7100.00 5119.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2043-02-15 0.625 21386200.00 28430088.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2021-12-15 2.625 229900.00 241160.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2021-10-31 0.425 4054200.00 4078304.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2027-03-31 0.625 100.00 100.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-04-30 0.239 3900.00 3899.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2027-11-15 0.000 200.31 190.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2035-01-01 3.924 1000.00 59.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2022-12-15 1.264 4865.00 0.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2022-09-15 1.463 9999991.00 540.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2022-10-15 1.463 4999995.00 1323.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2020-07-01 5.799 265428.00 42.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2029-06-01 4.073 14987.00 22.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2020-06-15 5.942 3662.00 0.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2020-07-01 5.578 154373.00 33.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2030-11-01 5.549 210998.00 271.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2030-11-01 5.328 76338.00 198.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2020-09-01 5.953 44936.00 9.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips O2RNE8IBXP4R0TD8PU41 2027-08-15 0.000 1000.00 911.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips O2RNE8IBXP4R0TD8PU41 2021-01-12 0.060 4869000.00 4868220.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2023-05-25 1.187 676657.00 809.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2026-11-01 2.286 25132959.00 3312.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-09-01 3.500 48921600.00 41161705.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-01-01 3.500 221785.00 155294.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-11-01 3.000 18936244.00 19953636.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-12-01 4.000 1065.00 902.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-12-01 4.500 10438672.00 9049869.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-05-01 3.500 18000000.00 7398582.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-11-20 2.500 11531560.00 12012007.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-12-20 3.000 70566059.00 74390180.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2033-03-16 1.094 1024.00 17.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2032-09-16 1.144 1024.00 7.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2033-05-16 1.344 23721696.00 689221.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2034-01-20 1.018 5300.00 188.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2032-03-16 1.044 20555072.00 533249.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2034-08-16 1.094 2400.00 178.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2034-11-20 0.968 1000.00 6.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2034-12-16 1.044 1145.00 122.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2036-11-20 0.878 50000000.00 1152107.16 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0002 200000000.00 200000000.00 0.0024 N Y Y N - N/A - TREASURY BILL TREASURY BILL 9127962X6 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-06-30 2020-06-30 2020-06-30 N N N 0.0000 2499611111.00 2499611111.00 0.0300 N Y Y N - N/A - TREASURY BILL TREASURY BILL 912796TZ2 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-06-11 2020-06-11 2020-06-11 N N N 0.0009 981096630.58 981096630.58 0.0118 N Y Y N - N/A - TREASURY BILL TREASURY BILL 912796SZ3 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-16 2020-07-16 2020-07-16 N N N 0.0011 464909194.80 464909194.80 0.0056 N Y Y N - N/A - TREASURY BILL TREASURY BILL 9127962M0 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-19 2020-05-19 2020-05-19 N N N 0.0014 1124958510.00 1124958510.00 0.0135 N Y Y N - N/A - TREASURY BILL TREASURY BILL 9127962N8 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-26 2020-05-26 2020-05-26 N N N 0.0007 1358926858.62 1358926858.62 0.0163 N Y Y N - N/A - TREASURY BILL TREASURY BILL 912796UB3 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-02 2020-07-02 2020-07-02 N N N 0.0008 149977072.50 149977072.50 0.0018 N Y Y N - N/A - TREASURY BILL TREASURY BILL 9127962P3 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-06-02 2020-06-02 2020-06-02 N N N 0.0000 2949783263.50 2949783263.50 0.0354 N Y Y N - N/A - TREASURY BILL TREASURY BILL 912796SR1 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-21 2020-05-21 2020-05-21 N N N 0.0011 374981771.25 374981771.25 0.0045 N Y Y N - N/A - TREASURY BILL TREASURY BILL 912796TT6 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-07 2020-05-07 2020-05-07 N N N 0.0003 249998280.00 249998280.00 0.0030 N Y Y N - N/A - TREASURY BILL TREASURY BILL 912796TW9 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-28 2020-05-28 2020-05-28 N N N 0.0019 999956870.00 999956870.00 0.0120 N Y Y N - N/A - TREASURY BILL TREASURY BILL 912796WZ8 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-08-06 2020-08-06 2020-08-06 N N N 0.0062 229931706.10 229931706.10 0.0028 N Y Y N - N/A - UBS SECURITIES LLC UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 36029 0000230611 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) T6FIZBDPKLYJKFCRVK44 2020-05-21 0.000 464800.00 464774.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-07-16 0.000 193900.00 193856.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-08-13 0.000 500.00 499.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-09-10 0.000 100.00 99.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-05-28 0.000 700.00 699.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-01-28 0.000 44999800.00 44941030.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-02-25 0.000 500000.00 499270.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-15 0.000 11500.00 11303.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2045-02-15 0.000 450000.00 324490.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2046-11-15 0.000 9000000.00 6359571.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-05-15 0.000 400.00 280.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-05-15 8.125 500.00 560.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-08-15 7.250 900.00 1058.