N-MFP2 0000740766 XXXXXXXX 2017-07-31 0000740766 S000000128 5 N N 002-89359 The Dreyfus Corporation 801-08147 Ernst@Young New York NY none Dreyfus Transfer Inc 0001285911 084-06102 N N N Exempt Government N 26 108 31510680432.34 30576992951.55 31472632711.54 33310787407.28 32505819128.49 46387344570.54 45256713108.45 45902821617.41 48439179877.65 45734289823.56 0.4903 0.4727 0.4766 0.4754 0.4826 0.7219 0.6997 0.6952 0.6914 0.6790 2821798.00 67321856847.70 67321856847.70 29788977.95 64650442.24 67289817181.41 67290864901.60 1.0000 0.0109 1.0002 1.0002 1.0002 1.0002 1.0002 C000000287 10000000.00 63247691518.65 63248649712.01 1.0002 1.0002 1.0002 1.0002 1.0002 6267868770.66 12318377019.72 6520572928.03 7254603049.61 8477961211.24 6116597755.56 9364352153.68 5442186196.50 957923897.99 3999985823.98 31588678961.60 35131749845.37 0.0091 Y Dreyfus. Expenses are capped at 18 bps. 2,626,924.77 C000000286 10000000.00 2051695936.17 2051723880.19 1.0002 1.0002 1.0002 1.0002 1.0002 60580920.25 22936062.64 86259471.60 34186702.47 109456218.52 53148154.33 193930690.58 134427092.82 321467084.84 12504561.61 771694385.79 257202573.87 0.0067 Y Dreyfus.Fund is waiving 3 points of expenses. 42,000.37 C000000288 10000000.00 1785011896.78 1785070487.42 1.0002 1.0002 1.0002 1.0002 1.0002 133913824.14 103313081.80 1216914900.13 79141512.76 99006905.09 1103036335.92 103284778.59 96401528.74 50279574.21 10952004.31 1603399982.16 1392844463.53 0.0082 Y Dreyfus. Fund is waiving 3 points of expenses. 45,709.78 C000000289 10000000.00 116422389.66 116424349.89 1.0002 1.0002 1.0002 1.0002 1.0002 2016041.82 5818446.58 29025071.52 1470110.78 1676871.51 3522752.88 5802760.79 5863241.98 1273696.42 470232.87 39794442.06 17144785.09 0.0051 Y Dreyfus. Fund is waiving 3 points of expenses. 2,713.25 C000053659 10000000.00 88995440.15 88996472.09 1.0002 1.0002 1.0002 1.0002 1.0002 334491.18 1348573.66 337211.75 61909.04 718553.88 3832222.79 28141045.74 1949993.68 16378481.72 29531302.55 23571180.89 0.0086 Y Dreyfus. Fund is waiving 3 points of expenses. 2,195.63 ABN AMRO BANK NV REPO ABN AMRO BANK NV REPO BFXS5XCH7N0Y05NIXW11 023000 0000897878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2019-11-30 1.500 57212275.86 57489397.82 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2018-02-28 2.750 22799213.79 23266504.74 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2040-08-15 5.000 102275664.75 13794401.06 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2039-07-15 5.000 3173541.17 369173.35 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2041-01-20 4.000 172971677.82 54845326.46 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2038-03-15 5.000 122988166.86 11533159.89 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2038-02-15 5.000 491379310.34 33655137.62 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2041-10-15 4.000 229310344.82 64109068.03 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2042-06-15 4.000 196551724.13 50318143.48 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2042-05-20 4.000 196551724.13 60021764.65 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2041-10-20 2.250 19655172.41 3329715.84 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2041-07-20 2.125 26832159.03 5170730.59 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2038-09-20 2.125 2746.48 118.34 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2040-12-20 3.999 104999527.68 31776957.13 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2042-01-20 4.000 54871107.65 16169293.26 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2046-10-20 3.000 24509169.24 24030084.92 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2046-10-20 3.500 65517241.37 63184614.96 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2046-08-20 3.500 65517241.37 62130732.76 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2046-08-20 3.000 88916911.51 85621092.11 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2046-05-20 3.000 65517241.37 57919648.45 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2047-02-20 2.500 6438235.17 6223574.45 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2047-01-20 3.000 3435614.72 3467197.57 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2045-12-20 3.500 98275862.06 75391495.74 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2046-02-20 3.500 131034482.75 101886856.13 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-07-20 2.000 10004066.06 3160381.93 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-04-20 3.000 32758620.68 8262368.43 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2043-12-20 4.500 131034482.75 51873083.81 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2017-08-01 2017-08-01 2017-08-01 N N N 1.0500 950000000.00 950000000.00 0.0141 N Y Y N - N/A - ABN AMRO BANK NV REPO ABN AMRO BANK NV REPO BFXS5XCH7N0Y05NIXW11 023000 0000897878 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2018-12-31 1.500 1182506.66 1187051.73 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including 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Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2019-02-28 1.125 20202173.33 20239088.96 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2018-02-28 2.750 29751400.00 30361182.43 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2020-02-15 1.375 3733333.33 3751198.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2020-01-15 1.375 31066.66 31054.79 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2045-08-15 2.875 951813.33 961087.51 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2017-08-01 2017-08-01 2017-08-01 N N N 1.0400 100000000.00 100000000.00 0.0015 N Y Y N - N/A - BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 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Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2034-07-01 3.999 730387.00 461799.40 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2026-06-01 4.000 1378.00 68.43 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2042-06-01 3.500 1500000.00 946717.98 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2024-02-01 5.000 13114373.00 937747.36 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2038-04-01 6.500 1354471.00 527328.48 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2046-07-01 3.500 45169.00 44429.25 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2046-06-01 3.500 14079.00 12951.38 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2046-10-01 2.383 2003.00 1761.72 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2045-11-01 3.500 816767.00 655565.50 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2035-11-01 5.499 254810968.00 8792778.10 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2034-05-01 5.000 1540.00 97.68 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2034-04-01 5.000 32463268.00 942221.66 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2045-09-01 2.483 8685088.00 5757533.85 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2030-02-01 3.000 1399359.00 1163077.58 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2044-03-01 4.500 2519980.00 1969091.94 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NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-31 1.125 8642363.65 8479863.96 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-31 1.250 7071588.79 6775218.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-04-30 2.000 8491660.58 8492679.58 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-28 1.375 7525685.86 7556949.15 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-02-15 2.250 8130236.85 8190625.64 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-31 2.250 8447450.48 8551100.70 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-01-15 0.375 6129987.94 6134803.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-11-15 3.000 8506042.11 8737552.54 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-05-15 3.000 8008770.40 8229229.22 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-31 0.625 70991000.00 71142193.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 2.125 77976100.00 79999928.74 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 2.000 78890600.00 79999999.06 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-15 1.000 79976600.00 79999984.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-15 0.125 37538200.00 38858033.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.500 79788000.00 79999936.87 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-31 0.750 80163500.00 79999966.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-11-15 0.000 9600000.00 4981151.99 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 2.125 420.00 427.14 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 2.375 19500060.00 20044124.92 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-31 1.125 2242380.00 2229789.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-31 1.625 14641500.00 14734750.04 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-12-31 1.250 4125600.00 4126891.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-31 1.000 12000.00 12002.60 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-31 2.750 15750000.00 15889845.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-12-15 1.250 180.00 180.13 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-11-30 2.000 2149500.00 2167842.39 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 2.000 1412760.00 1436453.16 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 1.625 11400540.00 11444755.09 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-11-30 1.500 120120.00 120701.83 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-30 1.375 33360.00 33467.72 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-30 0.625 5375940.00 5372300.04 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-30 2.250 6600000.00 6648468.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-11-15 1.000 117000.00 116221.05 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-15 1.250 11700000.00 11722879.22 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-15 0.875 19980.00 20000.97 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-15 4.250 462180.00 470334.08 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.750 6600000.00 6667031.25 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-31 1.353 2287500.00 2299477.64 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-31 1.750 12000240.00 12122117.43 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-31 0.750 300.00 300.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-31 1.875 540.00 543.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-31 1.351 863100.00 866052.68 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-10-15 1.000 9900480.00 9847435.67 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-15 0.875 6990000.00 6972930.84 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-15 0.875 3314400.00 3320806.93 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 1.125 9982440.00 9776202.78 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 1.375 6445020.00 6438306.43 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-30 1.000 240.00 238.92 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-30 1.750 10090800.00 10230074.06 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-09-30 0.750 540.00 538.05 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-30 0.625 10860060.00 10872503.81 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-15 0.875 17125440.00 17005026.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-09-15 1.000 36000.00 36028.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-15 1.000 15000360.00 15055561.32 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 2.125 420.00 431.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 1.375 20970060.00 20990751.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-08-31 1.000 60.00 59.79 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-31 0.750 570300.00 568873.22 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-31 1.875 246000.00 248071.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-15 1.000 60.00 60.11 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-15 4.000 6412800.00 6710787.04 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-15 0.875 180000.00 180716.83 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-31 1.875 207000.00 207420.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-31 2.000 6900420.00 6952173.14 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 1.625 2152620.00 2159594.48 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-31 1.625 2120400.00 2131659.32 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-31 0.875 18255900.00 18084750.93 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-31 2.250 2250000.00 2271796.87 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-31 1.375 6523380.00 6530514.94 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-31 1.357 13649040.00 13717098.92 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-07-15 0.375 11439420.00 11796822.36 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-15 1.500 12641280.00 12648007.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-15 0.750 5720460.00 5655510.39 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-15 0.875 60.00 59.81 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-15 1.375 5531100.00 6374538.86 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-06-30 2.000 618000.00 615277.57 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 1.750 537060.00 535859.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 2.125 838200.00 851125.11 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 2.125 5330400.00 5428226.60 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.625 5596140.00 5623037.20 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.875 5640480.00 5711081.79 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-30 1.000 120.00 119.33 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-30 1.625 360.00 362.36 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-30 2.375 120.00 121.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-30 1.375 12600240.00 12629576.98 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-15 0.875 5693400.00 5650299.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-05-31 1.875 4800060.00 4828164.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-31 1.375 420.00 416.17 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-05-31 1.250 10170000.00 10174508.69 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-31 2.375 240.00 243.22 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-15 3.125 60.00 63.60 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 1.500 15826800.00 15886365.53 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-05-15 0.875 828300.00 822957.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-15 3.875 180.00 185.17 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-30 1.750 11702880.00 11717508.60 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-04-30 1.253 8617560.00 8644785.66 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 2.625 300.00 305.10 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 1.373 528480.00 530877.84 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 0.750 2640540.00 2636414.15 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 0.625 11973300.00 11938727.09 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-15 0.125 2757240.00 2776375.08 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-15 0.750 900540.00 899700.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.875 18120.00 18289.87 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.750 15060120.00 15109115.59 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.125 3000300.00 2986704.89 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.375 2514600.00 2521322.36 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-03-31 1.500 1096800.00 1105497.62 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-15 1.625 2077200.00 2099849.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-03-15 1.000 540.00 541.43 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-28 1.750 18540540.00 18640674.03 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-28 1.125 5221800.00 5153210.66 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-28 1.250 480.00 480.24 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-28 1.375 232440.00 233940.79 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-28 1.125 400200.00 400931.28 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 2.000 19796640.00 20054021.47 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-15 1.375 2995200.00 3009532.77 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-15 3.625 6195600.00 6637410.88 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-15 0.750 60.00 59.68 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-31 1.250 1620000.00 1612912.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.125 6000.00 5983.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.250 1063980.00 1062816.27 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.323 411960.00 413850.16 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-31 2.625 180.00 181.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-31 1.455 1618920.00 1626620.87 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-15 0.625 523500.00 560512.58 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-15 1.375 3000120.00 2998973.43 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-15 1.375 3329160.00 3909405.51 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-15 1.125 904200.00 902237.09 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-15 2.125 10114920.00 11901230.07 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-15 0.875 5951040.00 5945865.18 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-15 1.625 4686660.00 5501973.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-11-15 3.125 20274540.00 21439083.68 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-11-15 4.250 360.00 452.62 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-11-15 4.375 6000000.00 7657345.27 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-11-15 6.125 420.00 572.21 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-08-15 2.250 19165140.00 16902842.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-08-15 2.750 3780120.00 3753963.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-08-15 3.750 1680540.00 1982207.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-08-15 3.875 60.00 72.01 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-08-15 4.500 120.00 157.02 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-08-15 6.125 56400.00 80074.85 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-08-15 6.750 420.00 588.79 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 6.250 240.00 305.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 8.125 9600300.00 12352065.54 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-15 8.875 60.00 62.58 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-05-15 3.375 9000060.00 9917542.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-05-15 4.375 480.00 613.24 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2038-05-15 4.500 480.00 622.27 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-05-15 6.250 120.00 172.37 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 8.750 480.00 584.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-15 9.125 360.00 389.14 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-04-15 3.875 5958600.00 12194553.96 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-04-15 3.625 2732760.00 5470918.34 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 2.500 615000.00 574197.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 1.000 16946460.00 17559480.02 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-02-15 0.750 4737360.00 4637684.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 0.625 1941720.00 1906494.56 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 3.125 11220000.00 11911153.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-02-15 0.750 4110780.00 4251831.54 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-02-15 4.750 5700540.00 7748868.11 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-02-15 2.125 67200.00 95466.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2037-02-15 4.750 10380000.00 13986445.55 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2036-02-15 4.500 300.00 391.49 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-02-15 5.250 275400.00 362025.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-01-15 1.750 2748420.00 3602589.93 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-01-15 2.375 885480.00 1259859.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-15 2.000 1209720.00 1681487.98 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-08-15 0.000 29731200.00 14743107.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-07 0.000 420.00 418.39 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-30 0.000 300.00 298.89 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-16 0.000 14940.00 14890.24 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-26 0.000 696000.00 694155.59 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-19 0.000 3804000.00 3794703.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-12 0.000 60000.00 59866.99 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-05 0.000 2826000.00 2820312.67 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-28 0.000 1622400.00 1619689.69 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-14 0.000 195180.00 194927.56 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-07 0.000 600000.00 599344.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-31 0.000 2700000.00 2697577.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-17 0.000 2938800.00 2937199.98 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-03 0.000 4230000.00 4229337.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-19 0.000 11794800.00 11656001.41 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-21 0.000 577800.00 571640.65 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-03-29 0.000 1878000.00 1863998.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-02-01 0.000 948180.00 942782.74 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-11 0.000 1326000.00 1319233.71 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-04 0.000 278400.00 277063.67 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-11-15 0.000 6400000.00 3320767.99 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 2.125 280.00 284.76 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 2.375 13000040.00 13362749.94 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-31 1.125 1494920.00 1486526.30 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-31 1.625 9761000.00 9823166.69 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-12-31 1.250 2750400.00 2751260.84 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-31 1.000 8000.00 8001.73 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-31 2.750 10500000.00 10593230.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-12-15 1.250 120.00 120.09 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-11-30 2.000 1433000.00 1445228.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 2.000 941840.00 957635.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 1.625 7600360.00 7629836.72 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-11-30 1.500 80080.00 80467.88 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-30 1.375 22240.00 22311.81 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-30 0.625 3583960.00 3581533.36 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-30 2.250 4400000.00 4432312.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-11-15 1.000 78000.00 77480.70 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-15 1.250 7800000.00 7815252.81 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-15 0.875 13320.00 13333.98 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-15 4.250 308120.00 313556.05 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.750 4400000.00 4444687.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-31 1.353 1525000.00 1532985.09 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-31 1.750 8000160.00 8081411.62 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-31 0.750 200.00 200.15 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-31 1.875 360.00 362.30 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-31 1.351 575400.00 577368.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-10-15 1.000 6600320.00 6564957.11 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-15 0.875 4660000.00 4648620.56 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-15 0.875 2209600.00 2213871.28 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 1.125 6654960.00 6517468.52 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 1.375 4296680.00 4292204.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-30 1.000 160.00 159.28 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-30 1.750 6727200.00 6820049.37 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-09-30 0.750 360.00 358.70 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-30 0.625 7240040.00 7248335.87 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-15 0.875 11416960.00 11336684.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-09-15 1.000 24000.00 24018.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-15 1.000 10000240.00 10037040.88 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 2.125 280.00 287.41 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 1.375 13980040.00 13993834.27 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-08-31 1.000 40.00 39.86 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-31 0.750 380200.00 379248.81 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-31 1.875 164000.00 165380.96 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-15 1.000 40.00 40.07 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-15 4.000 4275200.00 4473858.03 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-15 0.875 120000.00 120477.89 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-31 1.875 138000.00 138280.31 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-31 2.000 4600280.00 4634782.10 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 1.625 1435080.00 1439729.65 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-31 1.625 1413600.00 1421106.21 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-31 0.875 12170600.00 12056500.62 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-31 2.250 1500000.00 1514531.25 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-31 1.375 4348920.00 4353676.63 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-31 1.357 9099360.00 9144732.61 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-07-15 0.375 7626280.00 7864548.24 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-15 1.500 8427520.00 8432004.90 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-15 0.750 3813640.00 3770340.