N-MFP2 0000740766 XXXXXXXX 2020-07-31 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 43 110 57080566027.50 62744943850.89 60906114465.23 63148717002.72 62773375036.54 64264579784.43 69256844799.58 67817527333.50 69513141414.85 69881613005.50 0.6693 0.6974 0.7014 0.7143 0.7113 0.7535 0.7698 0.7810 0.7863 0.7919 2971461.12 88211550530.02 88211550530.02 34209939.55 217381411.06 88031350519.63 88032200641.36 1.0000 0.0023 1.0004 1.0003 1.0004 1.0004 1.0004 C000000287 10000000.00 81058434569.09 81059205304.52 1.0004 1.0003 1.0004 1.0004 1.0004 3070673264.17 3681850709.12 8515341191.65 5338949368.37 5562494190.38 7198449885.15 6575460358.92 5708066765.71 8465626883.02 8421094143.82 32189595888.14 30348410872.17 0.0007 Y BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses. (3,434,113.55) C000000286 10000000.00 2803886773.91 2803914865.74 1.0004 1.0003 1.0004 1.0004 1.0004 36519030.76 736332472.82 274487447.61 201946078.49 126227743.21 168920585.94 177388912.78 55067208.63 307190703.00 126626291.60 921813837.36 1288892637.48 0.0001 Y BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses and is also waiving expenses to maintain a minimum yield of .01 (503,251.35) C000000288 10000000.00 2659890086.56 2659918785.66 1.0004 1.0003 1.0004 1.0004 1.0004 89176482.60 92740224.06 150461670.67 141606780.07 185476915.10 157969334.40 161800209.93 166195579.32 73545688.60 125635643.71 660460966.90 684147561.56 0.0001 Y BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses and is also waiving expenses to maintain a minimum yield of .01 (181,727.88) C000000289 10000000.00 1509139090.07 1509161685.44 1.0004 1.0003 1.0004 1.0004 1.0004 32038454.43 1658896664.38 45875250.54 40571966.19 26614513.15 106422721.72 39402935.67 39986109.66 130110772.42 72514876.03 274041926.21 1918392337.98 0.0001 Y BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses and is also waiving expenses to maintain a minimum yield of .01 (478,358.10) 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 2050-04-20 2.500 317098143.81 333015505.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-07-31 1.875 6881290.90 7120126.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2050-02-20 2.500 81818181.81 85232050.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-06-30 2.000 4193945.45 4499158.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-11-15 1.625 23111890.90 23978197.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2049-04-20 3.500 10360100.18 6848478.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2050-07-20 3.500 54545454.54 58254909.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-11-30 2.125 7342963.63 7977628.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2040-05-15 1.125 77586327.27 79854481.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2048-08-20 3.500 9818181.81 5219464.65 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0009 600000000.00 600000000.00 0.0068 N Y Y N - N/A - 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 2024-06-30 2.000 10366.40 11120.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-06-30 2.125 3082516.00 3144077.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-05-15 1.750 13406470.80 14056492.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2049-08-15 2.250 3063903.60 3895185.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-07-31 1.875 21108048.80 21840666.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2028-08-15 5.500 14879950.40 21200529.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-03-31 1.500 23813865.19 24799997.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2046-02-15 2.500 9300000.00 12133577.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-02-15 2.000 5464456.79 5772449.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2026-08-15 1.500 567176.00 610690.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-01-31 2.375 20677533.19 21832476.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-08-31 1.625 8294893.20 8608200.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-11-15 2.250 9146562.40 9989947.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-11-30 2.125 7923.60 8608.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-11-15 3.000 7279432.40 10195989.21 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0008 155000000.00 155000000.00 0.0018 N Y Y N - N/A - BANCO SANTANDER BRAS CI BANCO SANTANDER BRAS CI 4444 0001096975 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 2047-10-01 4.000 195393.00 145102.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-01 3.500 34825200.00 15380290.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 4.000 6649664.00 5703767.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-07-01 2.875 14141360.00 6507294.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-04-01 2.831 29909471.00 16411867.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-01 3.500 56711.00 47090.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 4.000 139386450.00 102060412.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-09-01 4.000 123986870.00 101823233.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-06-01 4.000 219213771.00 194258097.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-12-01 3.427 30774304.00 16042200.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-06-01 4.500 44750000.00 37146438.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-06-01 3.031 15410300.00 13617646.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.500 1028627.00 856559.09 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0009 500000000.00 500000000.00 0.0057 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 Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-09-25 3.071 95125000.00 3273528.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-09-20 5.863 47562500.00 6177714.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2050-05-01 3.500 150474811.09 156464269.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-01-20 3.500 81538811.82 4198514.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-06-25 5.978 32669999.20 6310977.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-08-20 5.863 27292628.61 4217979.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2024-11-25 0.786 271106250.00 6787961.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-11-20 3.500 56824702.34 43992818.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2066-12-20 2.220 45108744.91 4296390.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-05-20 5.763 55106191.21 6601291.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2050-06-01 3.500 79113928.13 83072750.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-08-20 4.500 41706139.83 4732764.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-09-25 5.878 29933792.31 3841599.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-11-20 2.691 68965625.00 6871396.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-07-15 5.875 24474550.48 4758490.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-01-20 5.863 42397160.18 4767174.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2049-11-20 3.000 242863636.54 244189236.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-04-20 5.913 42368491.40 6709283.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-11-16 4.000 54518072.34 3208134.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2058-09-16 0.622 123153853.30 5454176.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2070-01-20 2.693 31866875.00 3270615.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-09-20 5.483 33610833.01 3776374.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-06-25 6.028 121997811.54 9685639.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-03-20 5.863 9736998.80 1281779.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2067-11-20 2.277 55480454.82 4757693.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-06-20 5.963 46761828.11 7661747.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-10-20 2.389 47470674.88 3344409.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-07-25 5.928 28341199.09 4521803.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-03-20 5.863 29142177.28 3521438.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-12-20 2.742 61031039.47 5962089.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-09-25 5.978 27178570.88 4508184.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-08-20 6.013 26592843.45 3676887.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-10-20 6.013 42320917.49 5750599.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2070-03-20 2.626 113147558.48 10225552.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-07-20 4.000 93638671.87 5588519.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-02-20 2.000 56213167.50 3348290.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-01-25 6.028 28828865.02 4045329.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-02-20 0.636 135902552.41 98572106.99 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0009 761000000.00 761000000.00 0.0086 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 Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2050-04-20 4.500 4610177.00 4919242.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2039-10-20 3.125 20075000.00 853049.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2046-09-20 4.000 25000000.00 9580651.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2045-12-20 4.000 50000000.00 16597403.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2050-02-20 3.500 838817.00 859898.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-11-20 3.500 30000000.00 19246557.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2046-11-20 4.000 25000000.00 9645916.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2044-03-20 3.500 59999999.00 15539967.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2046-06-20 3.500 20000000.00 9658853.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2045-03-20 3.500 50000000.00 15099054.29 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0007 100000000.00 100000000.00 0.0011 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) 2024-01-15 0.625 31529900.00 36799990.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-15 0.625 31034700.00 36799913.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-01-15 0.125 31938800.00 36799943.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-04-15 0.125 3303900.00 3599565.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 0.375 8754900.00 10200921.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-07-15 0.375 31684200.00 36799921.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.750 26058800.00 36799913.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-04-15 0.625 34009100.00 36799918.52 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0007 230000000.00 230000000.00 0.0026 N Y Y N - N/A - BNP PARIBAS SA BNP PARIBAS SA 3487 0000872786 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) 2020-11-27 0.000 510188300.00 510000040.51 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0006 500000000.00 500000000.00 0.0057 N Y Y N - N/A - BNP PARIBAS SA BNP PARIBAS SA 3487 0000872786 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) 2025-07-31 0.250 129622000.00 129752270.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-15 0.625 53879600.00 63823635.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-05-15 0.000 26.80 24.