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-11-15 7.625 500.00 611.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-15 7.500 800.00 1085.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-15 7.625 800.00 1088.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-15 6.000 100.00 133.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-02-15 6.625 600.00 853.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-11-15 6.125 500.00 721.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-04-15 3.625 672600.00 1417708.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-04-15 3.875 15614700.00 33951675.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-15 2.375 659900.00 1026453.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-01-15 2.000 17308000.00 25720416.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-01-15 2.375 303000.00 464012.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2037-02-15 4.750 500.00 811.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-01-15 1.750 2315300.00 3350438.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2038-05-15 4.500 300.00 484.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-01-15 2.500 100.00 152.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2039-08-15 4.500 1300.00 2112.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-05-15 4.375 571.00 925.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-08-15 3.875 99900.00 151597.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-11-15 4.250 100.00 160.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-02-15 2.125 437700.00 770557.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-08-15 3.750 400.00 602.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2042-02-15 3.125 5900.00 8180.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2042-02-15 0.750 10101400.00 13900331.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2042-05-15 3.000 624400.00 854933.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2042-08-15 2.750 300.00 393.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2043-02-15 3.125 200.00 277.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2043-05-15 2.875 4900.00 6592.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2043-08-15 3.625 400.00 598.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2043-11-15 3.750 1000.00 1537.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-02-15 3.625 3100.00 4662.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-05-15 3.375 700.00 1023.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-11-15 3.000 400.00 554.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2045-08-15 2.875 900.00 1224.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2046-02-15 2.500 5000.00 6401.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2046-08-15 2.250 500.00 613.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2046-11-15 2.875 500.00 691.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-02-15 3.000 809600.00 1140296.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-05-15 3.000 33900.00 48056.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-08-15 2.750 500.00 675.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2048-02-15 1.000 2800.00 3938.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2048-08-15 3.000 1000.00 1423.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2048-11-15 3.375 12384400.00 18941632.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2049-02-15 1.000 4009800.00 5597398.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-31 1.375 400.00 415.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-07-15 0.375 90000.00 101124.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-31 2.125 400.00 432.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-07-31 1.875 700.00 729.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-08-15 1.500 400.00 402.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-08-31 1.625 500.00 517.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-31 1.875 500.00 534.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-09-30 1.875 500.00 520.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-12-15 1.875 1000.00 1017.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-12-31 2.250 800.00 875.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-01-15 2.000 100.00 101.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-01-15 0.500 336900.00 378397.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-02-15 2.250 500.00 510.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-28 2.750 198800.00 222370.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-02-28 2.625 600.00 642.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-03-15 2.375 200.00 204.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-03-31 2.500 800.00 853.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-04-15 0.625 10854000.00 11490555.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-05-15 2.875 400.00 477.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-06-30 2.625 100.00 108.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-08-15 2.750 900.00 934.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-08-31 2.750 800.00 902.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-09-15 2.750 600.00 623.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-09-30 2.750 300.00 304.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-09-30 3.000 900.00 1026.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-10-15 2.875 200.00 208.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-30 2.875 900.00 1031.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-12-31 2.625 500.00 546.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-01-15 2.500 100.00 104.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-01-15 0.875 5029600.00 5760709.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-01-31 2.500 100.00 102.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-31 2.500 100.00 108.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-02-15 2.500 100.00 104.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-02-28 2.500 900.00 921.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-29 2.375 400.00 432.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-04-15 0.500 207600.00 218597.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-05-15 2.375 195100.00 227530.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-15 2.125 900.00 943.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-05-31 2.125 300.00 332.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-06-15 1.750 600.00 623.