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-15 0.875 40.00 39.87 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-15 1.375 3687400.00 4249692.57 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-06-30 2.000 412000.00 410185.05 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 1.750 358040.00 357239.48 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 2.125 558800.00 567416.74 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 2.125 3553600.00 3618817.73 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.625 3730760.00 3748691.47 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.875 3760320.00 3807387.86 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-30 1.000 80.00 79.55 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-30 1.625 240.00 241.57 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-30 2.375 80.00 80.97 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-30 1.375 8400160.00 8419717.99 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-15 0.875 3795600.00 3766866.27 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-05-31 1.875 3200040.00 3218776.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-31 1.375 280.00 277.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-05-31 1.250 6780000.00 6783005.79 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-31 2.375 160.00 162.15 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-15 3.125 40.00 42.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 1.500 10551200.00 10590910.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-05-15 0.875 552200.00 548638.08 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-15 3.875 120.00 123.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-30 1.750 7801920.00 7811672.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-04-30 1.253 5745040.00 5763190.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 2.625 200.00 203.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 1.373 352320.00 353918.56 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 0.750 1760360.00 1757609.43 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 0.625 7982200.00 7959151.39 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-15 0.125 1838160.00 1850916.72 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-15 0.750 600360.00 599800.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.875 12080.00 12193.25 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.750 10040080.00 10072743.72 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.125 2000200.00 1991136.59 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.375 1676400.00 1680881.57 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-03-31 1.500 731200.00 736998.41 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-15 1.625 1384800.00 1399899.51 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-03-15 1.000 360.00 360.95 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-28 1.750 12360360.00 12427116.02 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-28 1.125 3481200.00 3435473.77 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-28 1.250 320.00 320.16 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-28 1.375 154960.00 155960.53 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-28 1.125 266800.00 267287.52 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 2.000 13197760.00 13369347.65 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-15 1.375 1996800.00 2006355.18 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-15 3.625 4130400.00 4424940.59 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-15 0.750 40.00 39.79 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-31 1.250 1080000.00 1075275.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.125 4000.00 3988.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.250 709320.00 708544.18 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.323 274640.00 275900.10 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-31 2.625 120.00 120.86 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-31 1.455 1079280.00 1084413.91 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-15 0.625 349000.00 373675.05 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-15 1.375 2000080.00 1999315.62 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-15 1.375 2219440.00 2606270.34 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-15 1.125 602800.00 601491.39 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-15 2.125 6743280.00 7934153.38 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-15 0.875 3967360.00 3963910.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-15 1.625 3124440.00 3667982.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-11-15 3.125 13516360.00 14292722.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-11-15 4.250 240.00 301.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-11-15 4.375 4000000.00 5104896.84 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-11-15 6.125 280.00 381.47 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-08-15 2.250 12776760.00 11268561.60 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-08-15 2.750 2520080.00 2502642.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-08-15 3.750 1120360.00 1321471.49 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-08-15 3.875 40.00 48.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-08-15 4.500 80.00 104.68 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-08-15 6.125 37600.00 53383.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-08-15 6.750 280.00 392.52 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 6.250 160.00 203.63 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 8.125 6400200.00 8234710.36 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-15 8.875 40.00 41.72 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-05-15 3.375 6000040.00 6611695.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-05-15 4.375 320.00 408.82 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2038-05-15 4.500 320.00 414.84 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-05-15 6.250 80.00 114.91 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 8.750 320.00 389.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-15 9.125 240.00 259.43 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-04-15 3.875 3972400.00 8129702.64 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-04-15 3.625 1821840.00 3647278.89 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 2.500 410000.00 382798.17 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 1.000 11297640.00 11706320.01 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-02-15 0.750 3158240.00 3091789.64 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 0.625 1294480.00 1270996.37 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 3.125 7480000.00 7940768.82 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-02-15 0.750 2740520.00 2834554.36 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-02-15 4.750 3800360.00 5165912.07 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-02-15 2.125 44800.00 63644.19 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2037-02-15 4.750 6920000.00 9324297.03 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2036-02-15 4.500 200.00 260.99 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-02-15 5.250 183600.00 241350.15 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-01-15 1.750 1832280.00 2401726.62 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-01-15 2.375 590320.00 839906.33 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-15 2.000 806480.00 1120991.99 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-08-15 0.000 19820800.00 9828738.30 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-07 0.000 280.00 278.93 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-30 0.000 200.00 199.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-16 0.000 9960.00 9926.83 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-26 0.000 464000.00 462770.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-19 0.000 2536000.00 2529802.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-12 0.000 40000.00 39911.33 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-05 0.000 1884000.00 1880208.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-28 0.000 1081600.00 1079793.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-14 0.000 130120.00 129951.71 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-07 0.000 400000.00 399562.66 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-31 0.000 1800000.00 1798385.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-17 0.000 1959200.00 1958133.32 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-03 0.000 2820000.00 2819558.19 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-19 0.000 7863200.00 7770667.60 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-21 0.000 385200.00 381093.76 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-03-29 0.000 1252000.00 1242665.64 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-02-01 0.000 632120.00 628521.83 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-11 0.000 884000.00 879489.14 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-04 0.000 185600.00 184709.12 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2017-08-01 2017-08-01 2017-08-01 N N N 1.0400 500000000.00 500000000.00 0.0074 N Y Y N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 261700PLI2HF5NCF2442 22532Y 0001330437 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-31 1.875 551203800.00 552323432.71 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 1.750 24700.00 24644.77 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-31 1.375 150192100.00 150027827.39 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-01 0.000 11396171.68 11396171.68 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-05-31 2.000 122937300.00 122674623.96 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-05-15 2.500 128189700.00 132325385.36 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-30 2.125 55456900.00 55999915.47 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-30 1.250 55918400.00 55999947.66 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-11-15 2.250 55288500.00 55999945.80 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-15 1.250 3082700.00 3610002.79 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-11-15 3.000 54437700.00 55999908.14 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-15 8.000 43931600.00 55999956.71 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-11-15 0.000 35358500.00 17390371.05 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-02-15 0.000 122755800.00 55999968.40 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2017-08-02 2017-08-02 2017-08-02 N N N 1.0500 700000000.00 700000000.00 0.0104 N N Y N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 261700PLI2HF5NCF2442 22532Y 0001330437 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 2.000 8414750.56 8509456.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-15 2.625 6899491.00 7167010.33 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-31 1.250 6101337.96 5995510.25 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-31 1.125 8642363.65 8479863.96 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-31 1.250 7071588.79 6775218.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-04-30 2.000 8491660.58 8492679.58 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-28 1.375 7525685.86 7556949.15 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-02-15 2.250 8130236.85 8190625.64 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-31 2.250 8447450.48 8551100.70 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-01-15 0.375 6129987.94 6134803.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-11-15 3.000 8506042.11 8737552.54 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-05-15 3.000 8008770.40 8229229.22 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-31 0.625 70991000.00 71142193.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 2.125 77976100.00 79999928.74 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 2.000 78890600.00 79999999.06 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-15 1.000 79976600.00 79999984.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-15 0.125 37538200.00 38858033.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.500 79788000.00 79999936.87 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-31 0.750 80163500.00 79999966.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-11-15 0.000 9600000.00 4981151.99 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 2.125 420.00 427.14 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 2.375 19500060.00 20044124.92 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-31 1.125 2242380.00 2229789.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-31 1.625 14641500.00 14734750.04 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-12-31 1.250 4125600.00 4126891.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-31 1.000 12000.00 12002.60 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-31 2.750 15750000.00 15889845.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-12-15 1.250 180.00 180.13 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-11-30 2.000 2149500.00 2167842.39 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 2.000 1412760.00 1436453.16 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 1.625 11400540.00 11444755.09 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-11-30 1.500 120120.00 120701.83 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-30 1.375 33360.00 33467.72 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-30 0.625 5375940.00 5372300.04 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-30 2.250 6600000.00 6648468.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-11-15 1.000 117000.00 116221.05 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-15 1.250 11700000.00 11722879.22 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-15 0.875 19980.00 20000.97 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-15 4.250 462180.00 470334.08 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.750 6600000.00 6667031.25 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-31 1.353 2287500.00 2299477.64 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-31 1.750 12000240.00 12122117.43 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-31 0.750 300.00 300.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-31 1.875 540.00 543.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-31 1.351 863100.00 866052.68 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-10-15 1.000 9900480.00 9847435.67 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-15 0.875 6990000.00 6972930.84 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-15 0.875 3314400.00 3320806.93 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 1.125 9982440.00 9776202.78 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 1.375 6445020.00 6438306.43 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-30 1.000 240.00 238.92 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-30 1.750 10090800.00 10230074.06 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-09-30 0.750 540.00 538.05 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-30 0.625 10860060.00 10872503.81 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-15 0.875 17125440.00 17005026.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-09-15 1.000 36000.00 36028.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-15 1.000 15000360.00 15055561.32 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 2.125 420.00 431.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 1.375 20970060.00 20990751.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-08-31 1.000 60.00 59.79 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-31 0.750 570300.00 568873.22 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-31 1.875 246000.00 248071.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-15 1.000 60.00 60.11 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-15 4.000 6412800.00 6710787.04 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-15 0.875 180000.00 180716.83 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-31 1.875 207000.00 207420.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-31 2.000 6900420.00 6952173.14 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 1.625 2152620.00 2159594.48 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-31 1.625 2120400.00 2131659.32 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-31 0.875 18255900.00 18084750.93 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-31 2.250 2250000.00 2271796.87 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-31 1.375 6523380.00 6530514.94 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-31 1.357 13649040.00 13717098.92 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-07-15 0.375 11439420.00 11796822.36 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-15 1.500 12641280.00 12648007.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-15 0.750 5720460.00 5655510.39 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-15 0.875 60.00 59.81 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-15 1.375 5531100.00 6374538.86 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-06-30 2.000 618000.00 615277.57 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 1.750 537060.00 535859.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 2.125 838200.00 851125.11 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 2.125 5330400.00 5428226.60 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.625 5596140.00 5623037.20 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.875 5640480.00 5711081.79 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-30 1.000 120.00 119.33 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-30 1.625 360.00 362.36 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-30 2.375 120.00 121.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-30 1.375 12600240.00 12629576.98 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-15 0.875 5693400.00 5650299.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-05-31 1.875 4800060.00 4828164.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-31 1.375 420.00 416.17 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-05-31 1.250 10170000.00 10174508.69 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-31 2.375 240.00 243.22 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-15 3.125 60.00 63.60 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 1.500 15826800.00 15886365.53 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-05-15 0.875 828300.00 822957.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-15 3.875 180.00 185.17 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-30 1.750 11702880.00 11717508.60 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-04-30 1.253 8617560.00 8644785.66 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 2.625 300.00 305.10 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 1.373 528480.00 530877.84 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 0.750 2640540.00 2636414.15 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 0.625 11973300.00 11938727.09 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-15 0.125 2757240.00 2776375.08 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-15 0.750 900540.00 899700.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.875 18120.00 18289.87 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.750 15060120.00 15109115.59 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.125 3000300.00 2986704.89 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.375 2514600.00 2521322.36 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-03-31 1.500 1096800.00 1105497.62 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-15 1.625 2077200.00 2099849.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-03-15 1.000 540.00 541.43 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-28 1.750 18540540.00 18640674.03 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-28 1.125 5221800.00 5153210.66 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-28 1.250 480.00 480.24 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-28 1.375 232440.00 233940.79 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-28 1.125 400200.00 400931.28 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 2.000 19796640.00 20054021.47 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-15 1.375 2995200.00 3009532.77 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-15 3.625 6195600.00 6637410.88 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-15 0.750 60.00 59.68 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-31 1.250 1620000.00 1612912.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.125 6000.00 5983.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.250 1063980.00 1062816.27 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.323 411960.00 413850.16 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-31 2.625 180.00 181.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-31 1.455 1618920.00 1626620.87 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-15 0.625 523500.00 560512.58 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-15 1.375 3000120.00 2998973.43 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-15 1.375 3329160.00 3909405.51 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-15 1.125 904200.00 902237.09 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-15 2.125 10114920.00 11901230.07 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-15 0.875 5951040.00 5945865.18 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-15 1.625 4686660.00 5501973.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-11-15 3.125 20274540.00 21439083.68 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-11-15 4.250 360.00 452.62 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-11-15 4.375 6000000.00 7657345.27 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-11-15 6.125 420.00 572.21 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-08-15 2.250 19165140.00 16902842.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-08-15 2.750 3780120.00 3753963.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-08-15 3.750 1680540.00 1982207.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-08-15 3.875 60.00 72.01 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-08-15 4.500 120.00 157.02 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-08-15 6.125 56400.00 80074.85 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-08-15 6.750 420.00 588.79 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 6.250 240.00 305.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 8.125 9600300.00 12352065.54 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-15 8.875 60.00 62.58 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-05-15 3.375 9000060.00 9917542.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-05-15 4.375 480.00 613.24 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2038-05-15 4.500 480.00 622.27 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-05-15 6.250 120.00 172.37 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 8.750 480.00 584.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-15 9.125 360.00 389.14 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-04-15 3.875 5958600.00 12194553.96 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-04-15 3.625 2732760.00 5470918.34 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 2.500 615000.00 574197.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 1.000 16946460.00 17559480.02 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-02-15 0.750 4737360.00 4637684.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 0.625 1941720.00 1906494.56 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 3.125 11220000.00 11911153.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-02-15 0.750 4110780.00 4251831.54 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-02-15 4.750 5700540.00 7748868.11 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-02-15 2.125 67200.00 95466.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2037-02-15 4.750 10380000.00 13986445.55 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2036-02-15 4.500 300.00 391.49 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-02-15 5.250 275400.00 362025.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-01-15 1.750 2748420.00 3602589.93 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-01-15 2.375 885480.00 1259859.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-15 2.000 1209720.00 1681487.98 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-08-15 0.000 29731200.00 14743107.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-07 0.000 420.00 418.39 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-30 0.000 300.00 298.89 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-16 0.000 14940.00 14890.24 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-26 0.000 696000.00 694155.59 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-19 0.000 3804000.00 3794703.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-12 0.000 60000.00 59866.99 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-05 0.000 2826000.00 2820312.67 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-28 0.000 1622400.00 1619689.69 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-14 0.000 195180.00 194927.56 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-07 0.000 600000.00 599344.