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 0.625 527000.00 734385.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-04-22 0.000 177850400.00 177691757.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-02-15 2.125 11410000.00 21037587.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-15 0.000 14.08 14.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 1.000 17118700.00 25565217.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-05-15 3.000 41026400.00 58579757.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-11-15 0.000 32663100.00 27206206.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-15 1.750 1000.00 1032.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-07-31 0.125 5607900.00 5608124.31 U.S. 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2050-07-25 4.000 51600000.00 6965011.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-09-15 3.000 561695.00 177956.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2066-01-20 2.688 5470253.00 4000324.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2066-10-20 0.948 3400000.00 2809443.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-06-20 3.093 13300000.00 643199.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2025-11-01 3.730 7254664.00 7974452.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-11-25 5.828 12825500.00 2606430.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2049-07-25 4.000 12523750.00 2382092.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-02-01 4.500 3096.00 3163.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-04-15 4.000 84385.00 89333.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2067-11-20 2.675 2000000.00 1934288.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-02-20 5.913 10000000.00 916361.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2041-01-25 11.988 1984958.00 2778764.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2059-07-25 5.878 25000000.00 4568867.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-06-25 5.875 15000000.00 2606832.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2048-07-01 3.500 35382828.00 1662472.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2064-01-20 4.692 3860916.00 2930231.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2067-04-20 1.903 5300000.00 4556483.30 Agency Mortgage-Backed Securities Government 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2049-11-25 5.875 8000000.00 1292334.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2028-12-01 3.944 6728583.00 7610620.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-09-20 4.000 282738.00 257985.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2041-01-15 4.000 1617603.00 592526.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2070-02-20 2.819 60000000.00 6154719.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2040-07-01 2.899 1170.00 32.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 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179841.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2042-08-20 5.933 6291390.00 498414.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2062-01-16 0.849 151419162.00 11676948.26 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0009 350000000.00 350000000.00 0.0040 N Y Y N - N/A - CASH MGMT BILL CASH MGMT BILL 9127964T3 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-11-24 2020-11-24 2020-11-24 N N N 0.0018 999795970.00 999795970.00 0.0114 N Y Y N - N/A - CASH MGMT BILL CASH MGMT BILL 9127964R7 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-11-10 2020-11-10 2020-11-10 N N N 0.0018 1424745281.25 1424745281.25 0.0162 N Y Y N - N/A - CASH MGMT BILL CASH MGMT 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strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-30 1.750 25834787.73 26463959.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-06-30 2.000 32936714.01 35333676.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-02-28 1.125 437.86 461.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-24 0.000 156319.18 156295.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2048-08-15 0.000 1230849.34 868322.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2036-02-15 4.500 7684773.50 12142185.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-02-15 0.750 10855381.86 15366357.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-12-31 2.250 1313869.27 1434475.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 2.500 19857965.47 20095982.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-28 2.000 43.78 44.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-30 1.375 700.59 709.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-12-31 2.250 262.72 281.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-31 2.750 306.50 330.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 0.375 7693662.24 7733900.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-10 0.000 1952895.08 1952141.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-11-15 7.625 3528609.93 4190603.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-08-15 4.500 87.57 144.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-05-15 3.000 31526688.73 45015545.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-28 2.625 22769355.47 24478143.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-31 2.500 12260678.16 13259678.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-28 1.750 1974832.31 2039345.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-15 2.000 24170.36 24852.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 2.000 43.78 44.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-09-15 1.500 4159841.67 4304392.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-05-31 0.250 470927.95 471821.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-19 0.000 1173488.52 1173095.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-15 8.000 40721890.85 45543653.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-02-15 3.500 3291153.65 4830231.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 1.000 12977250.54 19380340.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-15 2.250 91032.93 93017.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-31 2.500 2057.98 2082.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-30 1.875 10071027.39 10335119.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-31 1.375 218.93 221.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 2.500 21712121.13 23512659.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-31 1.500 131.36 134.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-04-30 0.500 17427574.40 17582156.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-22 0.000 375691.47 375356.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-15 8.750 43.78 45.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-01-15 2.375 15445867.55 24231350.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-05-15 3.000 30037934.63 42198587.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-15 2.000 87.57 88.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-12-31 2.625 30193246.72 34080424.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-03-31 2.250 31177006.67 31850430.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-07-15 0.625 3780515.88 4380586.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-31 2.250 43786929.03 46983812.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-07-31 1.750 1866109.47 1982442.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-04-15 0.250 685264.75 687931.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-15 0.000 30352193.11 30345940.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-15 7.875 218.93 236.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2038-05-15 4.500 7814557.83 12686096.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-11-15 3.000 4070034.77 5741330.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-01-31 2.375 2272539.34 2399472.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-12-31 2.625 306.50 332.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-08-15 2.375 54689.81 60103.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-04-30 1.625 45757514.01 47810539.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-02-15 2.250 23749218.39 26882281.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-15 1.500 1532540.98 1585801.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-04-30 0.375 39889896.24 40221680.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-27 0.000 66993.93 66969.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-15 7.250 262.72 309.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-05-15 4.250 1604789.34 2556952.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-02-15 0.875 13722809.83 19839130.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-02-28 2.750 43.78 49.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-31 0.220 656803.27 657323.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 2.125 350.29 360.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 2.125 306.50 315.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 2.125 43.78 44.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-08-31 1.375 1666966.72 1781060.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-05-15 0.625 46591566.60 47014512.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-28 0.000 218.93 218.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-08-15 6.125 350.29 535.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-02-15 1.375 29308094.83 46715669.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-10-31 2.250 7472231.96 8161956.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-15 2.875 306.50 319.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 2.000 175.14 176.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-02-15 1.625 32402689.16 35021324.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-30 2.125 350.29 374.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 1.750 4229243.88 4365823.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-28 1.125 656.80 670.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-22 0.000 6130163.93 6128803.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 8.125 218.93 245.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-01-15 2.500 7805888.03 12180915.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 2.500 10945495.27 14280432.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-01-31 2.500 20842644.95 22981517.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-01-15 0.875 12927946.50 15273726.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 2.125 16113967.85 16600083.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-05-31 1.625 175.14 182.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-05-15 1.750 20492743.95 21486348.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-08-15 1.625 87.57 96.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-30 0.125 11165655.73 11167805.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-18 0.000 10946721.31 10946184.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 6.250 306.50 372.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-02-15 4.625 3371590.16 5684352.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2050-02-15 2.000 9762636.36 11825596.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-03-31 2.500 25396481.01 27209366.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-28 2.500 8017422.47 8211845.