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-07-15 0.250 5375000.00 5824357.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-15 0.625 98000.00 111861.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-01-31 2.125 500.00 510.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-15 2.750 200.00 219.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-03-31 2.250 800.00 816.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-12-31 2.125 800.00 831.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-15 0.250 199800.00 224124.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-03-31 1.750 900000.00 927642.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-10-31 1.375 700.00 704.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-10-31 1.875 1000.00 1040.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-15 2.250 1600.00 1774.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-11-30 1.625 100.00 101.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-01-15 0.625 193600.00 222928.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-01-31 1.375 400.00 405.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-08-15 2.625 200.00 202.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-02-28 1.500 900.00 933.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-11-15 2.625 100.00 102.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-01-15 1.125 3047100.00 3587599.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-02-15 3.625 300.00 310.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-07-15 0.625 101500.00 116670.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-05-31 1.375 600.00 611.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-08-15 2.125 800.00 823.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-06-30 1.125 267900.00 271936.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-09-30 1.125 600.00 608.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-07-15 0.125 218100.00 245377.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-11-30 1.750 800.00 825.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-02-15 2.000 500.00 526.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-12-31 2.250 800.00 862.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-01-31 1.875 600.00 620.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-05-15 1.750 200.00 210.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-06-30 1.875 500.00 504.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-15 0.375 11856100.00 13407981.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-15 2.500 8600.00 9268.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-02-28 1.875 61497400.00 63554612.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-10-31 1.750 100.00 100.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-15 2.750 100.00 109.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-04-30 2.250 600.00 612.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-15 0.125 620100.00 686914.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-15 0.125 884400.00 933458.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-04-30 2.000 500.00 533.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-31 1.875 800.00 833.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-06-30 1.625 900.00 907.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-07-31 1.625 600.00 604.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-07-31 2.000 500.00 522.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-31 1.750 200.00 207.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-06-30 2.500 400.00 404.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-07-15 2.625 100.00 103.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-31 2.750 700.00 760.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-31 1.250 11497900.00 11971211.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-09-15 1.500 400.00 412.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-09-30 1.625 600.00 643.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-10-15 1.375 800.00 822.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-10-31 1.500 4800.00 5045.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-10-31 1.500 700.00 713.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-11-30 1.500 900.00 924.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-30 1.625 200.00 215.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-12-31 1.625 9999900.00 10287984.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-01-15 1.500 300000.00 311423.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-01-31 1.500 200000.00 213795.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-02-28 1.125 14200000.00 14464401.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-04-30 0.500 100.00 99.81 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0002 300000000.00 300000000.00 0.0036 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128285Y2 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2021-01-31 2021-01-31 N N N 0.0025 1381132676.40 1381132676.40 0.0166 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128286Q8 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2021-04-30 2021-04-30 N N N 0.0026 1096205912.55 1096205912.55 0.0131 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 912828YN4 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2021-10-31 2021-10-31 N N N 0.0036 1646045023.60 1646045023.60 0.0197 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 912828Z45 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2022-01-31 2022-01-31 N N N 0.0028 550820028.00 550820028.00 0.0066 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128287G9 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2021-07-31 2021-07-31 N N N 0.0041 250521885.00 250521885.00 0.0030 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 912828Y53 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-07-31 2020-07-31 N N N 0.0017 390042357.90 390042357.90 0.0047 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128285H9 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-10-31 2020-10-31 N N N 0.0023 650148648.50 650148648.50 0.0078 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 9128285G1 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-10-31 2020-10-31 2020-10-31 N N N 0.0158 208828476.82 208828476.82 0.0025 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828Y46 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-31 2020-07-31 2020-07-31 N N N 0.0161 301900380.00 301900380.00 0.0036 