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-31 0.000 2700000.00 2697577.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-17 0.000 2938800.00 2937199.98 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-03 0.000 4230000.00 4229337.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-19 0.000 11794800.00 11656001.41 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-21 0.000 577800.00 571640.65 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-03-29 0.000 1878000.00 1863998.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-02-01 0.000 948180.00 942782.74 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-11 0.000 1326000.00 1319233.71 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-04 0.000 278400.00 277063.67 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-11-15 0.000 6400000.00 3320767.99 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 2.125 280.00 284.76 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 2.375 13000040.00 13362749.94 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-31 1.125 1494920.00 1486526.30 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-31 1.625 9761000.00 9823166.69 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-12-31 1.250 2750400.00 2751260.84 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-31 1.000 8000.00 8001.73 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-31 2.750 10500000.00 10593230.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-12-15 1.250 120.00 120.09 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-11-30 2.000 1433000.00 1445228.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 2.000 941840.00 957635.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 1.625 7600360.00 7629836.72 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-11-30 1.500 80080.00 80467.88 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-30 1.375 22240.00 22311.81 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-30 0.625 3583960.00 3581533.36 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-30 2.250 4400000.00 4432312.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-11-15 1.000 78000.00 77480.70 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-15 1.250 7800000.00 7815252.81 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-15 0.875 13320.00 13333.98 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-15 4.250 308120.00 313556.05 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.750 4400000.00 4444687.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-31 1.353 1525000.00 1532985.09 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-31 1.750 8000160.00 8081411.62 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-31 0.750 200.00 200.15 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-31 1.875 360.00 362.30 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-31 1.351 575400.00 577368.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-10-15 1.000 6600320.00 6564957.11 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-15 0.875 4660000.00 4648620.56 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-15 0.875 2209600.00 2213871.28 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 1.125 6654960.00 6517468.52 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 1.375 4296680.00 4292204.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-30 1.000 160.00 159.28 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-30 1.750 6727200.00 6820049.37 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-09-30 0.750 360.00 358.70 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-30 0.625 7240040.00 7248335.87 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-15 0.875 11416960.00 11336684.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-09-15 1.000 24000.00 24018.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-15 1.000 10000240.00 10037040.88 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 2.125 280.00 287.41 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 1.375 13980040.00 13993834.27 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-08-31 1.000 40.00 39.86 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-31 0.750 380200.00 379248.81 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-31 1.875 164000.00 165380.96 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-15 1.000 40.00 40.07 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-15 4.000 4275200.00 4473858.03 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-15 0.875 120000.00 120477.89 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-31 1.875 138000.00 138280.31 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-31 2.000 4600280.00 4634782.10 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 1.625 1435080.00 1439729.65 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-31 1.625 1413600.00 1421106.21 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-31 0.875 12170600.00 12056500.62 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-31 2.250 1500000.00 1514531.25 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-31 1.375 4348920.00 4353676.63 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-31 1.357 9099360.00 9144732.61 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-07-15 0.375 7626280.00 7864548.24 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-15 1.500 8427520.00 8432004.90 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-15 0.750 3813640.00 3770340.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-15 0.875 40.00 39.87 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-15 1.375 3687400.00 4249692.57 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-06-30 2.000 412000.00 410185.05 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 1.750 358040.00 357239.48 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 2.125 558800.00 567416.74 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 2.125 3553600.00 3618817.73 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.625 3730760.00 3748691.47 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.875 3760320.00 3807387.86 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-30 1.000 80.00 79.55 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-30 1.625 240.00 241.57 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-30 2.375 80.00 80.97 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-30 1.375 8400160.00 8419717.99 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-15 0.875 3795600.00 3766866.27 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-05-31 1.875 3200040.00 3218776.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-31 1.375 280.00 277.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-05-31 1.250 6780000.00 6783005.79 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-31 2.375 160.00 162.15 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-15 3.125 40.00 42.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 1.500 10551200.00 10590910.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-05-15 0.875 552200.00 548638.08 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-15 3.875 120.00 123.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-30 1.750 7801920.00 7811672.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-04-30 1.253 5745040.00 5763190.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 2.625 200.00 203.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 1.373 352320.00 353918.56 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 0.750 1760360.00 1757609.43 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 0.625 7982200.00 7959151.39 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-15 0.125 1838160.00 1850916.72 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-15 0.750 600360.00 599800.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.875 12080.00 12193.25 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.750 10040080.00 10072743.72 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.125 2000200.00 1991136.59 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.375 1676400.00 1680881.57 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-03-31 1.500 731200.00 736998.41 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-15 1.625 1384800.00 1399899.51 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-03-15 1.000 360.00 360.95 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-28 1.750 12360360.00 12427116.02 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-28 1.125 3481200.00 3435473.77 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-28 1.250 320.00 320.16 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-28 1.375 154960.00 155960.53 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-28 1.125 266800.00 267287.52 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 2.000 13197760.00 13369347.65 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-15 1.375 1996800.00 2006355.18 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-15 3.625 4130400.00 4424940.59 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-15 0.750 40.00 39.79 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-31 1.250 1080000.00 1075275.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.125 4000.00 3988.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.250 709320.00 708544.18 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.323 274640.00 275900.10 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-31 2.625 120.00 120.86 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-31 1.455 1079280.00 1084413.91 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-15 0.625 349000.00 373675.05 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-15 1.375 2000080.00 1999315.62 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-15 1.375 2219440.00 2606270.34 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-15 1.125 602800.00 601491.39 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-15 2.125 6743280.00 7934153.38 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-15 0.875 3967360.00 3963910.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-15 1.625 3124440.00 3667982.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-11-15 3.125 13516360.00 14292722.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-11-15 4.250 240.00 301.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-11-15 4.375 4000000.00 5104896.84 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-11-15 6.125 280.00 381.47 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-08-15 2.250 12776760.00 11268561.60 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-08-15 2.750 2520080.00 2502642.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-08-15 3.750 1120360.00 1321471.49 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-08-15 3.875 40.00 48.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-08-15 4.500 80.00 104.68 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-08-15 6.125 37600.00 53383.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-08-15 6.750 280.00 392.52 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 6.250 160.00 203.63 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 8.125 6400200.00 8234710.36 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-15 8.875 40.00 41.72 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-05-15 3.375 6000040.00 6611695.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-05-15 4.375 320.00 408.82 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2038-05-15 4.500 320.00 414.84 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-05-15 6.250 80.00 114.91 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 8.750 320.00 389.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-15 9.125 240.00 259.43 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-04-15 3.875 3972400.00 8129702.64 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-04-15 3.625 1821840.00 3647278.89 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 2.500 410000.00 382798.17 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 1.000 11297640.00 11706320.01 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-02-15 0.750 3158240.00 3091789.64 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 0.625 1294480.00 1270996.37 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 3.125 7480000.00 7940768.82 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-02-15 0.750 2740520.00 2834554.36 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-02-15 4.750 3800360.00 5165912.07 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-02-15 2.125 44800.00 63644.19 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2037-02-15 4.750 6920000.00 9324297.03 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2036-02-15 4.500 200.00 260.99 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-02-15 5.250 183600.00 241350.15 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-01-15 1.750 1832280.00 2401726.62 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-01-15 2.375 590320.00 839906.33 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-15 2.000 806480.00 1120991.99 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-08-15 0.000 19820800.00 9828738.30 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-07 0.000 280.00 278.93 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-30 0.000 200.00 199.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-16 0.000 9960.00 9926.83 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-26 0.000 464000.00 462770.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-19 0.000 2536000.00 2529802.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-12 0.000 40000.00 39911.33 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-05 0.000 1884000.00 1880208.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-28 0.000 1081600.00 1079793.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-14 0.000 130120.00 129951.71 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-07 0.000 400000.00 399562.66 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-31 0.000 1800000.00 1798385.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-17 0.000 1959200.00 1958133.32 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-03 0.000 2820000.00 2819558.19 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-19 0.000 7863200.00 7770667.60 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-21 0.000 385200.00 381093.76 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-03-29 0.000 1252000.00 1242665.64 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-02-01 0.000 632120.00 628521.83 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-11 0.000 884000.00 879489.14 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-04 0.000 185600.00 184709.12 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2017-08-03 2017-08-03 2017-08-03 N N N 1.0400 750000000.00 750000000.00 0.0111 N N Y N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 261700PLI2HF5NCF2442 22532Y 0001330437 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 2.000 8414750.56 8509456.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-15 2.625 6899491.00 7167010.33 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-31 1.250 6101337.96 5995510.25 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-31 1.125 8642363.65 8479863.96 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-31 1.250 7071588.79 6775218.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-04-30 2.000 8491660.58 8492679.58 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-28 1.375 7525685.86 7556949.15 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-02-15 2.250 8130236.85 8190625.64 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-31 2.250 8447450.48 8551100.70 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-01-15 0.375 6129987.94 6134803.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-11-15 3.000 8506042.11 8737552.54 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-05-15 3.000 8008770.40 8229229.22 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-31 0.625 70991000.00 71142193.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 2.125 77976100.00 79999928.74 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 2.000 78890600.00 79999999.06 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-15 1.000 79976600.00 79999984.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-15 0.125 37538200.00 38858033.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.500 79788000.00 79999936.87 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-31 0.750 80163500.00 79999966.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-11-15 0.000 9600000.00 4981151.99 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 2.125 420.00 427.14 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 2.375 19500060.00 20044124.92 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-31 1.125 2242380.00 2229789.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-31 1.625 14641500.00 14734750.04 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-12-31 1.250 4125600.00 4126891.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-31 1.000 12000.00 12002.60 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-31 2.750 15750000.00 15889845.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-12-15 1.250 180.00 180.13 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-11-30 2.000 2149500.00 2167842.39 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 2.000 1412760.00 1436453.16 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 1.625 11400540.00 11444755.09 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-11-30 1.500 120120.00 120701.83 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-30 1.375 33360.00 33467.72 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-30 0.625 5375940.00 5372300.04 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-30 2.250 6600000.00 6648468.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-11-15 1.000 117000.00 116221.05 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-15 1.250 11700000.00 11722879.22 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-15 0.875 19980.00 20000.97 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-15 4.250 462180.00 470334.08 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.750 6600000.00 6667031.25 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-31 1.353 2287500.00 2299477.64 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-31 1.750 12000240.00 12122117.43 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-31 0.750 300.00 300.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-31 1.875 540.00 543.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-31 1.351 863100.00 866052.68 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-10-15 1.000 9900480.00 9847435.67 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-15 0.875 6990000.00 6972930.84 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-15 0.875 3314400.00 3320806.93 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 1.125 9982440.00 9776202.78 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 1.375 6445020.00 6438306.43 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-30 1.000 240.00 238.92 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-30 1.750 10090800.00 10230074.06 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-09-30 0.750 540.00 538.05 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-30 0.625 10860060.00 10872503.81 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-15 0.875 17125440.00 17005026.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-09-15 1.000 36000.00 36028.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-15 1.000 15000360.00 15055561.32 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 2.125 420.00 431.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 1.375 20970060.00 20990751.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-08-31 1.000 60.00 59.79 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-31 0.750 570300.00 568873.22 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-31 1.875 246000.00 248071.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-15 1.000 60.00 60.11 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-15 4.000 6412800.00 6710787.04 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-15 0.875 180000.00 180716.83 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-31 1.875 207000.00 207420.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-31 2.000 6900420.00 6952173.14 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 1.625 2152620.00 2159594.48 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-31 1.625 2120400.00 2131659.32 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-31 0.875 18255900.00 18084750.93 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-31 2.250 2250000.00 2271796.87 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-31 1.375 6523380.00 6530514.94 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-31 1.357 13649040.00 13717098.92 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-07-15 0.375 11439420.00 11796822.36 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-15 1.500 12641280.00 12648007.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-15 0.750 5720460.00 5655510.39 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-15 0.875 60.00 59.81 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-15 1.375 5531100.00 6374538.86 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-06-30 2.000 618000.00 615277.57 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 1.750 537060.00 535859.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 2.125 838200.00 851125.11 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 2.125 5330400.00 5428226.60 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.625 5596140.00 5623037.20 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.875 5640480.00 5711081.79 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-30 1.000 120.00 119.33 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-30 1.625 360.00 362.36 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-30 2.375 120.00 121.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-30 1.375 12600240.00 12629576.98 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-15 0.875 5693400.00 5650299.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-05-31 1.875 4800060.00 4828164.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-31 1.375 420.00 416.17 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-05-31 1.250 10170000.00 10174508.69 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-31 2.375 240.00 243.22 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-15 3.125 60.00 63.60 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 1.500 15826800.00 15886365.53 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-05-15 0.875 828300.00 822957.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-15 3.875 180.00 185.17 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-30 1.750 11702880.00 11717508.60 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-04-30 1.253 8617560.00 8644785.66 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 2.625 300.00 305.10 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 1.373 528480.00 530877.84 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 0.750 2640540.00 2636414.15 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 0.625 11973300.00 11938727.09 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-15 0.125 2757240.00 2776375.08 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-15 0.750 900540.00 899700.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.875 18120.00 18289.87 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.750 15060120.00 15109115.59 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.125 3000300.00 2986704.89 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.375 2514600.00 2521322.36 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-03-31 1.500 1096800.00 1105497.62 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-15 1.625 2077200.00 2099849.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-03-15 1.000 540.00 541.43 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-28 1.750 18540540.00 18640674.03 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-28 1.125 5221800.00 5153210.66 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-28 1.250 480.00 480.24 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-28 1.375 232440.00 233940.79 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-28 1.125 400200.00 400931.28 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 2.000 19796640.00 20054021.47 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-15 1.375 2995200.00 3009532.77 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-15 3.625 6195600.00 6637410.88 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-15 0.750 60.00 59.68 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-31 1.250 1620000.00 1612912.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.125 6000.00 5983.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.250 1063980.00 1062816.27 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.323 411960.00 413850.16 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-31 2.625 180.00 181.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-31 1.455 1618920.00 1626620.87 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-15 0.625 523500.00 560512.58 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-15 1.375 3000120.00 2998973.43 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-15 1.375 3329160.00 3909405.51 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-15 1.125 904200.00 902237.09 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-15 2.125 10114920.00 11901230.07 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-15 0.875 5951040.00 5945865.18 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-15 1.625 4686660.00 5501973.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-11-15 3.125 20274540.00 21439083.68 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-11-15 4.250 360.00 452.62 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-11-15 4.375 6000000.00 7657345.27 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-11-15 6.125 420.00 572.21 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-08-15 2.250 19165140.00 16902842.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-08-15 2.750 3780120.00 3753963.