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-08-15 2.000 22330129.22 24495835.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-06-30 1.375 2189563.19 2270864.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.875 613.01 634.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-09-30 1.500 21663473.90 22948117.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 0.125 30657825.57 30657374.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-11 0.000 3940819.67 3940701.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 7.125 350.29 424.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-11-15 4.375 16989311.47 27575643.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2049-02-15 1.000 22941262.78 33452966.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-03-15 2.375 15323439.42 15674135.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-15 2.500 131.36 137.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.750 19266973.88 19894890.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 1.125 384624.00 388480.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-02-29 2.125 3064950.60 3306575.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-09-30 1.625 3670216.72 3977676.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-06-30 0.250 14389465.16 14408755.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-14 0.000 7093475.40 7089857.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-08-15 6.875 262.72 358.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-02-15 4.750 394.08 681.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-31 1.125 2408585.19 2445519.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-04-30 2.875 12046297.57 13642522.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-15 2.375 2627650.98 2746466.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 1.375 10290224.54 10359100.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-01-15 0.125 38819919.91 44729482.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-31 2.000 75094.50 76510.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-31 0.405 18302918.03 18384454.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-25 0.000 240827.86 240813.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-11-15 7.500 1148311.06 1524493.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-02-15 2.125 23071922.85 42539666.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2050-02-15 0.250 24991802.62 30211036.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-03-31 2.625 9405817.03 10539312.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-02-28 2.500 8757595.98 9922181.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-31 1.875 18171644.95 18971243.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-07-31 1.125 8757420.83 8843847.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.750 44487.47 44863.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 1.500 262.72 268.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-15 0.125 113408.03 113374.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-08 0.000 15325409.83 15323724.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-11-15 6.500 43.78 61.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-11-15 3.125 7225230.14 10178230.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-15 1.500 1314613.65 1324409.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-05-31 2.875 39387397.95 44587899.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-30 0.244 15678332.13 15702530.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-10-31 1.875 7881858.27 8226985.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-09-30 1.375 41597628.55 43402813.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-07-31 2.250 525.44 536.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-11-15 1.750 7818235.93 8729777.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-01 0.000 2627213.11 2626981.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-02-15 7.625 3284016.39 4499226.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-11-15 4.250 23907376.62 38660419.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2050-05-15 1.250 235704.80 239425.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-15 2.375 306989.85 314014.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-02-29 2.375 11384940.45 12397031.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-09-30 1.750 6130382.86 6380247.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-31 1.250 35029727.13 36190822.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-30 2.250 350.29 357.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-10-15 1.375 11822546.59 12193855.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-13 0.000 609250.72 609229.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-02-15 6.625 4334901.63 6224281.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-02-15 0.750 24364467.91 35139286.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-31 1.625 6371342.09 6611994.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-15 2.625 39408590.80 40395428.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-05-15 2.125 19831299.26 20622772.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-11-15 2.250 21771102.06 24139098.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 1.125 36343114.75 36896075.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-30 1.875 38533072.03 39882519.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 1.625 5692295.08 5819591.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-21 0.000 2189344.26 2188162.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-08-15 6.750 306.50 434.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-05-15 4.375 6138921.31 10118760.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-07-31 2.125 394.08 424.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-05-15 2.875 5346685.19 6374668.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-03-31 2.250 3240579.80 3620829.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.375 32196847.01 32408621.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-15 2.000 12353287.42 12819856.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 2.125 2189957.27 2233693.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-31 1.500 9487479.57 9683889.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 0.000 7662704.91 7658957.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-02-15 5.250 437.86 623.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-05-15 2.875 82056.62 111972.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-10-31 2.000 25856330.88 27067725.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-09-30 2.875 350.29 383.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-15 1.750 2627213.11 2712034.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-01-31 1.750 6568251.72 6832807.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-11-15 2.000 7273264.36 8049210.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-05-31 1.750 21236945.85 21925206.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 1.375 437693.70 454250.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-10 0.000 4891345.37 4890802.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-08-15 6.375 87.57 126.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-05-15 3.000 876088.00 1215059.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-08-31 1.875 9899820.67 10657914.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 2.750 1095066.21 1138694.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-31 2.125 43.78 44.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 1.625 350.29 352.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-31 1.250 656.80 667.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-04-30 2.000 15062863.67 16168764.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-01-15 1.500 4686948.19 4846886.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-08 0.000 32797033.85 32790704.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-11-15 6.125 131.36 187.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-08-15 2.750 8625490.95 11594736.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-15 1.375 43.78 44.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-31 2.750 32008037.96 34937715.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-15 1.750 262.72 271.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 1.750 8757858.70 8829622.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-10-31 1.625 14887759.91 15661499.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-05-15 2.375 1793817.32 2042367.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-01-31 0.259 22243737.70 22297383.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-05 0.000 153341.67 153297.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-08-15 5.500 394.08 561.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 3.125 21993583.22 31279169.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-09-30 1.875 15106606.77 15769907.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 2.625 7564447.14 7663040.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-06-30 1.750 394.08 418.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-31 1.375 262.72 264.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-15 0.125 18004028.75 20618166.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-05-15 2.125 13599681.11 14889805.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-01-31 1.375 2189825.91 2230118.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-03 0.000 2715049.60 2713971.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-11-15 5.250 8319508.19 11659150.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 0.625 9737108.60 13568862.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-15 1.625 131.36 132.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 2.750 218.93 221.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 1.625 481699.52 488924.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-15 2.625 306.50 310.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-15 1.625 3503914.13 3636387.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-07-15 0.375 8372753.04 9791477.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-01-31 1.500 306.50 328.81 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0007 2671000000.00 2671000000.00 0.0303 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) 2023-09-30 2.875 43803000.00 47999955.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 0.000 12350714.62 12296704.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-05-15 1.250 120000.00 121234.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-04-30 0.500 186840.00 188505.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-09-17 0.000 420.00 419.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-04-30 1.375 1620.00 1640.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-22 0.000 180.00 179.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-04-30 1.625 15540.00 16239.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-12-15 2.625 312600.00 324242.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-15 0.000 38371729.61 38171007.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-12-17 0.000 9720.00 9716.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-15 1.625 1440000.00 1494067.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-18 0.000 638880.00 638855.