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 9128284Y3 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-08-31 2020-08-31 2020-08-31 N N N 0.0159 155281327.74 155281327.74 0.0019 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 9128285B2 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-09-30 2020-09-30 2020-09-30 N N N 0.0158 494329337.16 494329337.16 0.0059 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 9128285Q9 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-11-30 2020-11-30 2020-11-30 N N N 0.0063 406117188.00 406117188.00 0.0049 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 9128285S5 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-12-31 2020-12-31 2020-12-31 N N N 0.0161 573905371.80 573905371.80 0.0068 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828L99 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-10-31 2020-10-31 2020-10-31 N N N 0.0160 100630859.00 100630859.00 0.0012 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828L32 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-08-31 2020-08-31 2020-08-31 N N N 0.0151 302305117.94 302305117.94 0.0036 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828NT3 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-08-15 2020-08-15 2020-08-15 N N N 0.0144 251865235.00 251865235.00 0.0030 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828PC8 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-11-15 2020-11-15 2020-11-15 N N N 0.0162 304048827.00 304048827.00 0.0036 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828VV9 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-08-31 2020-08-31 2020-08-31 N N N 0.0159 151013671.50 151013671.50 0.0018 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828A42 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-11-30 2020-11-30 2020-11-30 N N N 0.0161 550950293.65 550950293.65 0.0066 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828VP2 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-31 2020-07-31 2020-07-31 N N N 0.0068 301431840.00 301431840.00 0.0036 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 9128283G3 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-11-15 2020-11-15 2020-11-15 N N N 0.0158 285997235.26 285997235.26 0.0034 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828M98 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-11-30 2020-11-30 2020-11-30 N N N 0.0127 198719902.59 198719902.59 0.0024 N Y Y N - N/A - WELLS FARGO WELLS FARGO 22101 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 2032-09-01 3.000 173499.00 130520.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-01-01 3.000 98013.00 76209.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-06-01 3.500 128400000.00 44733411.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2031-05-01 3.000 764002.00 425791.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-10-01 3.000 394390.00 388213.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-12-01 3.500 25740054.00 26781535.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 3.500 53845161.00 55973018.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-05-01 2.000 8816797.00 8966833.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-01 2.500 800000.00 834338.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-05-01 2.500 18712596.00 19601498.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-01 3.500 2646780.00 2802329.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-01 3.000 49999.00 52899.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-05-01 2.000 10227384.00 10561830.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-05-01 2.500 22190247.00 23163641.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-04-01 3.500 102692153.00 109813899.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-01 3.000 593973.00 616776.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-04-01 3.500 1016250.00 1077251.87 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 300000000.00 300000000.00 0.0036 N Y Y N - N/A - WELLS FARGO WELLS FARGO 22101 0001224385 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) 2021-04-22 0.000 200.00 199.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-30 0.000 800.00 799.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-15 1.500 100.00 106.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-15 1.500 34999900.00 35254983.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-10-31 2.000 24000.00 25049.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-10-15 2.875 295000.00 306868.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-12-31 2.500 10155400.00 10399824.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-02-15 2.500 12204700.00 12766251.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-03-31 2.250 173236400.00 176878047.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-31 2.000 8999200.00 9246913.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-01-31 1.500 24700.00 25345.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-03-31 1.750 151383600.00 156033109.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-31 1.375 989300.00 995729.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-12-31 2.125 100000.00 105696.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-28 1.500 3000000.00 3113149.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-03-31 1.500 64921700.00 67354933.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-31 1.500 1000000.00 1007408.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-10-31 1.500 500.00 525.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-10-31 1.625 177800300.00 190523689.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-30 1.500 25609600.00 27113255.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-12-15 1.625 505000.00 526317.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-12-31 1.625 15106400.00 15541597.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-31 1.375 93900.00 98685.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-03-31 0.500 2600.00 2618.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-03-31 0.375 6654800.00 6678939.46 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0002 700000000.00 700000000.00 0.0084 N Y Y N - N/A - WI TREASURY BILL WI TREASURY BILL 912796XH7 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-09-03 2020-09-03 2020-09-03 N N N 0.0011 599768232.00 599768232.00 0.0072 N Y Y N - N/A - Dreyfus Government Cash Management Funds 2020-05-05 /S/Anthony Ciavarella Anthony Ciavarella Treasury Manager