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-08-15 3.750 1680540.00 1982207.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-08-15 3.875 60.00 72.01 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-08-15 4.500 120.00 157.02 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-08-15 6.125 56400.00 80074.85 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-08-15 6.750 420.00 588.79 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 6.250 240.00 305.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 8.125 9600300.00 12352065.54 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-15 8.875 60.00 62.58 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-05-15 3.375 9000060.00 9917542.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-05-15 4.375 480.00 613.24 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2038-05-15 4.500 480.00 622.27 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-05-15 6.250 120.00 172.37 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 8.750 480.00 584.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-15 9.125 360.00 389.14 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-04-15 3.875 5958600.00 12194553.96 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-04-15 3.625 2732760.00 5470918.34 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 2.500 615000.00 574197.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 1.000 16946460.00 17559480.02 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-02-15 0.750 4737360.00 4637684.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 0.625 1941720.00 1906494.56 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 3.125 11220000.00 11911153.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-02-15 0.750 4110780.00 4251831.54 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-02-15 4.750 5700540.00 7748868.11 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-02-15 2.125 67200.00 95466.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2037-02-15 4.750 10380000.00 13986445.55 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2036-02-15 4.500 300.00 391.49 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-02-15 5.250 275400.00 362025.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-01-15 1.750 2748420.00 3602589.93 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-01-15 2.375 885480.00 1259859.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-15 2.000 1209720.00 1681487.98 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-08-15 0.000 29731200.00 14743107.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-07 0.000 420.00 418.39 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-30 0.000 300.00 298.89 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-16 0.000 14940.00 14890.24 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-26 0.000 696000.00 694155.59 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-19 0.000 3804000.00 3794703.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-12 0.000 60000.00 59866.99 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-05 0.000 2826000.00 2820312.67 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-28 0.000 1622400.00 1619689.69 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-14 0.000 195180.00 194927.56 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-07 0.000 600000.00 599344.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-31 0.000 2700000.00 2697577.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-17 0.000 2938800.00 2937199.98 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-03 0.000 4230000.00 4229337.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-19 0.000 11794800.00 11656001.41 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-21 0.000 577800.00 571640.65 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-03-29 0.000 1878000.00 1863998.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-02-01 0.000 948180.00 942782.74 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-11 0.000 1326000.00 1319233.71 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-04 0.000 278400.00 277063.67 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-11-15 0.000 6400000.00 3320767.99 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 2.125 280.00 284.76 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 2.375 13000040.00 13362749.94 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-31 1.125 1494920.00 1486526.30 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-31 1.625 9761000.00 9823166.69 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-12-31 1.250 2750400.00 2751260.84 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-31 1.000 8000.00 8001.73 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-31 2.750 10500000.00 10593230.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-12-15 1.250 120.00 120.09 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-11-30 2.000 1433000.00 1445228.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 2.000 941840.00 957635.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 1.625 7600360.00 7629836.72 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-11-30 1.500 80080.00 80467.88 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-30 1.375 22240.00 22311.81 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-30 0.625 3583960.00 3581533.36 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-30 2.250 4400000.00 4432312.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-11-15 1.000 78000.00 77480.70 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-15 1.250 7800000.00 7815252.81 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-15 0.875 13320.00 13333.98 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-15 4.250 308120.00 313556.05 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.750 4400000.00 4444687.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-31 1.353 1525000.00 1532985.09 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-31 1.750 8000160.00 8081411.62 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-31 0.750 200.00 200.15 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-31 1.875 360.00 362.30 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-31 1.351 575400.00 577368.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-10-15 1.000 6600320.00 6564957.11 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-15 0.875 4660000.00 4648620.56 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-15 0.875 2209600.00 2213871.28 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 1.125 6654960.00 6517468.52 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 1.375 4296680.00 4292204.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-30 1.000 160.00 159.28 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-30 1.750 6727200.00 6820049.37 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-09-30 0.750 360.00 358.70 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-30 0.625 7240040.00 7248335.87 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-15 0.875 11416960.00 11336684.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-09-15 1.000 24000.00 24018.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-15 1.000 10000240.00 10037040.88 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 2.125 280.00 287.41 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 1.375 13980040.00 13993834.27 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-08-31 1.000 40.00 39.86 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-31 0.750 380200.00 379248.81 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-31 1.875 164000.00 165380.96 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-15 1.000 40.00 40.07 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-15 4.000 4275200.00 4473858.03 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-15 0.875 120000.00 120477.89 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-31 1.875 138000.00 138280.31 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-31 2.000 4600280.00 4634782.10 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 1.625 1435080.00 1439729.65 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-31 1.625 1413600.00 1421106.21 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-31 0.875 12170600.00 12056500.62 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-31 2.250 1500000.00 1514531.25 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-31 1.375 4348920.00 4353676.63 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-31 1.357 9099360.00 9144732.61 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-07-15 0.375 7626280.00 7864548.24 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-15 1.500 8427520.00 8432004.90 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-15 0.750 3813640.00 3770340.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-15 0.875 40.00 39.87 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-15 1.375 3687400.00 4249692.57 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-06-30 2.000 412000.00 410185.05 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 1.750 358040.00 357239.48 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 2.125 558800.00 567416.74 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 2.125 3553600.00 3618817.73 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.625 3730760.00 3748691.47 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.875 3760320.00 3807387.86 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-30 1.000 80.00 79.55 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-30 1.625 240.00 241.57 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-30 2.375 80.00 80.97 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-30 1.375 8400160.00 8419717.99 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-15 0.875 3795600.00 3766866.27 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-05-31 1.875 3200040.00 3218776.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-31 1.375 280.00 277.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-05-31 1.250 6780000.00 6783005.79 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-31 2.375 160.00 162.15 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-15 3.125 40.00 42.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 1.500 10551200.00 10590910.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-05-15 0.875 552200.00 548638.08 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-15 3.875 120.00 123.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-30 1.750 7801920.00 7811672.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-04-30 1.253 5745040.00 5763190.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 2.625 200.00 203.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 1.373 352320.00 353918.56 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 0.750 1760360.00 1757609.43 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 0.625 7982200.00 7959151.39 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-15 0.125 1838160.00 1850916.72 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-15 0.750 600360.00 599800.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.875 12080.00 12193.25 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.750 10040080.00 10072743.72 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.125 2000200.00 1991136.59 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.375 1676400.00 1680881.57 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-03-31 1.500 731200.00 736998.41 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-15 1.625 1384800.00 1399899.51 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-03-15 1.000 360.00 360.95 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-28 1.750 12360360.00 12427116.02 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-28 1.125 3481200.00 3435473.77 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-28 1.250 320.00 320.16 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-28 1.375 154960.00 155960.53 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-28 1.125 266800.00 267287.52 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 2.000 13197760.00 13369347.65 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-15 1.375 1996800.00 2006355.18 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-15 3.625 4130400.00 4424940.59 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-15 0.750 40.00 39.79 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-31 1.250 1080000.00 1075275.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.125 4000.00 3988.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.250 709320.00 708544.18 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.323 274640.00 275900.10 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-31 2.625 120.00 120.86 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-31 1.455 1079280.00 1084413.91 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-15 0.625 349000.00 373675.05 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-15 1.375 2000080.00 1999315.62 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-15 1.375 2219440.00 2606270.34 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-15 1.125 602800.00 601491.39 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-15 2.125 6743280.00 7934153.38 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-15 0.875 3967360.00 3963910.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-15 1.625 3124440.00 3667982.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-11-15 3.125 13516360.00 14292722.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-11-15 4.250 240.00 301.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-11-15 4.375 4000000.00 5104896.84 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-11-15 6.125 280.00 381.47 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-08-15 2.250 12776760.00 11268561.60 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-08-15 2.750 2520080.00 2502642.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-08-15 3.750 1120360.00 1321471.49 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-08-15 3.875 40.00 48.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-08-15 4.500 80.00 104.68 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-08-15 6.125 37600.00 53383.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-08-15 6.750 280.00 392.52 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 6.250 160.00 203.63 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 8.125 6400200.00 8234710.36 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-15 8.875 40.00 41.72 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-05-15 3.375 6000040.00 6611695.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-05-15 4.375 320.00 408.82 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2038-05-15 4.500 320.00 414.84 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-05-15 6.250 80.00 114.91 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 8.750 320.00 389.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-15 9.125 240.00 259.43 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-04-15 3.875 3972400.00 8129702.64 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-04-15 3.625 1821840.00 3647278.89 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 2.500 410000.00 382798.17 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 1.000 11297640.00 11706320.01 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-02-15 0.750 3158240.00 3091789.64 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 0.625 1294480.00 1270996.37 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 3.125 7480000.00 7940768.82 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-02-15 0.750 2740520.00 2834554.36 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-02-15 4.750 3800360.00 5165912.07 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-02-15 2.125 44800.00 63644.19 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2037-02-15 4.750 6920000.00 9324297.03 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2036-02-15 4.500 200.00 260.99 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-02-15 5.250 183600.00 241350.15 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-01-15 1.750 1832280.00 2401726.62 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-01-15 2.375 590320.00 839906.33 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-15 2.000 806480.00 1120991.99 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-08-15 0.000 19820800.00 9828738.30 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-07 0.000 280.00 278.93 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-30 0.000 200.00 199.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-16 0.000 9960.00 9926.83 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-26 0.000 464000.00 462770.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-19 0.000 2536000.00 2529802.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-12 0.000 40000.00 39911.33 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-05 0.000 1884000.00 1880208.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-28 0.000 1081600.00 1079793.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-14 0.000 130120.00 129951.71 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-07 0.000 400000.00 399562.66 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-31 0.000 1800000.00 1798385.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-17 0.000 1959200.00 1958133.32 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-03 0.000 2820000.00 2819558.19 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-19 0.000 7863200.00 7770667.60 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-21 0.000 385200.00 381093.76 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-03-29 0.000 1252000.00 1242665.64 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-02-01 0.000 632120.00 628521.83 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-11 0.000 884000.00 879489.14 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-04 0.000 185600.00 184709.12 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2017-08-01 2017-08-01 2017-08-01 N N N 1.0400 91000000.00 91000000.00 0.0014 N Y Y N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 261700PLI2HF5NCF2442 22532Y 0001330437 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 2.000 8414750.56 8509456.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-15 2.625 6899491.00 7167010.33 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-31 1.250 6101337.96 5995510.25 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-31 1.125 8642363.65 8479863.96 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-31 1.250 7071588.79 6775218.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-04-30 2.000 8491660.58 8492679.58 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-28 1.375 7525685.86 7556949.15 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-02-15 2.250 8130236.85 8190625.64 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-31 2.250 8447450.48 8551100.70 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-01-15 0.375 6129987.94 6134803.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-11-15 3.000 8506042.11 8737552.54 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-05-15 3.000 8008770.40 8229229.22 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-31 0.625 70991000.00 71142193.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 2.125 77976100.00 79999928.74 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 2.000 78890600.00 79999999.06 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-15 1.000 79976600.00 79999984.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-15 0.125 37538200.00 38858033.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.500 79788000.00 79999936.87 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-31 0.750 80163500.00 79999966.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-11-15 0.000 9600000.00 4981151.99 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 2.125 420.00 427.14 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 2.375 19500060.00 20044124.92 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-31 1.125 2242380.00 2229789.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-31 1.625 14641500.00 14734750.04 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-12-31 1.250 4125600.00 4126891.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-31 1.000 12000.00 12002.60 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-31 2.750 15750000.00 15889845.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-12-15 1.250 180.00 180.13 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-11-30 2.000 2149500.00 2167842.39 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 2.000 1412760.00 1436453.16 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 1.625 11400540.00 11444755.09 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-11-30 1.500 120120.00 120701.83 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-30 1.375 33360.00 33467.72 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-30 0.625 5375940.00 5372300.04 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-30 2.250 6600000.00 6648468.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-11-15 1.000 117000.00 116221.05 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-15 1.250 11700000.00 11722879.22 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-15 0.875 19980.00 20000.97 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-15 4.250 462180.00 470334.08 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.750 6600000.00 6667031.25 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-31 1.353 2287500.00 2299477.64 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-31 1.750 12000240.00 12122117.43 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-31 0.750 300.00 300.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-31 1.875 540.00 543.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-31 1.351 863100.00 866052.68 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-10-15 1.000 9900480.00 9847435.67 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-15 0.875 6990000.00 6972930.84 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-15 0.875 3314400.00 3320806.93 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 1.125 9982440.00 9776202.78 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 1.375 6445020.00 6438306.43 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-30 1.000 240.00 238.92 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-30 1.750 10090800.00 10230074.06 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-09-30 0.750 540.00 538.05 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-30 0.625 10860060.00 10872503.81 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-15 0.875 17125440.00 17005026.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-09-15 1.000 36000.00 36028.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-15 1.000 15000360.00 15055561.32 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 2.125 420.00 431.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 1.375 20970060.00 20990751.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-08-31 1.000 60.00 59.79 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-31 0.750 570300.00 568873.22 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-31 1.875 246000.00 248071.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-15 1.000 60.00 60.11 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-15 4.000 6412800.00 6710787.04 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-15 0.875 180000.00 180716.83 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-31 1.875 207000.00 207420.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-31 2.000 6900420.00 6952173.14 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 1.625 2152620.00 2159594.48 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-31 1.625 2120400.00 2131659.32 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-31 0.875 18255900.00 18084750.93 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-31 2.250 2250000.00 2271796.87 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-31 1.375 6523380.00 6530514.94 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-31 1.357 13649040.00 13717098.92 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-07-15 0.375 11439420.00 11796822.36 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-15 1.500 12641280.00 12648007.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-15 0.750 5720460.00 5655510.39 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-15 0.875 60.00 59.81 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-15 1.375 5531100.00 6374538.86 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-06-30 2.000 618000.00 615277.57 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 1.750 537060.00 535859.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 2.125 838200.00 851125.11 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 2.125 5330400.00 5428226.60 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.625 5596140.00 5623037.20 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.875 5640480.00 5711081.79 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-30 1.000 120.00 119.33 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-30 1.625 360.00 362.36 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-30 2.375 120.00 121.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-30 1.375 12600240.00 12629576.98 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-15 0.875 5693400.00 5650299.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-05-31 1.875 4800060.00 4828164.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-31 1.375 420.00 416.17 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-05-31 1.250 10170000.00 10174508.69 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-31 2.375 240.00 243.22 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-15 3.125 60.00 63.60 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 1.500 15826800.00 15886365.53 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-05-15 0.875 828300.00 822957.