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 2.000 60.00 63.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-09-08 0.000 60.00 59.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-29 2.125 183600.00 198098.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-03-31 2.250 432780.00 483525.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-28 2.500 60.00 61.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-10-31 2.000 1560.00 1633.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-06-30 0.500 270600.00 272660.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-15 2.625 9493800.00 11302257.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 3.000 60.00 87.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-04-15 0.125 120000.00 126686.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-08-15 3.875 16198800.00 25062883.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 1.375 150000.00 155694.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-12-22 0.000 16200.00 16193.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-31 1.375 9000000.00 9615273.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-31 2.750 150000.00 161765.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-06-30 0.125 25213800.00 25217917.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-03-31 2.250 23130000.00 23627341.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-30 2.000 480.00 484.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-06-30 1.625 4022400.00 4082192.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-09-15 2.750 46170960.00 47990949.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-07-31 0.375 5400.00 5390.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-05-15 2.875 2700.00 3818.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-04-30 0.219 11280.00 11299.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-17 0.000 420.00 419.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-05-31 2.000 1320000.00 1344627.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-15 7.875 14675880.00 15812568.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-10-31 1.500 211800.00 216153.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 6.500 6047520.00 8451726.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-11-30 1.500 29960400.00 30575427.09 U.S. Treasuries (including strips) Y 2020-08-03 2020-08-03 2020-08-03 N Y DAIWA SECURITIES CO LTD 0.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0007 300000000.00 300000000.00 0.0034 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 2050-05-01 4.000 911249.00 935092.05 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-04-01 4.000 1874025.00 1602060.21 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-01 3.500 22224102.00 20686368.02 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-20 5.000 1542795.00 1574244.49 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-10-01 6.500 5628712.00 125760.62 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-08-01 3.500 4591663.00 2801825.73 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 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8NAV47T0Y26Q87Y0QP81 2050-08-01 2.500 1879510.00 1997737.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2037-07-01 2.769 26920112.00 1945981.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2046-11-01 2.484 5091228.00 1901495.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2048-04-01 4.500 3698962.00 2035588.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2049-01-01 5.000 2406000.00 1893979.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2050-01-01 3.000 1759959.00 1897533.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2048-01-01 3.500 2380000.00 1972874.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2049-08-01 4.500 1992294.00 1937849.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2047-09-01 3.500 2134162.00 2039458.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2047-09-01 3.500 2950000.00 1981459.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2050-02-01 4.000 2050000.00 1985272.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2048-03-01 3.500 2671350.00 1985473.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2050-03-01 3.500 1754597.00 1938397.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2047-04-01 4.500 3792407.00 1883854.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2047-06-01 3.017 5000000.00 2018334.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2049-08-01 5.000 2734289.00 2000648.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2050-06-01 3.000 1896905.00 2009272.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2047-10-01 5.000 3849721.00 2023862.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2043-04-01 3.000 3742415.00 1923510.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2050-06-01 2.500 1882955.00 2020937.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2043-06-01 3.000 3730093.00 1887682.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2050-07-01 2.500 1838307.00 1977471.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2050-04-01 4.000 1780816.00 1953411.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2050-08-01 2.500 1880200.00 2012203.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2048-11-01 5.000 2362017.00 1987102.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2050-07-01 2.500 1771957.00 1886662.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2050-07-01 2.500 1820000.00 1947771.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2050-03-01 3.000 1612940.00 1671480.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2049-04-01 5.000 3521892.00 1906965.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2040-06-01 2.500 1900834.00 2011081.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2049-03-01 4.000 1808781.00 1964099.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2044-03-01 3.605 1979908.00 1928658.44 Agency Mortgage-Backed Securities 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 0.0010 100000000.00 100000000.00 0.0011 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 2047-03-20 3.500 207392769.00 122400000.19 Agency Mortgage-Backed Securities 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 0.0009 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 2034-11-20 5.913 57112000.00 365919.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2059-09-20 5.040 20059271.00 1758.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-03-20 1.873 52894678.00 1534853.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-02-20 1.560 4550000.00 92795.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-04-20 2.956 656000.00 69041.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 1.613 22360370.00 718411.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-03-20 2.036 1178000.00 90394.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-06-20 1.911 1717000.00 124682.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-05-20 4.385 265355973.00 81745.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 2.504 867000.00 79944.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-02-20 5.593 75000000.00 1236568.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-10-16 5.973 40000000.00 2139069.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-04-20 5.913 50000000.00 4799419.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 2.054 16358665.00 1240150.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-03-20 2.104 9068088.00 1025858.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 1.396 21866587.00 1708065.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-04-20 0.717 153127367.00 2311010.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-06-20 1.930 50000000.00 4937234.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-04-20 5.863 26700910.00 4123301.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-05-20 1.000 4238168.00 93729.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-03-20 5.993 146666666.00 557829.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-07-20 1.420 50029337.00 5462.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-03-20 1.833 25224066.00 659057.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 3.867 12173605.00 11659.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-04-20 2.269 5314000.00 437280.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.327 1967000.00 224554.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-08-20 5.953 21060000.00 130049.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-06-20 2.260 1204000.00 162063.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-08-20 1.593 213007018.00 76492.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-01-20 2.949 2686000.00 171237.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-05-20 0.000 66987289.00 5.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-07-20 5.963 120785688.00 4161469.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-10-20 5.913 21466707.00 2158713.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 2.054 16358665.00 1242091.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-04-20 2.433 70000000.00 4932381.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 1.849 62038437.00 3442930.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-05-20 1.667 31127880.00 2364899.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-01-20 6.013 24520731.00 3385569.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-03-20 5.863 79855394.00 8803538.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-05-20 5.863 135947963.00 16662735.81 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 2063-08-20 0.794 13185000.00 163913.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-06-20 1.679 1937000.00 38298.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-11-20 3.919 51280910.00 36863.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-01-20 2.343 2755000.00 342711.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-05-20 1.699 3281000.00 151528.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-11-20 2.090 52452415.00 3748491.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.541 2432000.00 225137.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-04-20 2.367 50500000.00 1537984.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-11-20 1.818 16371142.00 662426.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-09-20 3.867 2158000.00 180415.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-04-20 6.063 19887369.00 392964.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2058-08-16 0.666 1765000.00 62848.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 2.164 16319692.00 1286639.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-01-20 2.788 12415627.00 1105270.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-08-20 1.284 22383314.00 1113076.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-12-20 1.933 29583566.00 2065854.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-05-16 0.735 123480000.00 7485503.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-11-20 3.451 7594000.00 799568.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-06-20 5.863 126901614.00 14897785.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-10-20 3.538 76164870.00 27266.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-01-20 3.189 1990000.00 140545.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-03-20 6.283 33619574.00 2909517.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-12-20 3.058 3154000.00 133686.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-04-20 5.863 26271731.00 3523501.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 2.164 16319692.00 1282534.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-03-20 2.104 9068088.00 1026494.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-08-20 1.526 15092614.00 1206359.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-04-20 2.083 49909328.00 4578903.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-06-20 2.195 82681982.00 8387649.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-02-20 5.863 68614000.00 7141533.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-08-20 1.000 2131777.00 47348.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-11-16 0.000 134483860.00 40.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-04-20 1.246 30258357.00 16345.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-01-20 1.912 7600000.00 13786.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 1.657 44800000.00 94165.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-01-20 2.337 11009000.00 1221870.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-04-20 2.053 705000.00 62484.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-12-20 2.489 1155000.00 103931.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-04-20 1.709 25423023.00 714982.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-12-16 0.017 591256461.00 39.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 0.426 62858668.00 324498.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-05-20 1.552 27450000.00 573391.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 0.482 2249291.00 348.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-01-20 2.372 502000.00 57200.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-05-20 1.788 29522302.00 941700.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-03-20 2.694 35980101.00 8223.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.752 491000.00 63479.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-10-20 3.761 2828000.00 277175.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-11-20 2.983 2924000.00 167590.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-08-20 3.727 59781032.00 35012.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2054-10-16 0.523 14090000.00 211398.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-04-20 2.851 56784359.00 348295.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 0.638 23035181.00 2047082.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-01-20 2.788 12415627.00 1101910.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 1.336 24598695.00 767482.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-12-20 1.225 47945070.00 3467857.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-03-16 0.786 100000000.00 5994678.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-02-20 2.663 65399862.00 2081484.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-03-20 2.612 56803643.00 1778935.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-05-20 6.913 85000000.00 468614.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-07-20 1.102 64000000.00 20462.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-03-20 2.267 38043467.00 90111.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-05-20 6.323 15650000.00 199592.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-05-20 4.118 118496773.00 2645.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.363 1695000.00 215174.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-09-20 5.813 71400000.00 288784.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-11-20 2.299 743000.00 60104.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 2.412 4015000.00 410683.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-05-20 6.313 76600000.00 1488234.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-01-20 2.789 75892464.00 336207.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-09-20 2.718 61526924.00 862227.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 2.054 16358664.00 1235723.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-04-20 0.487 17010714.00 205726.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 1.648 30909718.00 2799827.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-01-20 2.693 45679200.00 4688225.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-05-20 2.863 42263406.00 1068195.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-04-20 5.863 54816363.00 6431317.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-03-20 5.863 150871755.00 20303433.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-10-20 1.832 3603000.00 204012.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-02-20 2.944 2173000.00 96782.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-06-20 5.663 45000000.00 804057.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-08-20 6.013 25686585.00 1431815.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-01-20 5.863 36487294.00 4899831.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 1.791 19321770.00 1070742.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 2.561 1647000.00 177881.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 1.566 26515067.00 2310239.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-01-20 1.612 30304066.00 1706437.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-03-20 2.023 2683000.00 180280.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-07-20 5.913 43313655.00 6583918.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-05-20 5.913 189325853.00 28539456.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-04-20 6.063 75000000.00 303852.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-03-20 1.955 5499659.00 429645.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 0.408 23134965.00 71111.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-04-16 6.633 35500000.00 466821.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-10-20 2.259 15373934.00 13287.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.289 2096000.00 245571.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-09-16 6.023 12750000.00 188379.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-10-20 3.458 39405929.00 37059.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 2.220 1667000.00 158773.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-01-20 6.063 34016426.00 199228.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2056-05-16 0.750 1517148.00 29146.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-10-20 5.913 23940171.00 2849270.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 2.054 16358665.00 1235557.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-03-20 2.730 62193074.00 5917974.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 2.980 104236674.00 8219882.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-05-20 1.859 59408569.00 4087851.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-01-20 6.063 63902853.00 7934956.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-04-20 3.613 42858323.00 2348469.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-03-20 1.000 7442360.00 175609.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-09-20 6.113 326802508.00 3062377.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-08-20 1.497 18500000.00 6742.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-09-20 3.334 71341590.00 47405.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-07-16 5.873 83772143.00 12188877.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-06-20 2.391 1262000.00 112853.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-07-20 1.792 15215718.00 716053.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-12-20 5.513 37500000.00 173726.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-08-20 1.961 908000.00 52569.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-02-20 2.942 1105000.00 87285.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-07-20 5.743 34400000.00 707442.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-11-20 6.013 25000000.00 3373848.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-07-20 6.013 53053471.00 5864827.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 1.791 19321770.00 1071405.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-03-20 2.441 1689000.00 162590.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 2.154 10914000.00 1080915.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-12-20 1.546 44410387.00 3352016.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 2.048 5162000.00 304557.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-07-20 5.913 24720896.00 3181231.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-10-20 1.000 3164284.00 69533.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-03-20 6.103 61800000.00 265788.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-08-20 4.978 42696886.00 6873.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 1.944 13100000.00 439196.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-04-20 6.013 86181990.00 297160.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-05-20 1.617 34473465.00 1042424.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-09-20 1.715 2895000.00 141579.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2053-04-16 3.640 1200000.00 1863544.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-16 0.988 99040958.00 92486.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-07-20 1.654 50402250.00 1290932.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-12-20 1.332 4446000.00 63628.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-05-16 6.623 11347000.00 87063.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-06-20 1.973 42006273.00 3011854.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-09-20 2.149 3780000.00 323358.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-07-20 5.813 35000000.00 106322.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-05-20 1.598 122186409.00 26267.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-01-20 2.481 1051000.00 140259.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-04-20 5.513 96000000.00 1748893.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-04-20 5.363 18889000.00 878975.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-07-20 2.666 54969461.00 745608.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 1.791 19321770.00 1070545.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-04-20 1.766 25974211.00 1700464.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 2.050 10483000.00 881957.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-01-20 0.647 31524997.00 414747.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-20 2.728 70166231.00 1459443.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-12-20 2.706 69881646.00 1984742.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-10-20 5.913 60525718.00 7456485.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2034-06-20 6.913 50000000.00 289348.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-12-20 1.942 18252999.00 796725.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-11-20 1.979 30000001.00 53982.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-07-20 4.425 70931729.00 24116.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 2.119 2012000.00 130830.