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-15 3.875 180.00 185.17 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-30 1.750 11702880.00 11717508.60 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-04-30 1.253 8617560.00 8644785.66 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 2.625 300.00 305.10 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 1.373 528480.00 530877.84 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 0.750 2640540.00 2636414.15 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 0.625 11973300.00 11938727.09 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-15 0.125 2757240.00 2776375.08 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-15 0.750 900540.00 899700.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.875 18120.00 18289.87 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.750 15060120.00 15109115.59 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.125 3000300.00 2986704.89 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.375 2514600.00 2521322.36 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-03-31 1.500 1096800.00 1105497.62 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-15 1.625 2077200.00 2099849.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-03-15 1.000 540.00 541.43 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-28 1.750 18540540.00 18640674.03 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-28 1.125 5221800.00 5153210.66 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-28 1.250 480.00 480.24 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-28 1.375 232440.00 233940.79 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-28 1.125 400200.00 400931.28 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 2.000 19796640.00 20054021.47 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-15 1.375 2995200.00 3009532.77 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-15 3.625 6195600.00 6637410.88 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-15 0.750 60.00 59.68 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-31 1.250 1620000.00 1612912.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.125 6000.00 5983.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.250 1063980.00 1062816.27 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.323 411960.00 413850.16 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-31 2.625 180.00 181.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-31 1.455 1618920.00 1626620.87 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-15 0.625 523500.00 560512.58 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-15 1.375 3000120.00 2998973.43 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-15 1.375 3329160.00 3909405.51 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-15 1.125 904200.00 902237.09 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-15 2.125 10114920.00 11901230.07 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-15 0.875 5951040.00 5945865.18 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-15 1.625 4686660.00 5501973.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-11-15 3.125 20274540.00 21439083.68 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-11-15 4.250 360.00 452.62 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-11-15 4.375 6000000.00 7657345.27 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-11-15 6.125 420.00 572.21 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-08-15 2.250 19165140.00 16902842.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-08-15 2.750 3780120.00 3753963.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-08-15 3.750 1680540.00 1982207.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-08-15 3.875 60.00 72.01 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-08-15 4.500 120.00 157.02 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-08-15 6.125 56400.00 80074.85 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-08-15 6.750 420.00 588.79 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 6.250 240.00 305.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 8.125 9600300.00 12352065.54 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-15 8.875 60.00 62.58 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-05-15 3.375 9000060.00 9917542.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-05-15 4.375 480.00 613.24 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2038-05-15 4.500 480.00 622.27 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-05-15 6.250 120.00 172.37 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 8.750 480.00 584.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-15 9.125 360.00 389.14 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-04-15 3.875 5958600.00 12194553.96 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-04-15 3.625 2732760.00 5470918.34 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 2.500 615000.00 574197.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 1.000 16946460.00 17559480.02 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-02-15 0.750 4737360.00 4637684.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 0.625 1941720.00 1906494.56 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 3.125 11220000.00 11911153.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-02-15 0.750 4110780.00 4251831.54 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-02-15 4.750 5700540.00 7748868.11 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-02-15 2.125 67200.00 95466.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2037-02-15 4.750 10380000.00 13986445.55 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2036-02-15 4.500 300.00 391.49 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-02-15 5.250 275400.00 362025.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-01-15 1.750 2748420.00 3602589.93 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-01-15 2.375 885480.00 1259859.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-15 2.000 1209720.00 1681487.98 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-08-15 0.000 29731200.00 14743107.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-07 0.000 420.00 418.39 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-30 0.000 300.00 298.89 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-16 0.000 14940.00 14890.24 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-26 0.000 696000.00 694155.59 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-19 0.000 3804000.00 3794703.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-12 0.000 60000.00 59866.99 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-05 0.000 2826000.00 2820312.67 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-28 0.000 1622400.00 1619689.69 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-14 0.000 195180.00 194927.56 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-07 0.000 600000.00 599344.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-31 0.000 2700000.00 2697577.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-17 0.000 2938800.00 2937199.98 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-03 0.000 4230000.00 4229337.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-19 0.000 11794800.00 11656001.41 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-21 0.000 577800.00 571640.65 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-03-29 0.000 1878000.00 1863998.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-02-01 0.000 948180.00 942782.74 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-11 0.000 1326000.00 1319233.71 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-04 0.000 278400.00 277063.67 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-11-15 0.000 6400000.00 3320767.99 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 2.125 280.00 284.76 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 2.375 13000040.00 13362749.94 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-31 1.125 1494920.00 1486526.30 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-31 1.625 9761000.00 9823166.69 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-12-31 1.250 2750400.00 2751260.84 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-31 1.000 8000.00 8001.73 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-31 2.750 10500000.00 10593230.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-12-15 1.250 120.00 120.09 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-11-30 2.000 1433000.00 1445228.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 2.000 941840.00 957635.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 1.625 7600360.00 7629836.72 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-11-30 1.500 80080.00 80467.88 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-30 1.375 22240.00 22311.81 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-30 0.625 3583960.00 3581533.36 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-30 2.250 4400000.00 4432312.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-11-15 1.000 78000.00 77480.70 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-15 1.250 7800000.00 7815252.81 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-15 0.875 13320.00 13333.98 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-15 4.250 308120.00 313556.05 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.750 4400000.00 4444687.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-31 1.353 1525000.00 1532985.09 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-31 1.750 8000160.00 8081411.62 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-31 0.750 200.00 200.15 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-31 1.875 360.00 362.30 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-31 1.351 575400.00 577368.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-10-15 1.000 6600320.00 6564957.11 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-15 0.875 4660000.00 4648620.56 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-15 0.875 2209600.00 2213871.28 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 1.125 6654960.00 6517468.52 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 1.375 4296680.00 4292204.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-30 1.000 160.00 159.28 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-30 1.750 6727200.00 6820049.37 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-09-30 0.750 360.00 358.70 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-30 0.625 7240040.00 7248335.87 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-15 0.875 11416960.00 11336684.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-09-15 1.000 24000.00 24018.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-15 1.000 10000240.00 10037040.88 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 2.125 280.00 287.41 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 1.375 13980040.00 13993834.27 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-08-31 1.000 40.00 39.86 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-31 0.750 380200.00 379248.81 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-31 1.875 164000.00 165380.96 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-15 1.000 40.00 40.07 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-15 4.000 4275200.00 4473858.03 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-15 0.875 120000.00 120477.89 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-31 1.875 138000.00 138280.31 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-31 2.000 4600280.00 4634782.10 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 1.625 1435080.00 1439729.65 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-31 1.625 1413600.00 1421106.21 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-31 0.875 12170600.00 12056500.62 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-31 2.250 1500000.00 1514531.25 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-31 1.375 4348920.00 4353676.63 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-31 1.357 9099360.00 9144732.61 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-07-15 0.375 7626280.00 7864548.24 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-15 1.500 8427520.00 8432004.90 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-15 0.750 3813640.00 3770340.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-15 0.875 40.00 39.87 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-15 1.375 3687400.00 4249692.57 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-06-30 2.000 412000.00 410185.05 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 1.750 358040.00 357239.48 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 2.125 558800.00 567416.74 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 2.125 3553600.00 3618817.73 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.625 3730760.00 3748691.47 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.875 3760320.00 3807387.86 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-30 1.000 80.00 79.55 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-30 1.625 240.00 241.57 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-30 2.375 80.00 80.97 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-30 1.375 8400160.00 8419717.99 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-15 0.875 3795600.00 3766866.27 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-05-31 1.875 3200040.00 3218776.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-31 1.375 280.00 277.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-05-31 1.250 6780000.00 6783005.79 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-31 2.375 160.00 162.15 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-15 3.125 40.00 42.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 1.500 10551200.00 10590910.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-05-15 0.875 552200.00 548638.08 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-15 3.875 120.00 123.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-30 1.750 7801920.00 7811672.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-04-30 1.253 5745040.00 5763190.44 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 2.625 200.00 203.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 1.373 352320.00 353918.56 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 0.750 1760360.00 1757609.43 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-30 0.625 7982200.00 7959151.39 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-15 0.125 1838160.00 1850916.72 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-15 0.750 600360.00 599800.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.875 12080.00 12193.25 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.750 10040080.00 10072743.72 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.125 2000200.00 1991136.59 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.375 1676400.00 1680881.57 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-03-31 1.500 731200.00 736998.41 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-15 1.625 1384800.00 1399899.51 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-03-15 1.000 360.00 360.95 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-28 1.750 12360360.00 12427116.02 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-28 1.125 3481200.00 3435473.77 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-28 1.250 320.00 320.16 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-28 1.375 154960.00 155960.53 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-28 1.125 266800.00 267287.52 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 2.000 13197760.00 13369347.65 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-15 1.375 1996800.00 2006355.18 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-15 3.625 4130400.00 4424940.59 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-15 0.750 40.00 39.79 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-31 1.250 1080000.00 1075275.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.125 4000.00 3988.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.250 709320.00 708544.18 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.323 274640.00 275900.10 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-31 2.625 120.00 120.86 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-31 1.455 1079280.00 1084413.91 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-15 0.625 349000.00 373675.05 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-15 1.375 2000080.00 1999315.62 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-15 1.375 2219440.00 2606270.34 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-15 1.125 602800.00 601491.39 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-15 2.125 6743280.00 7934153.38 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-15 0.875 3967360.00 3963910.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-15 1.625 3124440.00 3667982.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-11-15 3.125 13516360.00 14292722.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-11-15 4.250 240.00 301.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-11-15 4.375 4000000.00 5104896.84 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-11-15 6.125 280.00 381.47 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-08-15 2.250 12776760.00 11268561.60 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-08-15 2.750 2520080.00 2502642.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-08-15 3.750 1120360.00 1321471.49 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-08-15 3.875 40.00 48.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-08-15 4.500 80.00 104.68 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-08-15 6.125 37600.00 53383.23 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-08-15 6.750 280.00 392.52 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 6.250 160.00 203.63 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 8.125 6400200.00 8234710.36 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-15 8.875 40.00 41.72 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-05-15 3.375 6000040.00 6611695.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-05-15 4.375 320.00 408.82 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2038-05-15 4.500 320.00 414.84 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-05-15 6.250 80.00 114.91 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 8.750 320.00 389.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-15 9.125 240.00 259.43 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-04-15 3.875 3972400.00 8129702.64 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-04-15 3.625 1821840.00 3647278.89 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 2.500 410000.00 382798.17 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 1.000 11297640.00 11706320.01 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-02-15 0.750 3158240.00 3091789.64 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 0.625 1294480.00 1270996.37 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 3.125 7480000.00 7940768.82 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-02-15 0.750 2740520.00 2834554.36 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-02-15 4.750 3800360.00 5165912.07 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-02-15 2.125 44800.00 63644.19 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2037-02-15 4.750 6920000.00 9324297.03 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2036-02-15 4.500 200.00 260.99 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-02-15 5.250 183600.00 241350.15 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-01-15 1.750 1832280.00 2401726.62 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-01-15 2.375 590320.00 839906.33 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-15 2.000 806480.00 1120991.99 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-08-15 0.000 19820800.00 9828738.30 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-07 0.000 280.00 278.93 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-30 0.000 200.00 199.26 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-11-16 0.000 9960.00 9926.83 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-26 0.000 464000.00 462770.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-19 0.000 2536000.00 2529802.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-12 0.000 40000.00 39911.33 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-05 0.000 1884000.00 1880208.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-28 0.000 1081600.00 1079793.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-14 0.000 130120.00 129951.71 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-07 0.000 400000.00 399562.66 U.S. Treasuries (including 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261700PLI2HF5NCF2442 2018-02-01 0.000 632120.00 628521.83 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-11 0.000 884000.00 879489.14 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-04 0.000 185600.00 184709.12 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2017-08-04 2017-08-04 2017-08-04 N N N 1.0400 500000000.00 500000000.00 0.0074 N N Y N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 261700PLI2HF5NCF2442 22532Y 0001330437 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-31 1.875 551203800.00 552323432.71 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 1.750 24700.00 24644.77 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-31 1.375 150192100.00 150027827.39 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-01 0.000 11396171.68 11396171.68 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-05-31 2.000 122937300.00 122674623.96 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-05-15 2.500 128189700.00 132325385.36 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-30 2.125 55456900.00 55999915.47 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-30 1.250 55918400.00 55999947.66 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-11-15 2.250 55288500.00 55999945.80 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-15 1.250 3082700.00 3610002.79 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-11-15 3.000 54437700.00 55999908.14 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-15 8.000 43931600.00 55999956.71 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-11-15 0.000 35358500.00 17390371.05 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-02-15 0.000 122755800.00 55999968.40 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2017-08-04 2017-08-04 2017-08-04 N N N 1.0500 250000000.00 250000000.00 0.0037 N N Y N - N/A - DEUTSCHE BANK SECURITIES DEUTSCHE BANK SECURITIES 251524 0000800178 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2024-11-15 2.250 97554700.00 98810022.21 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2018-07-31 0.750 93889800.00 93420351.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2020-07-15 1.500 95480000.00 95530811.96 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2022-06-30 1.750 16512400.00 16475481.32 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2018-05-15 1.000 97670000.00 97698557.85 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2024-04-30 2.000 105851300.00 105864002.15 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2021-02-28 1.125 6037600.00 5958294.97 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2018-02-15 1.000 97874000.00 98242557.79 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING NR S&P RATING A-2 2017-08-01 2017-08-01 2017-08-01 N N N 1.0700 600000000.00 600000000.00 0.0089 N Y Y N - N/A - FED HOME LOAN MTG CORP FED HOME LOAN MTG CORP 313397KC4 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-08-07 2017-08-07 2017-08-07 N N N 0.8327 1249793750.00 1249793750.00 0.0186 N N Y N - N/A - FED RESERVE BANK OF NY FED RESERVE BANK OF NY 313589 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS NTS-U.S. 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1.125 135755500.00 133972325.68 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2041-08-15 3.750 335028100.00 395167698.54 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2041-02-15 4.750 194121100.00 263873036.85 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2017-08-01 2017-08-01 2017-08-01 N N N 1.0000 6000000000.00 6000000000.00 0.0892 N Y Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EHER0 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-08-03 2019-04-03 2019-04-03 N N N 1.1723 155025575.00 155025575.00 0.0023 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EG5N1 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-08-25 2019-02-25 2019-02-25 N N N 1.1972 400341600.00 400341600.00 0.0059 N N N N - N/A - FEDERAL FARM CREDIT BANK 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200156200.00 200156200.00 0.0030 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EFUC9 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-08-28 2017-11-28 2017-11-28 N N N 1.3933 85093755.00 85093755.00 0.0013 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EFVE4 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-08-21 2017-08-21 2017-08-21 N N N 1.3592 250049000.00 250049000.00 0.0037 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EGER2 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-08-01 2018-06-13 2018-06-13 N N N 1.3801 115228390.00 115228390.00 0.0017 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EFZM2 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-08-01 2018-06-12 2018-06-12 N N N 1.3773 50161100.00 50161100.00 0.0007 N N N N - N/A - 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2027-10-20 3.500 883573.00 255374.50 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2047-07-20 3.500 164448400.00 172043152.79 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2030-05-20 3.000 7725368.00 3652514.93 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2040-02-20 2.875 6041096.00 405561.99 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2041-07-15 5.500 1730550.00 42839.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2030-01-15 4.500 401775.00 204908.98 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2039-07-20 4.000 8131040.00 1769218.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2028-06-20 6.000 50000.00 5046.64 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2024-01-15 6.000 662453.00 6227.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2024-06-15 5.000 1165840.00 286725.