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-05-20 1.973 11513223.00 388106.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.178 4863000.00 417447.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-06-20 4.057 43740708.00 42693.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-04-20 3.015 2643000.00 166107.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-11-20 0.419 150144887.00 1029789.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-01-20 5.603 99200000.00 1311185.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-01-16 5.873 29437575.00 1397443.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-03-20 5.913 31576185.00 3642519.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 2.164 16319692.00 1281860.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-03-20 2.104 9068088.00 1026672.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 1.420 30050815.00 2268153.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 2.652 37200000.00 3784640.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-05-20 1.524 44317698.00 3448254.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-03-20 5.863 43490980.00 5199212.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-03-20 5.913 32204571.00 6905796.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-05-20 1.701 3526000.00 109074.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-12-20 2.020 1250000.00 67444.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-12-20 6.213 7062865.00 592979.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-12-20 5.863 30000000.00 1151638.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-06-20 5.913 66122517.00 6242301.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 2.164 16319692.00 1288257.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-03-20 2.104 9068089.00 1018699.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 2.115 518000.00 47543.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-01-20 0.784 22774009.00 1010212.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-06-20 1.899 59498812.00 4511790.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-03-20 5.863 34519161.00 4086304.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-11-20 5.863 123886572.00 16153327.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2034-11-20 6.513 100000000.00 463907.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-11-20 0.823 11681882.00 70878.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-02-20 1.039 186771085.00 2220491.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-01-20 3.985 33300000.00 7929.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 2.337 1414000.00 181548.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-09-20 1.903 45197047.00 3153762.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-01-20 2.409 2747000.00 263383.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-05-20 2.562 2928000.00 278201.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-16 0.000 125000000.00 6.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-07-20 1.943 98906614.00 589754.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-01-20 2.477 46965000.00 40458.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-06-20 1.664 38901739.00 913753.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-11-20 2.330 6315000.00 730876.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 1.626 1982000.00 166490.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-12-20 1.826 1401000.00 73539.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-09-20 6.113 39228684.00 266625.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-10-20 3.362 1157000.00 77099.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-01-20 1.789 2383000.00 105333.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-09-20 5.963 85356633.00 5234435.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-07-20 6.063 9000000.00 1114877.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-04-16 0.574 55026781.00 2666554.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 2.256 9147101.00 1022829.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 1.012 41074390.00 3336247.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 2.020 6513000.00 624156.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-08-20 1.227 33329821.00 1205485.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-09-20 6.013 58587062.00 6502013.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-11-20 1.063 56078573.00 3686450.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-11-20 3.263 103065270.00 7342483.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-03-16 0.069 263341060.00 17066.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-06-20 1.450 3500000.00 108619.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-10-20 2.234 53511741.00 56759.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 1.995 4918443.00 300527.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-10-20 5.963 64600000.00 206577.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-07-20 1.628 1417000.00 107356.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-11-20 1.867 11326271.00 403358.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-10-16 0.000 100000000.00 3.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-09-20 2.591 657000.00 53307.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-02-20 0.224 67087814.00 381699.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-04-20 6.413 19000000.00 466506.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2057-07-16 0.838 100888000.00 2486313.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-10-20 6.013 31119014.00 3301073.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-04-20 1.959 15731707.00 1312303.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 1.678 2612000.00 227397.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-11-20 1.675 19818796.00 1776148.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-06-20 0.384 199862882.00 14326640.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-09-20 4.963 50000000.00 6787911.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-11-20 2.691 47440032.00 4726692.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-07-20 1.000 3328912.00 101989.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-10-16 1.750 221036360.00 127.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-03-20 1.776 10000000.00 199867.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-11-20 2.467 80083000.00 27843.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 0.473 21419658.00 99447.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-05-16 6.223 3475000.00 61789.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-03-20 1.603 9744000.00 337722.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-12-20 1.095 38854462.00 1077340.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-02-20 6.563 50013061.00 961124.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-09-20 2.044 1729000.00 62563.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 3.682 4038000.00 493438.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-03-20 0.000 3073098.00 0.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-20 5.513 11950000.00 443271.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-10-20 6.063 10000000.00 1934037.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-04-20 1.959 15731707.00 1305973.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 1.681 2215000.00 227334.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-11-20 1.480 35430311.00 2902738.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 2.026 61899798.00 4745337.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-10-20 1.000 16040384.00 251011.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-11-20 1.122 47657592.00 3544810.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-08-20 5.913 92538153.00 15204557.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-08-20 2.061 2002000.00 142222.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-04-20 1.565 1657000.00 58752.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-01-16 5.773 75200000.00 1547151.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2055-03-16 0.629 261843106.00 4558436.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-09-20 6.013 20658816.00 2841155.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-04-20 1.959 15731707.00 1310432.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-05-20 1.816 33643000.00 1453861.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-12-20 1.779 19313000.00 805049.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-08-20 0.690 70068456.00 1033476.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-07-20 6.063 47000000.00 5394017.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-01-20 5.863 130425107.00 17607921.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-07-20 5.960 62646394.00 10520779.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-04-16 0.100 66111131.00 14.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-04-20 0.000 5650739.00 0.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-10-20 1.579 25775000.00 636473.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-02-20 1.352 6892000.00 115292.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-10-20 5.913 64600000.00 219958.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-07-20 1.791 4051000.00 190508.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-10-20 1.248 8625000.00 338412.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-10-16 0.000 125000000.00 4.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-03-16 0.969 163000000.00 966.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-04-20 0.000 77574754.00 12.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-08-20 2.671 43200000.00 2689.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 2.240 66866674.00 42451.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-06-16 6.493 33000000.00 325732.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-09-20 1.976 7213621.00 394145.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.099 4644000.00 388219.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-11-16 0.000 28000000.00 33.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-07-20 2.043 2253000.00 134459.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-07-20 2.599 1386000.00 77976.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-09-20 5.863 100000000.00 2067067.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-11-20 5.413 60000000.00 2111181.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-09-20 6.013 50000000.00 4916626.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-02-20 2.819 52840000.00 5420256.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 2.516 6209000.00 293489.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 0.494 48195673.00 1233282.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-07-20 2.408 27739305.00 2482994.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 2.659 1791000.00 221217.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-10-20 4.253 39756566.00 2928950.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-05-20 5.963 53945766.00 12506963.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-09-20 1.924 845000.00 89285.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-09-20 2.097 1713000.00 98338.