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2039-12-20 4.500 263000.00 59066.55 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2039-12-20 5.500 2311800.00 99705.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2039-11-20 5.000 327000.00 19639.16 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2026-11-20 3.500 767133.00 186255.00 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2039-10-20 5.000 3250000.00 107069.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2039-10-20 5.500 1168920.00 538774.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2024-10-20 5.500 362169.00 26944.88 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2040-09-20 5.000 1884130.00 108064.27 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2040-08-20 5.000 622708.00 60596.28 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2039-08-20 5.000 1965000.00 91403.56 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2026-08-20 4.000 2070292.00 210899.65 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2026-07-20 3.000 733708.00 284867.49 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed 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2039-06-20 5.500 1382780.00 24471.00 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2036-06-20 5.000 5725720.00 400211.81 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2033-08-20 4.500 115000.00 11085.27 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2034-06-20 4.500 820000.00 93175.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2022-09-15 7.500 2536588.00 108549.42 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2034-03-20 5.000 7349980.00 224282.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2033-01-15 5.500 41433472.00 744513.61 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2052-03-15 3.080 63900.00 65719.73 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2042-07-15 3.299 528100.00 546852.96 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2052-05-15 3.180 202300.00 209502.38 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2052-04-15 3.149 154100.00 159174.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2052-04-15 3.140 164000.00 169305.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2052-07-15 3.080 4100000.00 4241598.65 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2052-06-15 3.200 287767.00 298666.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2036-04-15 3.500 84743.00 88012.03 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2052-06-15 3.230 16500000.00 17144180.83 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2052-05-15 3.470 1241000.00 1312965.50 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2048-10-15 3.589 504251.00 532353.86 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2043-10-15 3.589 3176096.00 3337264.41 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2030-10-15 3.950 180424.00 192097.99 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2041-07-15 3.100 104264.00 105557.30 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2052-06-15 3.240 16640000.00 17296109.67 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed 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3.100 249100.00 257142.44 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2052-04-15 3.169 55000.00 56854.05 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2047-04-15 3.120 181000.00 186345.22 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2052-03-15 3.200 93000.00 96112.96 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2056-12-15 3.350 88645.00 92486.27 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2048-10-15 3.589 258957.00 273389.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2048-10-15 3.589 588034.00 620806.26 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2048-10-15 3.589 601902.00 635447.12 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2046-12-15 3.450 312001.00 326834.51 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2052-03-15 3.200 150000.00 155009.82 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2049-03-15 3.899 1426608.00 1526211.42 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2056-11-15 3.529 124000.00 131186.34 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2052-01-15 3.149 75600.00 77746.29 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2052-04-15 3.160 150000.00 154997.76 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2052-06-15 3.270 548000.00 570847.27 Agency Mortgage-Backed Securities FANNIE 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3.500 97880000.00 48721781.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2046-04-20 3.500 41573333.33 34863394.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-04-20 4.000 24299457.78 25634808.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-09-20 4.000 23503742.22 6745860.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2030-03-20 7.500 23222032.00 72408.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-07-20 3.000 23085128.89 23502857.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-07-20 4.000 22646355.56 24018291.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2034-10-15 5.000 22422222.22 1909896.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2046-02-20 3.500 22222222.22 17279120.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2045-04-20 4.000 22222222.22 12890817.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-07-20 5.000 22222222.22 4441717.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2030-09-20 7.500 22067429.33 66640.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-07-20 4.000 21537328.00 22808862.53 Agency Mortgage-Backed Securities GOVERNMENT 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2047-06-20 4.000 17665330.67 18786117.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-04-15 4.500 16967324.44 2362414.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-04-20 4.000 16896395.56 17701458.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-07-20 3.500 16739983.11 17525480.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2038-09-15 6.000 15913208.89 1206867.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-07-20 3.500 15129706.67 15818815.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2021-09-15 9.000 13871116.44 9714.29 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GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-07-20 4.000 11440000.00 12097911.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-03-20 4.000 11218727.11 11650405.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2057-06-15 3.200 11200000.00 11627387.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2026-04-15 7.000 10980323.56 54730.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2046-07-15 4.000 10966016.00 11259835.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2021-08-15 9.000 10956523.56 4818.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2025-11-15 8.000 10831489.78 45559.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-02-15 4.000 10652384.00 11148021.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2032-01-15 5.100 10584604.44 7911318.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-01-15 3.500 10573648.89 10919293.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-05-20 4.500 10331483.56 11216403.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-08-15 3.500 10222222.22 4234437.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2032-06-20 3.000 10137126.22 10458985.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2028-11-15 7.000 10095290.67 86226.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2021-08-15 9.000 10066835.56 21969.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2032-03-15 7.500 10035387.56 107375.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2026-07-15 8.000 10029428.44 22726.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2029-11-20 8.500 9978769.78 3421.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2044-06-15 5.000 1728888.89 1309477.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-04-20 4.000 1465905.78 1569092.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-05-20 3.000 52635623.11 53271339.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-03-20 5.000 48888888.89 9066772.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2027-01-15 8.000 48384994.67 228050.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2026-12-20 7.500 47621159.11 177633.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2032-02-15 7.500 46552721.78 290403.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2046-06-15 4.500 44542521.78 45974761.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-04-20 5.000 44444444.44 8202951.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2045-12-20 3.500 44444444.44 34095178.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2045-02-20 4.500 44444444.44 17197834.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2039-11-20 4.000 44297481.78 11178035.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-03-20 4.500 43745404.44 45221621.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-07-15 2.940 43555555.56 44809525.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-07-20 5.000 42395454.22 8456889.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2030-12-20 7.000 41777777.78 231949.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-07-20 3.500 39577040.89 40663962.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2046-02-20 3.000 35555555.56 30118923.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2027-01-20 7.500 34164868.44 129850.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed 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2047-07-20 3.500 84118788.44 87950177.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2032-02-15 6.500 82590222.22 714022.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-02-20 4.000 79871067.56 82230073.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-01-20 4.500 75244819.56 75001614.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2046-08-20 3.000 65427637.33 61883877.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2027-02-20 7.500 64421333.33 317795.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-05-20 5.000 60944393.78 12158760.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2031-09-15 8.000 55111111.11 326594.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-05-20 5.000 53333333.33 9731107.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-06-20 3.000 27063721.78 27477752.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-06-20 5.000 20617777.78 4158988.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-06-20 3.000 114177777.78 115924511.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2030-10-20 7.500 111596444.44 361911.92 Agency Mortgage-Backed 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2777777.78 555214.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2030-09-20 7.500 2758428.67 8330.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-07-20 4.000 2692166.00 2851107.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2030-05-20 7.500 2605223.00 8915.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2038-09-20 6.500 2544959.56 25385.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2030-04-20 8.000 2539095.78 10299.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-07-20 4.000 2452106.00 2608951.07 Agency Mortgage-Backed Securities 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-01-20 3.500 11111111.11 11297170.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-06-20 5.000 8423576.00 1699191.44 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2017-08-04 2017-08-04 2017-08-04 N N N 1.0600 250000000.00 250000000.00 0.0037 N N Y N - N/A - MERRILL LYNCH PIERCE FEN MERRILL LYNCH PIERCE FEN 8NAV47T0Y26Q87Y0QP81 590188 0000914246 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-09-20 2.250 22605097.00 21374581.07 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-12-15 3.000 25084720.00 15065814.07 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-04-25 3.500 79339000.00 79605755.07 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-03-25 2.000 234021000.00 99953850.16 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1 MOODY'S RATING NR S&P RATING A-1 2017-08-01 2017-08-01 2017-08-01 N N N 1.0500 200000000.00 200000000.00 0.0030 N Y Y N - N/A - MERRILL LYNCH PIERCE FEN MERRILL LYNCH PIERCE FEN 59021OKG2 8NAV47T0Y26Q87Y0QP81 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-07-20 3.500 4728000.00 4743406.97 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 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Obligation 8NAV47T0Y26Q87Y0QP81 2046-11-20 3.500 57142857.00 5421701.68 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-09-20 3.500 85714285.00 10383592.58 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-06-20 4.887 55000000.00 8325402.45 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-04-20 4.887 50000000.00 8384196.20 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-02-20 4.887 69088880.00 11884654.09 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-02-16 4.977 73676618.00 11507545.52 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-20 3.500 60107142.00 6105760.35 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-20 3.500 89500000.00 9162849.53 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-20 3.500 112564446.00 11284009.02 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-07-20 4.988 40133667.00 6511666.85 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-04-20 5.072 63660000.00 8027867.49 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-02-20 4.372 59227424.00 8309859.20 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-02-20 4.372 62671730.00 8484984.23 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-12-16 4.549 20127049.00 1776291.36 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-11-20 4.372 200000000.00 18518943.65 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-01-20 4.372 102131833.00 12726531.38 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-10-20 4.372 49670828.00 5961872.32 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-06-20 5.000 125400676.00 12993384.62 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-07-20 5.422 92857142.00 7041532.56 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-02-20 5.022 80818875.00 4824330.14 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-10-20 4.972 112500000.00 7202447.41 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-06-20 5.472 118594807.00 9336009.95 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-06-20 4.972 105379801.00 5332871.65 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-12-20 4.912 50000000.00 6233423.96 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-02-20 4.972 121875000.00 5778799.55 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-20 5.372 54886290.00 4804911.10 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-09-20 4.922 85356633.00 7623926.71 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-02-20 4.000 31209150.00 26303735.06 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-02-20 4.922 312823039.00 10068790.36 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-08-16 4.878 49005429.00 6538872.58 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-03-20 4.387 37518921.00 5316609.74 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-03-20 5.242 33619574.00 5660373.15 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 2.511 40625119.00 5182370.64 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 2.345 209729989.00 25354083.59 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-11-20 0.742 150144887.00 6609972.16 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-10-20 2.484 138936241.00 12758458.67 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-09-20 2.283 50000000.00 6972701.75 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-09-20 2.341 93438153.00 8843922.78 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-08-20 2.087 186934018.00 12163544.43 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-05-20 2.041 113604902.00 12744125.17 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-05-20 1.932 173186409.00 6021185.74 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-05-20 3.848 274455973.00 12636075.33 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-03-20 1.937 72783581.00 7024979.55 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.662 85403261.00 11062213.22 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-01-20 2.660 106358996.00 13670392.66 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-01-20 3.500 10000000.00 10041577.13 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-06-20 1.700 15489167.00 15394741.25 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-06-20 2.067 140346184.00 9450420.81 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-05-20 3.805 118496773.00 13315919.79 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-06-20 4.872 49520186.00 5820902.64 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-07-20 2.407 98906614.00 4984862.11 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-07-20 4.111 74781729.00 5188836.79 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 2.923 66866674.00 5897443.89 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-07-25 5.447 201905021.00 5088260.22 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2025-11-15 5.499 15000000.00 5893207.17 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-06-15 4.924 43775501.00 10037280.67 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-01-15 4.924 27625024.00 5722974.66 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-07-15 4.000 42968750.00 6665089.95 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-12-15 4.941 125232769.00 17295131.56 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-09-15 4.841 27801994.00 5584050.60 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-15 3.500 169285714.00 25074703.50 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-07-15 4.994 120420026.00 17348409.41 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-08-15 4.874 50000000.00 5747326.58 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-10-15 4.924 55676226.00 6343468.28 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-10-15 4.991 167908286.00 15044060.85 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC 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7240799.04 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-06-25 5.000 99000000.00 11028418.42 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-06-25 4.917 46126138.00 5869464.41 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-04-25 4.983 84332822.00 7225753.12 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-05-25 3.999 56000000.00 5954988.98 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-03-25 4.903 53922243.00 6847191.03 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-02-25 4.917 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2023-06-01 5.500 22519172.00 676333.86 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-06-01 6.500 719000.00 2269.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-06-01 6.000 13835461.00 4424.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-05-01 5.500 13676480.00 335382.75 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-05-01 6.500 1660000.00 271.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-04-01 5.500 5071028.00 271165.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-04-01 6.000 350000.00 1595.79 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-03-01 5.000 95318.00 3752.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-03-01 6.000 749800.00 4988.00 Agency Mortgage-Backed Securities FANNIE 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Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-08-01 4.500 1182699.00 609217.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-05-01 4.000 201000.00 106172.95 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-10-01 3.500 86296.00 38235.40 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-09-01 3.500 134000.00 73085.55 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-10-01 4.000 830000.00 418839.44 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-04-01 4.000 2431519.00 949672.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-03-01 3.500 7430000.00 3387477.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-02-01 4.000 1533239.00 755927.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed 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Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-05-01 5.000 2304000.00 422106.60 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-05-01 4.500 1600000.00 311556.54 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-04-01 4.500 4573.00 1754.64 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-04-01 5.000 65614.00 8429.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-04-01 5.000 80227.00 13368.29 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-08-01 5.000 65834.00 30556.53 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-05-01 5.000 45973.00 23493.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-04-01 5.000 62658.00 33633.97 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-04-01 5.000 69146.00 34303.00 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-10-01 4.000 3232929.00 381739.85 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-08-01 4.000 2478453.00 233887.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-06-01 4.000 514641.00 100753.42 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-05-01 4.000 2128141.00 347413.17 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-02-01 5.000 38000.00 5732.10 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-10-01 4.500 1700506.00 381422.02 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-11-01 2.930 39000.00 18986.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-06-01 3.537 4000000.00 1484652.88 Agency Mortgage-Backed Securities FANNIE 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Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-06-01 5.000 117576.00 17160.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-05-01 5.000 336304.00 54888.75 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-06-01 5.000 53953.00 8968.42 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-06-01 5.000 623204.00 116591.70 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-05-01 5.000 2000.00 458.38 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-10-01 6.000 3602373.00 88294.60 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-11-01 5.000 267950.00 20889.05 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-09-01 5.000 782000.00 50340.15 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 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Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-05-01 4.000 1423587.00 34538.56 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-04-01 4.000 139512.00 2061.96 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-03-01 3.999 10250000.00 98361.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-11-01 5.000 28179349.00 496474.96 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-07-01 4.000 49151436.00 336154.05 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-06-01 3.999 22933968.00 166364.52 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-03-01 5.000 47745.00 17232.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-03-01 4.500 6000000.00 1031827.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed 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FANNIE MAE-Agency Mortgage-Backed Securities 2040-05-01 5.000 109285.00 25429.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-05-01 4.500 453000.00 129636.39 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-04-01 5.000 1000.00 189.11 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-04-01 4.500 1075000.00 137255.69 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-03-01 5.000 160000.00 32249.59 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-05-01 5.000 2185094.00 332497.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-03-01 4.500 279870.00 51477.34 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-05-01 3.334 1357000.00 128952.82 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-03-01 4.500 700000.00 221458.52 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-02-01 4.500 1510000.00 563353.63 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-02-01 5.000 2464000.00 942132.76 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-12-01 5.000 425000.00 99048.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-11-01 3.379 15872044.00 2535944.51 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-11-01 6.500 1446518.00 131715.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-10-01 3.952 31689749.00 1803305.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-10-01 4.500 170000.00 18353.03 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-10-01 6.500 237813.00 24461.89 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-10-01 6.000 56505.00 7231.17 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-09-01 6.000 2430000.00 213671.34 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-07-01 5.000 55000.00 5780.10 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-07-01 5.000 1800000.00 185779.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-06-01 5.500 1508678.00 99157.55 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-05-01 5.000 1106000.00 98535.48 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-04-01 5.500 13235000.00 1253804.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-03-01 5.000 75000.00 7889.73 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-03-01 6.000 25944.00 2710.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-01-01 5.000 158796.00 47348.17 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-01-01 5.500 6153646.00 381842.79 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-10-01 3.500 6313000.00 3363209.59 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-10-01 3.500 9434817.00 4950627.36 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-09-01 3.500 17059507.00 8605893.03 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-08-01 3.500 18210444.00 9434888.46 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-07-01 3.500 1042000.00 559209.65 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-11-01 4.000 16000.00 5030.96 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-10-01 6.000 128247.00 17391.76 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-10-01 5.000 57932.00 24416.04 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-09-01 4.500 2195000.00 232242.52 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-08-01 5.000 62869.00 12219.