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.242 1082000.00 105060.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2053-09-16 0.773 1903143.00 36947.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-01-20 6.013 64912745.00 4959311.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 0.638 23035181.00 2045616.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-01-20 2.788 12415628.00 1099547.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-08-20 1.333 47852995.00 1793926.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 3.943 10021545.00 290062.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-06-16 0.819 54350331.00 3393985.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-03-20 5.863 55278077.00 4417684.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-12-20 5.863 190900027.00 20584817.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-01-16 1.017 238126561.00 3629.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-06-20 1.661 12544721.00 200156.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-02-20 1.370 4732000.00 58467.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 0.717 4565000.00 4255.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-01-20 2.350 813000.00 97012.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 1.680 998000.00 103980.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-03-20 1.678 12783082.00 292451.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-12-16 6.223 74278000.00 622347.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-08-16 0.970 21756662.00 23202.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-02-20 1.653 5300000.00 16095.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-02-20 2.444 22000000.00 75064.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 3.791 71214879.00 24076.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-01-20 2.292 6476000.00 748599.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-04-20 1.816 50000002.00 571094.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.389 1749000.00 144007.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-06-16 6.623 54541566.00 2935007.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 3.341 2545000.00 206483.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-06-20 1.821 2368000.00 115855.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-04-16 0.203 100000000.00 152852.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-20 6.063 16000000.00 1982179.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 0.638 23035180.00 2053202.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 2.256 9147101.00 1030386.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 1.077 9177443.00 259538.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 0.585 145700490.00 2443966.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-04-16 0.711 50000000.00 2917413.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-11-20 5.963 41860582.00 3267991.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 1.222 79294088.00 5228105.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-07-20 5.960 52857142.00 13833142.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-11-16 0.044 411449172.00 22632.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-08-20 1.472 129024726.00 2557515.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-01-20 1.552 4000000.00 2498.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-01-20 5.073 42482543.00 9815.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-12-20 1.851 94142918.00 4907789.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 1.602 2679000.00 135549.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-11-20 2.456 1993000.00 243669.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-06-20 5.933 20000000.00 579546.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-08-20 0.406 4469000.00 23362.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-06-20 2.538 1345000.00 114844.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2054-01-16 0.804 6500000.00 164068.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-10-20 6.013 66666667.00 8078730.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-11-16 6.023 18356090.00 3944628.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 2.256 9147101.00 1028067.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-06-20 3.982 23493281.00 123060.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 2.866 15277000.00 1212252.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-03-16 0.777 54000000.00 3185355.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-10-20 5.453 50000000.00 3768274.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-10-20 0.381 67879998.00 4171697.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-01-20 6.013 66473586.00 12244925.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2047-03-20 3.500 116615702.00 68824781.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-06-16 5.823 40000000.00 176740.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-08-20 2.506 12753773.00 213717.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 2.406 85534822.00 60399.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-07-16 0.000 10000000.00 1.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-09-20 0.638 72631976.00 35361.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-09-20 1.689 8811000.00 383784.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-04-16 0.339 82637447.00 127553.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-08-20 3.573 1036000.00 79343.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-02-20 3.079 1191000.00 83072.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-08-20 6.413 57689500.00 1714399.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-09-16 6.073 18183057.00 933416.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-06-20 6.013 17637296.00 2944317.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 1.791 19321771.00 1070007.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-04-20 2.187 27122445.00 2634761.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 1.483 23335500.00 2000539.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-12-20 1.546 44410386.00 3377881.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-03-20 2.417 1693000.00 185107.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-07-20 5.913 13943000.00 1602704.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-07-20 5.913 103564714.00 13121697.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-10-20 0.778 300000.00 161847.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-06-20 0.785 1393000.00 106286.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-20 6.513 14408151.00 820336.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2058-09-16 0.946 160000000.00 9239343.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 0.638 23035180.00 2050440.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-01-20 2.788 12415628.00 1106830.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-08-20 1.308 5872000.00 449565.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 0.721 98620986.00 1455130.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-01-16 0.763 100000000.00 4212217.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-11-20 5.963 16600000.00 1567793.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-01-20 5.913 2540000.00 345004.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-11-16 0.179 227119159.00 67.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-08-20 1.781 12900000.00 58682.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-12-20 1.708 52006180.00 1236759.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 3.774 12000000.00 6365.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-01-20 1.750 5624000.00 213125.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-05-20 1.599 3378000.00 150895.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-11-20 2.262 1862000.00 239278.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-04-20 2.719 56372722.00 814490.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-10-20 1.984 974000.00 53807.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.327 1810000.00 155688.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-12-20 6.413 34719678.00 2500334.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-20 6.063 4000000.00 226583.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-11-16 6.023 18989256.00 4504318.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 2.256 9147101.00 1023748.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-06-20 1.841 64904604.00 2882474.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-11-20 2.086 5286000.00 516897.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-06-16 0.754 100000000.00 4124658.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-09-20 6.013 100000000.00 9616712.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-10-20 5.963 28944000.00 3713299.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-11-20 5.863 68710180.00 9226578.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-08-16 0.000 135461920.00 142.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-08-20 1.806 23000000.00 457347.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-11-20 1.564 68200998.00 283365.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-08-20 1.816 10277861.00 432749.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 3.694 80245804.00 56182.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 1.889 1817000.00 217150.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-01-20 3.093 16345743.00 996633.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-07-20 6.383 48540000.00 956543.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 4.618 270111827.00 163357.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.439 4685000.00 459216.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-09-20 6.423 43058548.00 2932109.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2055-11-16 0.866 100000000.00 3184180.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-11-20 6.013 30509226.00 3220589.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-04-20 1.959 15731707.00 1305461.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-06-20 1.920 1821000.00 163459.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 1.374 42231049.00 3421794.71 Agency 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9401530.00 1169694.90 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 5.825 79250000.00 5997588.67 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-25 6.328 50000000.00 1929049.33 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 5.928 58774053.00 2092659.15 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-25 0.000 5117042.00 3894778.24 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-25 5.978 33304475.00 5692461.29 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 5.885 17514836.00 3360350.79 Agency Debentures and Agency Strips Federal Home 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19355338.57 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2043-08-15 3.500 42857142.00 1813232.26 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-25 5.778 30000000.00 1148307.02 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-25 5.978 38642857.00 2435993.94 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-25 6.078 30200841.00 2372847.26 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-09-25 5.928 37188724.00 4187627.06 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-25 5.878 30508731.00 6336683.07 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-07-15 6.445 37430744.00 2541193.85 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-08-15 3.390 102595719.00 1850750.70 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-12-15 6.025 48728649.00 6470400.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-11-25 5.825 10000000.00 1727100.94 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-01-15 5.825 100000000.00 1904606.75 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-07-20 6.013 30000000.00 3728491.57 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 3.000 30000000.00 3165140.71 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2043-12-15 3.500 84549112.00 4185848.02 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-25 6.278 46241000.00 3737340.64 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 5.254 30000000.00 12486980.50 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-25 5.928 31000000.00 2540377.87 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-12-25 5.928 22431264.00 2892023.83 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-25 5.778 6530951.00 1291720.82 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 5.825 42654372.00 3489972.42 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-05-15 5.925 22368052.00 1491318.90 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-06-15 6.025 40500000.00 2911063.01 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-01-25 5.875 76475400.00 9665979.63 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-02-25 6.328 112500000.00 1460385.48 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-10-20 5.963 40205878.00 5247528.40 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-20 5.913 18470221.00 3033638.24 Agency 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Collateralized Mortgage Obligation 2040-03-15 5.500 32181818.00 1303623.93 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2050-11-15 5.825 23484774.00 1666593.70 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-05-15 3.417 48381578.00 1418996.44 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-09-25 5.875 15800000.00 1560157.95 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-08-15 6.925 164000000.00 1542981.30 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-11-20 5.000 14329000.00 1130548.58 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 3.000 22624598.00 2215757.01 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2028-07-15 6.500 39.00 0.75 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-25 0.000 230769231.00 60547264.52 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 5.728 100000000.00 9796307.92 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-25 5.828 30743475.00 3843458.46 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 5.878 9900000.00 1873806.09 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-11-15 5.775 74199279.00 2479709.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-06-15 5.975 20532314.00 1844125.03 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-07-15 2.750 75000000.00 4238853.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-07-15 5.925 18144177.00 2917776.12 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2043-06-01 3.500 55154544.00 1857723.00 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-11-20 6.143 14385885.00 184247.26 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 3.113 70000000.00 7361189.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-01-01 4.500 399253151.00 319490122.92 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 4.000 17707990.00 28278721.85 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 5.728 46153846.00 4578255.97 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-25 5.778 33332298.00 4762907.31 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-25 5.878 107999191.00 12029977.82 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2035-03-01 5.000 33342509.00 193007.38 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-06-15 6.525 26482266.00 2383806.33 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage 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268645998.00 4039173.49 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-06-16 5.873 233333333.00 1263002.43 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-20 6.463 14698233.00 1969134.54 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2047-10-15 4.000 13322939.00 1536677.03 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-11-25 6.428 38778854.00 1317979.09 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-25 6.028 33482200.00 1262042.92 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-06-25 5.778 23923267.00 3295401.03 Agency Debentures and Agency Strips Federal 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610576.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-08-01 5.500 11185120.00 1333554.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-01-01 3.000 1790164.00 536712.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2039-08-01 4.500 28285321.00 3478808.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-02-01 3.500 2148723.00 626752.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-11-01 3.641 55926761.00 6557158.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-03-01 2.632 2764.00 21.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-01-01 4.000 204000.00 41632.85 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Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-10-01 3.000 870000.00 140387.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-09-01 2.605 9793325.00 780865.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-01-01 3.815 50000000.00 2158386.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-12-01 3.500 7328703.00 2437126.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-10-01 4.437 363376069.00 1420343.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 6.000 2230.00 79.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-05-01 5.000 54385.00 9366.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2027-02-01 3.000 1319446.00 240147.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-09-01 2.310 7015190.00 1393551.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-02-01 3.500 1703394.00 439390.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-11-01 3.000 1111033.00 307013.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-01-01 7.000 2470.00 79.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-10-01 4.000 3669.00 203.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2027-03-01 3.000 1000000.00 140636.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-05-01 4.019 50000000.00 15290122.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-06-01 2.407 5307387.00 1371256.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-08-01 3.478 16648832.00 2673378.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-01-01 3.500 319996.00 93085.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-11-01 4.000 2319850.00 612497.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-11-01 4.000 1291.00 43.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-04-01 4.500 397679.00 100721.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-08-01 2.992 4229392.00 1247163.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-08-01 4.500 35488128.00 8809613.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-10-01 2.500 12192293.00 3005188.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2022-05-01 5.000 11199999.00 112919.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-04-01 5.500 5282741.00 504671.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-11-01 4.500 1000.00 329.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-12-01 3.500 21299324.00 7365710.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-05-01 3.500 7986084.00 2632283.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-10-01 3.000 6950048.00 1282048.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-09-01 3.000 555338.00 197588.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-01-01 3.991 34482966.00 1890862.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-01-01 5.000 2492171.00 723727.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-09-01 6.000 7539587.00 1575151.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-09-01 3.500 4114280.00 1164732.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-12-01 4.000 1800000.00 531642.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-07-01 3.000 1000.00 328.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-03-01 3.000 1100000.00 299164.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-06-01 6.000 100000000.00 1426121.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-04-01 3.605 62646287.00 1584072.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-11-01 2.702 5970163.00 1326140.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-08-01 3.500 266485.00 87559.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-02-01 3.500 3976191.00 1263105.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-08-01 4.000 25000000.00 8150566.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-11-01 4.500 2094.00 98.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-03-01 6.000 4260219.00 28543.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2027-03-01 3.000 1250000.00 197687.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-10-01 2.789 6168369.00 1579615.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-01-01 4.500 26219935.00 4184753.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-02-01 3.000 9700000.00 2597366.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-02-01 5.500 24370000.00 1081521.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-10-01 5.000 3518.00 749.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-03-01 4.000 1063596.00 80382.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-08-01 2.321 7424680.00 1394076.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-06-01 5.000 2200005.00 565410.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-01 3.500 903919.00 297155.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-04-01 5.500 150000.00 27029.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-02-01 3.500 12103664.00 2723287.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-03-01 4.500 14650644.00 263600.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-09-01 6.000 7454000.00 70410.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-05-01 3.500 3072993.00 897175.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-06-01 3.431 35853733.00 6782178.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-06-01 4.000 47000000.00 12844388.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-01 3.705 3169525.00 273909.55 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 300000000.00 300000000.00 0.0034 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) 2049-11-15 2.375 161282700.00 209567745.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 2.500 152092000.00 198432269.68 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0008 400000000.00 400000000.00 0.0045 N Y Y N - N/A - Dreyfus Government Cash Management Funds 2020-08-06 /S/Anthony Ciavarella Anthony Ciavarella Treasury Manager