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-08-01 5.000 68984.00 10054.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-08-01 5.000 188414.00 10536.15 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-08-01 4.500 180000.00 26262.25 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-08-01 5.000 1345416.00 350482.12 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-08-01 4.500 3000000.00 750393.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-07-01 5.000 1087771.00 189449.22 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-06-01 5.000 500000.00 122174.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-05-01 5.000 1730000.00 301570.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-06-01 6.000 372007.00 6009.17 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-03-01 5.000 1249001.00 211838.11 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-03-01 4.500 2565000.00 1051018.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-03-01 4.500 9500000.00 2942263.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-02-01 5.000 190000.00 33656.61 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-12-01 5.000 40000.00 7621.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-12-01 4.500 2565000.00 805596.25 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-01-01 4.500 2217146.00 818968.96 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-01-01 4.500 2105000.00 901747.21 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-10-01 4.000 2608000.00 645070.80 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-08-01 6.000 801484.00 61649.95 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-08-01 5.000 1212905.00 164493.43 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-06-01 5.000 175000.00 18985.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-06-01 4.500 400000.00 109964.82 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-06-01 4.500 3020172.00 234983.97 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-05-01 5.000 64404.00 1307.21 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-04-01 5.000 1491289.00 46717.91 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-04-01 4.500 670000.00 102875.49 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-03-01 5.000 3173000.00 378067.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-09-01 6.000 2546000.00 34118.11 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-12-01 4.000 2093222.00 1106880.40 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-09-01 4.000 15019.00 7927.98 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-06-01 3.500 22050597.00 10935712.12 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-06-01 3.500 22620026.00 11232804.96 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-05-01 3.500 6971738.00 3198585.66 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-04-01 3.500 407752.00 183288.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-03-01 3.000 2177055.00 1127592.66 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-02-01 3.500 13038312.00 5877929.36 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-12-01 3.000 114429756.00 49329561.48 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-11-01 3.500 656604.00 261378.03 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-10-01 2.500 2000000.00 637931.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-09-01 3.000 1300000.00 688039.48 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-09-01 2.000 425000.00 197119.76 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-06-01 3.000 1750000.00 835032.70 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-05-01 4.500 170502.00 81586.05 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-05-01 3.000 1375000.00 655435.66 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-04-01 3.000 1460000.00 664916.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-04-01 3.500 3128174.00 712792.63 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-03-01 2.000 1130000.00 432561.51 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-02-01 4.000 646067.00 243658.27 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-02-01 3.500 15099065.00 6724684.98 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-01-01 3.500 39133529.00 17454562.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-12-01 4.000 14000.00 2961.66 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-12-01 5.000 37524.00 6271.91 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-12-01 3.500 4634271.00 474541.09 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-11-01 3.999 1165768.00 45886.34 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-10-01 3.500 2454259.00 433512.67 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-10-01 4.000 1303470.00 54831.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-09-01 5.000 46281.00 13407.19 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-09-01 4.500 511434.00 20644.97 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-09-01 4.000 1445141.00 58105.09 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-08-01 5.000 410427.00 144283.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-08-01 5.000 157341.00 29217.36 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-08-01 5.000 142426.00 25264.50 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-07-01 5.000 27000.00 7644.02 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-07-01 4.500 231715.00 47581.54 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-07-01 4.500 370469.00 13065.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-06-01 5.000 1000000.00 304996.08 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-12-01 3.500 1099016.00 309757.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-12-01 4.000 3020000.00 1334641.41 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-03-01 4.000 114000.00 31961.50 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-03-01 4.000 770000.00 263926.21 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-12-01 4.000 42000.00 6253.83 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-10-01 5.000 82235.00 21352.10 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-09-01 4.000 13709598.00 2899886.39 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-07-01 5.000 28321.00 4344.50 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-06-01 4.500 702500.00 157529.63 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-06-01 6.000 170233.00 8334.60 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-12-01 6.000 500000.00 23368.46 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-10-01 6.000 600000.00 7967.05 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-05-01 7.500 136649.00 1836.06 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-01-01 6.000 6008886.00 67584.41 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-01-01 7.000 170508.00 446.67 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-10-01 7.000 1125000.00 4158.91 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-05-01 6.500 500000.00 2041.94 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-04-01 6.500 600000.00 4090.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-03-01 6.000 76263.00 684.25 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-09-01 6.500 1187339.00 20644.12 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-08-01 6.500 30000.00 493.97 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-08-01 6.000 2934230.00 86222.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-07-01 3.205 30000.00 3224.74 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-07-01 3.100 6086697.00 1335585.12 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-11-01 3.145 14940000.00 4253223.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-11-01 3.559 493000.00 138202.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-10-01 2.728 4665898.00 1780146.26 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-09-01 3.278 7900000.00 1634683.70 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-05-01 3.212 3200000.00 1691197.85 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-06-01 3.278 1200000.00 86670.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-04-01 4.500 790000.00 245722.26 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-12-01 5.625 21605341.00 382200.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-01-01 3.165 455000.00 26934.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-08-01 2.654 1853029.00 132275.55 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-05-01 2.730 3570000.00 185316.76 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-06-01 5.000 296534.00 25088.17 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-06-01 3.500 4308621.00 570867.22 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-05-01 5.000 640096.00 48837.79 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-05-01 3.500 4167289.00 596041.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-05-01 4.500 859367.00 65021.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-05-01 3.999 1814686.00 105459.63 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-04-01 4.000 510000.00 63773.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-04-01 3.500 4772932.00 647792.81 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-04-01 4.500 1903633.00 50531.16 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-03-01 5.000 375000.00 61080.19 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-03-01 4.000 2700000.00 292060.17 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-03-01 4.500 1153530.00 23187.74 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-02-01 5.000 263670.00 46108.36 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-02-01 4.000 1109733.00 50927.00 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-01-01 4.000 18000.00 5815.70 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-01-01 5.000 161794.00 27355.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-01-01 5.500 500000.00 116060.63 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-01-01 3.500 1253463.00 144222.67 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-03-01 4.000 635000.00 121708.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-12-01 4.500 1825162.00 232084.65 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-12-01 4.000 953000.00 189087.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-12-01 3.363 10000000.00 561470.54 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-01-01 4.000 1096959.00 103034.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-01-01 4.500 5000000.00 1218082.40 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-12-01 5.000 742703.00 123800.92 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-10-01 4.500 36412.00 4693.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-10-01 5.000 100000.00 13337.11 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-01-01 4.000 878128.00 104459.80 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-12-01 5.000 80702.00 22241.42 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-10-01 5.000 275000.00 77224.91 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-09-01 4.500 1240000.00 469536.67 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-05-01 3.729 9979290.00 772348.55 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-09-01 5.000 13000000.00 1987900.30 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-08-01 4.500 2647608.00 596494.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-05-01 3.500 65000.00 34099.27 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-04-01 3.000 27422300.00 14008741.39 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-05-01 3.495 3000000.00 304315.02 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-02-01 2.779 124000.00 14245.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-02-01 2.849 1340000.00 100128.80 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-01-01 3.008 2742606.00 213131.19 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-07-01 2.876 4800000.00 355397.39 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-03-01 3.000 86606710.00 36692188.16 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-10-01 3.500 634467.00 164203.61 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-09-01 3.500 200000.00 78078.60 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-08-01 3.500 315000.00 60373.12 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-04-01 3.500 130693.00 36869.10 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-12-01 3.500 33227.00 8458.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-12-01 3.500 1000000.00 155248.16 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-02-01 4.000 2050000.00 241597.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-11-01 3.500 2849519.00 647412.69 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-07-01 4.000 556988.00 97984.79 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-07-01 4.000 244062.00 18277.52 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-05-01 4.000 6190622.00 440176.84 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-04-01 4.000 12539523.00 844290.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-03-01 4.000 14214745.00 851681.22 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-02-01 4.000 583539.00 103949.91 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-12-01 4.000 1167159.00 26250.21 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-08-01 4.000 3474223.00 227928.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed 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5.500 2626110.00 302149.08 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-11-01 3.000 5800000.00 2707173.11 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-12-01 4.500 482423.00 54594.85 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-04-01 3.500 634114.00 197988.55 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-11-01 3.500 350000.00 186136.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-10-01 4.500 720928.00 168140.10 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-10-01 4.000 13304266.00 649844.99 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-09-01 4.000 750000.00 321325.30 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-09-01 3.500 776570.00 253876.91 Agency Mortgage-Backed Securities FANNIE 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Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-03-01 3.500 2810960.00 686045.10 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-03-01 3.500 8717293.00 1732375.30 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-01-01 3.500 780000.00 233205.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-01-01 4.000 3949997.00 322507.89 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-11-01 3.500 2480531.00 351730.66 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-08-01 5.000 3352000.00 678042.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-08-01 4.000 30000.00 2469.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-07-01 5.000 9511000.00 1653713.43 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-04-01 5.000 385626.00 28311.42 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-04-01 4.500 824173.00 153975.88 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-04-01 4.500 2422340.00 539704.30 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-04-01 5.000 2000000.00 152622.99 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-04-01 4.500 135000.00 15649.46 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-03-01 4.500 192443.00 27805.54 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-07-01 6.000 288802.00 21680.08 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-06-01 5.000 38250.00 6320.51 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-06-01 6.000 98926.00 8911.27 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-06-01 5.000 540000.00 22101.54 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-06-01 5.500 1247833.00 63703.18 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-05-01 5.000 43329139.00 1333736.05 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-05-01 5.000 2000000.00 69855.48 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-05-01 4.500 1000000.00 79352.61 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-04-01 3.500 1378000.00 651189.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-04-01 5.000 20302048.00 735374.63 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-04-01 5.499 2722656.00 94644.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-03-01 3.000 1400000.00 661406.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-03-01 3.500 1555000.00 633884.52 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-03-01 3.500 1550000.00 663743.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-03-01 5.000 1535180.00 47882.16 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-03-01 5.500 5500000.00 213589.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-03-01 5.500 690382.00 29026.92 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-02-01 5.000 675000.00 113458.40 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-02-01 5.500 608659.00 31584.79 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-02-01 5.000 79248.00 2224.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-02-01 5.000 2000000.00 61670.96 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-01-01 5.000 1773332.00 241479.74 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-01-01 5.000 2513477.00 88383.98 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-01-01 6.500 760000.00 75705.61 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-07-01 3.134 1030000.00 63867.04 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-06-01 3.583 5190000.00 463289.80 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-03-01 3.902 60000.00 5341.67 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-10-01 2.686 75000.00 5871.91 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-10-01 3.500 515000.00 72587.75 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-09-01 3.500 389177.00 60955.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-06-01 3.500 500000.00 68903.70 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-01-01 3.500 156488.00 85345.40 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-12-01 6.000 150400.00 5713.16 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-12-01 5.500 260000.00 8603.92 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-12-01 5.000 272000.00 10677.10 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-02-01 5.000 1057812.00 136248.02 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-02-01 5.500 3435871.00 179448.70 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-02-01 5.000 3783342.00 215269.40 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-01-01 4.500 22977171.00 537019.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-08-01 5.000 300000.00 62200.08 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-06-01 4.500 902807.00 70134.76 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-06-01 5.000 290000.00 99811.69 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-06-01 4.500 161000.00 12520.55 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-06-01 4.500 3450000.00 394273.39 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-05-01 5.000 77613.00 6690.26 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-04-01 5.000 75982.00 1213.98 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-04-01 5.000 80618.00 7983.39 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-12-01 3.500 2392254.00 464402.59 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-08-01 5.000 2214807.00 179066.79 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-05-01 3.145 185000.00 23597.65 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-02-01 4.500 270000.00 58654.26 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-04-01 5.000 30928.00 3447.12 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-01-01 5.000 953000.00 46259.18 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-08-01 5.000 163932.00 31044.73 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-08-01 5.500 800000.00 75783.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-04-01 5.000 86346.00 10232.81 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-01-01 5.000 46153.00 860.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-12-01 4.000 67650013.00 1361916.98 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-07-01 5.000 602674.00 28129.09 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-07-01 5.000 1540151.00 188303.25 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-06-01 5.000 841430.00 39979.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-04-01 5.000 203849.00 9430.92 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-03-01 5.000 126008.00 6741.46 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-03-01 6.500 55839.00 7598.15 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-02-01 5.000 38910000.00 2899658.16 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-02-01 5.500 5251987.00 293199.98 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-12-01 6.000 14514000.00 284852.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-12-01 3.396 68293581.00 8912312.73 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-12-01 5.000 4846021.00 322664.52 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-11-01 6.000 774103.00 19703.06 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-11-01 6.500 4770000.00 337879.25 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-11-01 3.999 16000.00 6784.89 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-11-01 4.500 1615000.00 207430.21 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-10-01 4.500 1000000.00 450402.61 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-10-01 4.500 50124988.00 7673747.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-09-01 5.000 96000.00 4492.11 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-09-01 4.500 1659696.00 98038.81 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-08-01 4.000 2763000.00 1434726.43 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-07-01 4.500 2588000.00 1393078.50 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-06-01 5.000 279882.00 109602.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-06-01 3.500 3686000.00 1942876.98 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-06-01 5.500 210633.00 27982.11 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-06-01 5.000 100000.00 5288.66 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-05-01 3.500 2304000.00 1190267.29 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-04-01 5.000 2057000.00 173857.93 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-04-01 4.500 142261.00 11393.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-03-01 4.000 5269.00 2417.18 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-03-01 4.500 699000.00 294067.70 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-03-01 5.000 6955367.00 278392.86 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-02-01 5.000 274138.00 18300.52 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-02-01 5.500 625012.00 26577.99 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-01-01 5.500 26212.00 874.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-12-01 4.000 4640180.00 1667851.30 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-12-01 5.500 84350.00 10389.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-10-01 4.000 2255662.00 1018774.26 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-06-01 4.000 2317169.00 717153.41 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-05-01 4.000 184611.00 69882.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-04-01 4.000 1088491.00 381018.75 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-04-01 4.000 121871.00 51168.34 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-12-01 3.500 386956.00 85483.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-01-01 3.500 142105.00 72368.66 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-12-01 5.500 677802.00 28815.81 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-11-01 3.500 62640.00 16495.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-10-01 4.000 15694575.00 840408.44 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-09-01 4.000 4140712.00 114037.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-06-01 3.500 975937.00 167312.10 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-09-01 5.500 11625000.00 1039027.25 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-08-01 5.500 545865.00 44681.43 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-08-01 4.500 3672000.00 315854.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-07-01 6.000 1579460.00 80252.49 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-07-01 5.000 70029000.00 5761440.16 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-06-01 5.499 580192.00 21274.11 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-02-01 4.500 800000.00 46499.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-02-01 5.000 1258983.00 82046.02 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-01-01 5.000 50270018.00 2234026.19 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-08-01 3.069 10017847.00 657661.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-11-01 5.000 27898.00 416.80 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-12-01 5.000 587256.00 19348.22 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-12-01 5.500 2089275.00 83936.52 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-09-01 6.500 110000.00 7097.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-08-01 6.000 1225510.00 18380.84 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-07-01 5.000 68006.00 1122.93 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-07-01 5.000 64053.00 4183.70 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-07-01 5.000 1627475.00 50790.53 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-04-01 5.500 37694.00 1211.38 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-04-01 5.499 8886400.00 342160.21 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-11-01 3.079 301000.00 37429.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-07-01 5.500 723086.00 24244.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-06-01 5.000 672034.00 28961.36 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-05-01 5.000 7000.00 322.86 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-04-01 5.000 90506.00 1639.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-04-01 5.000 9741501.00 133143.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-04-01 6.000 698847.00 23152.97 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-04-01 5.500 243846.00 4715.82 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-04-01 5.000 3325155.00 106089.09 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-03-01 5.000 1958790.00 60620.19 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-06-01 5.500 1928499.00 44828.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-06-01 5.500 2015889.00 64659.52 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-05-01 5.500 12805325.00 623599.73 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-04-01 5.000 980450.00 55940.86 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-04-01 5.000 137619.00 3066.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-03-01 5.000 480235.00 22321.75 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-05-01 4.000 4784197.00 189553.34 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-05-01 4.000 1630000.00 50594.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-04-01 3.500 1100000.00 249666.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-02-01 4.000 39102003.00 1546607.63 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-01-01 4.000 12717092.00 651133.79 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-11-01 6.500 1015000.00 89765.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-04-01 4.000 93739.00 3297.40 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed 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Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-01-01 5.000 1759221.00 108251.27 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-12-01 5.500 1500000.00 65849.69 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-11-01 6.000 225812.00 7151.06 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-11-01 6.000 952730.00 15451.44 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-11-01 5.000 74000.00 7105.43 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-03-01 5.000 3268476.00 77270.09 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-09-01 6.000 15958000.00 188868.03 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-08-01 6.000 1320557.00 63011.21 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-08-01 6.000 1527358.00 60170.95 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-07-01 6.000 78000.00 3015.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-08-01 5.000 1000000.00 58826.80 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-07-01 5.000 48000.00 1373.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-08-01 6.500 50000.00 881.38 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-05-01 5.000 86000.00 1649.17 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-05-01 5.000 122925.00 15337.80 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-04-01 5.000 4439636.00 281099.29 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-11-01 5.000 1000.00 16.29 Agency Mortgage-Backed Securities FANNIE MAE-Agency 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Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-02-01 4.500 10120968.00 1245838.98 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-09-01 5.000 473073.00 119046.97 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-08-01 5.000 1525000.00 308192.41 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-10-01 5.000 856174.00 47257.06 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-09-01 4.500 5070000.00 1733637.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-09-01 6.500 1487700.00 240183.10 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-07-01 6.000 186000.00 20285.27 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-05-01 5.000 166800.00 19065.08 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed 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410152.00 19658.44 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-02-01 5.000 3348000.00 139290.86 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-02-01 5.000 85289.00 3962.42 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-01-01 5.000 370166.00 15717.36 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-12-01 5.000 246000.00 16353.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-12-01 5.000 424773.00 23109.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-11-01 5.000 1827000.00 77403.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-10-01 6.000 147954.00 4782.97 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-10-01 5.000 9050000.00 524577.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-07-01 5.500 434562.00 17629.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-07-01 5.500 1009000.00 30697.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-07-01 5.000 2619497.00 111798.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-06-01 6.000 627000.00 24405.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-08-01 5.499 2300000.00 469393.34 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-04-01 5.500 8030000.00 676311.64 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-01-01 4.500 9280000.00 3135591.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-01-01 5.500 4772388.00 128699.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-07-01 4.500 15477599.00 4294148.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-04-01 5.000 87639.00 4170.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-04-01 5.000 60930.00 8506.12 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-04-01 5.000 75320.00 17794.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-03-01 5.000 57060.00 16502.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-10-01 6.000 638000.00 9681.85 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-01-01 4.500 25000.00 1857.08 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-12-01 5.500 40000000.00 1380495.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-07-01 5.500 22980306.00 1803741.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-06-01 5.000 119807.00 5781.50 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-06-01 5.000 271096.00 27367.50 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-03-01 5.000 72792.00 2218.12 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-01-01 5.000 1975230.00 96768.92 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-04-01 6.000 5000000.00 235244.97 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-03-01 5.500 350000.00 4584.84 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-02-01 6.000 4942161.00 324614.67 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-01-01 6.000 1070318.00 55537.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-05-01 5.000 60814.00 1673.77 Agency Mortgage-Backed Securities FANNIE 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Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-12-01 5.500 448099.00 28881.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-12-01 5.000 550202.00 9673.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-12-01 5.000 759652.00 34544.34 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-11-01 2.774 12675612.00 1979567.60 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-11-01 5.500 7513940.00 141879.61 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-06-01 5.000 23862000.00 1026942.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-05-01 5.500 350807.00 17630.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-05-01 6.000 495627.00 38937.41 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed 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FANNIE MAE-Agency Mortgage-Backed Securities 2037-11-01 6.000 425000.00 29232.29 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-11-01 5.000 238000.00 17917.44 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-10-01 6.500 50155.00 1799.38 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-10-01 6.000 10342905.00 275890.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-09-01 6.000 495000.00 16969.83 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-03-01 5.500 197762.00 5739.63 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-02-01 6.500 1869406.00 129813.84 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-01-01 6.000 297000.00 8845.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-01-01 5.500 250579.00 9914.94 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-12-01 6.000 324694.00 7044.19 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-12-01 5.500 1850000.00 55523.21 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-11-01 5.000 2111000.00 126866.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-09-01 5.500 223000.00 8412.66 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-09-01 5.000 32000.00 2331.11 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-03-01 5.500 148111.00 4254.59 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-03-01 5.500 155719.00 5347.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-03-01 6.000 1350000.00 67414.96 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-03-01 6.500 1901938.00 63417.16 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-08-01 4.000 11309762.00 122730.99 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-07-01 4.000 2140000.00 29479.88 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-10-01 5.000 4147000.00 204968.40 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-08-01 5.000 57055.00 3847.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-08-01 5.000 206000.00 11739.88 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-12-01 6.000 1113553.00 67270.50 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-09-01 5.500 1118768.00 23044.26 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-09-01 6.000 2195000.00 24654.04 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-09-01 6.000 10970195.00 314928.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-11-01 5.500 187396.00 4650.91 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-10-01 6.500 465000.00 21680.92 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-10-01 6.000 13574362.00 217842.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-10-01 6.000 12348544.00 373847.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-09-01 5.000 109654.00 53279.86 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-08-01 5.000 39000.00 15529.08 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-05-01 3.583 20661137.00 1147918.26 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-02-01 5.500 4358863.00 360034.48 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-01-01 5.500 1941349.00 175931.84 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-09-01 5.500 7500000.00 617562.26 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-07-01 5.000 30000.00 2471.81 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-07-01 5.500 2700000.00 104927.89 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-06-01 5.500 750000.00 27650.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-06-01 5.500 75000000.00 4578499.42 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-05-01 6.000 711000.00 25717.44 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-05-01 6.000 1115000.00 63898.59 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-03-01 5.500 4300000.00 187797.60 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-02-01 5.000 1758241.00 259529.17 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-01-01 5.000 159699.00 8477.43 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-01-01 6.000 244126.00 8013.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-01-01 5.000 1398794.00 141599.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-12-01 5.000 174000.00 11916.28 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-12-01 5.000 510000.00 45802.80 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-10-01 5.000 39000.00 3078.69 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-09-01 6.000 392000.00 13432.76 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-09-01 6.000 4832921.00 351745.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-08-01 3.282 1490000.00 126731.63 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-05-01 3.376 2900000.00 194399.64 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-04-01 5.000 1557639.00 74229.65 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-04-01 5.000 289000.00 24619.51 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-02-01 5.000 449717.00 33764.79 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-12-01 6.500 4239394.00 294761.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-08-01 4.500 7326850.00 443197.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed 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Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-08-01 2.001 21133895.00 4126092.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-07-01 5.500 30220.00 1393.48 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-07-01 6.000 332533.00 10788.67 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-07-01 5.500 25028.00 1412.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-06-01 5.000 148838.00 4499.12 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-06-01 5.000 355745.00 10160.04 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-05-01 5.500 1260218.00 87225.85 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-04-01 6.000 2900315.00 131647.51 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-03-01 5.500 1480637.00 63765.06 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-03-01 5.000 552637.00 9352.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-02-01 5.000 98000.00 5900.26 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-02-01 5.500 327721.00 5183.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-01-01 6.000 3352528.00 23226.96 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-12-01 6.000 64041.00 677.79 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-12-01 6.000 10993769.00 287459.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-11-01 5.500 3344380.00 33608.17 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-09-01 6.500 723889.00 21678.02 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-09-01 6.000 852444.00 33525.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-06-01 5.000 83242.00 5207.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-06-01 6.000 1749311.00 30051.53 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-10-01 5.000 13281960.00 255955.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-04-01 5.000 163400.00 6386.09 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-05-01 6.500 621000.00 10894.08 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-05-01 5.000 324000.00 15615.29 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-03-01 5.000 99096.00 3973.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-11-01 5.500 91406.00 4426.39 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-08-01 3.096 137576883.00 10980780.15 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-08-01 5.000 5902308.00 388151.48 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-07-01 5.500 141530.00 3975.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-06-01 5.500 4800000.00 11024.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-03-01 5.000 581215.00 26861.22 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-02-01 5.000 14744000.00 1008279.60 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-02-01 5.000 460000.00 33525.04 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-08-01 3.028 20000.00 707.10 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-07-01 3.456 20000.00 456.36 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-07-01 3.249 20000.00 1407.51 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-05-01 5.500 2025497.00 124102.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-03-01 5.000 56475.00 28414.53 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-06-01 3.504 15000.00 894.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-06-01 3.565 12448003.00 361723.74 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-06-01 5.500 6689376.00 127696.04 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-03-01 6.000 627705.00 26354.61 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-05-01 6.000 773122.00 26628.86 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-04-01 3.458 10000.00 342.76 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-02-01 5.000 1301546.00 129737.38 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-12-01 5.000 5400000.00 369544.19 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-12-01 3.270 15000000.00 1474516.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-01-01 6.000 2517741.00 153061.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-01-01 3.325 14184263.00 1051908.15 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-09-01 4.500 1831112.00 421787.89 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-03-01 6.000 25000.00 3484.34 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-01-01 5.000 180748.00 4940.95 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-12-01 5.000 2400000.00 154046.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-11-01 5.000 85476.00 2452.85 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-09-01 2.891 1375000.00 105908.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-10-01 5.500 25982.00 396.11 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-10-01 5.000 190000.00 13802.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-12-01 5.500 34000.00 1212.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-10-01 5.000 1070000.00 61228.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-09-01 3.383 1900000.00 62008.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-10-01 5.000 5620048.00 269791.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-11-01 6.000 25000.00 4047.67 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-09-01 6.500 245000.00 22547.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-10-01 6.000 1641916.00 55136.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-09-01 6.000 261786.00 10292.92 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-06-01 6.000 427275.00 17083.17 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-05-01 6.000 47070908.00 558902.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-10-01 5.000 418315.00 12606.70 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-09-01 4.500 1400000.00 62629.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-04-01 5.000 225000.00 12147.96 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-02-01 5.500 56911.00 852.84 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-01-01 5.000 2550000.00 179900.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-12-01 3.185 2075000.00 135712.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-07-01 3.085 415000.00 3743.29 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-08-01 3.100 14224344.00 1670160.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-06-01 5.000 1345147.00 4043.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-06-01 4.000 13427099.00 72440.65 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-05-01 4.000 11711983.00 63704.22 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2017-12-01 5.500 51000.00 36.06 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2017-08-15 6.000 4500000.00 317.96 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2017-08-15 6.000 144800.00 23.04 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-05-01 5.000 1198027.00 94750.39 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-12-01 5.500 5965000.00 365211.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-04-01 5.000 61778.00 14216.25 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-06-01 5.000 750000.00 14918.77 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-05-01 6.000 1758005.00 49186.73 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-04-01 5.000 2500000.00 40297.76 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-10-01 6.000 37000.00 1280.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-05-01 6.500 1972752.00 8460.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-05-01 6.500 719000.00 2476.63 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-03-01 6.500 311927.00 692.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-03-01 6.500 225834.00 91.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-07-01 6.000 3219083.00 6125.03 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-01-01 5.000 30000000.00 890131.83 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-12-01 6.000 151208.00 6860.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-12-01 6.500 268521.00 22560.51 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-10-01 2.839 35025425.00 1947932.94 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-08-01 5.000 13000.00 848.99 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-07-01 3.072 1835000.00 149602.69 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-06-01 2.940 35000.00 3543.92 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-02-01 6.500 620000.00 25081.84 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-08-01 5.000 52000.00 3402.88 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-07-01 5.000 259760.00 15839.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-05-01 3.342 1920000.00 68951.16 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-08-01 5.000 399574.00 6105.89 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-04-01 5.500 140000.00 10516.73 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-03-01 3.225 3800000.00 360192.59 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-07-01 5.000 25000.00 1013.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-05-01 6.000 18100.00 1372.95 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-03-01 4.500 2880884.00 89887.95 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-08-01 5.000 6100000.00 535562.17 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-04-01 5.500 80000.00 11624.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-05-01 3.414 800000.00 38327.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-05-01 5.000 3800000.00 173605.08 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-02-01 6.000 36200.00 1665.04 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-08-01 5.000 15104067.00 677596.77 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-01-01 5.000 322684.00 5428.81 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-01-01 5.000 4300000.00 280599.98 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-12-01 5.500 3000148.00 249858.56 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-01-01 4.500 1966984.00 61099.75 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-12-01 3.233 6125000.00 318476.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-12-01 4.500 3849624.00 314587.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-01-01 2.923 2200000.00 103569.53 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-10-01 6.000 3851735.00 140057.39 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-12-01 5.000 2100000.00 116351.17 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-04-01 5.000 100000.00 7842.11 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-10-01 5.000 1300000.00 61732.17 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-10-01 5.000 50000.00 8803.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-10-01 6.000 36200.00 759.21 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-09-01 6.000 36200.00 740.69 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-07-01 5.500 185000.00 12495.26 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-07-01 5.000 200020.00 6372.65 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-12-01 6.000 33645000.00 1784512.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-11-01 5.000 151870.00 62282.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-11-01 5.500 4345000.00 259432.77 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-11-01 6.500 35643209.00 654481.11 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-10-01 5.500 3990132.00 393665.26 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-09-01 5.000 271440.00 53082.59 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-09-01 5.000 1307000.00 46540.02 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-09-01 5.500 90000.00 3738.75 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-08-01 5.000 349511.00 16042.65 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-07-01 5.000 335000.00 88158.22 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-06-01 5.500 2132200.00 397057.94 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-05-01 5.000 2000000.00 103233.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-04-01 5.000 34815.00 2197.05 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-04-01 6.500 5000000.00 22566.15 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-03-01 5.000 1250215.00 59652.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-03-01 6.000 300000.00 66997.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-03-01 6.500 70934000.00 3931754.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-03-01 6.500 23825000.00 14331.53 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-02-01 6.000 740508.00 22666.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-02-01 5.000 310560.00 16073.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-01-01 5.500 2380000.00 105823.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-05-01 5.500 257000.00 5311.05 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-01-01 6.000 1000000.00 4599.86 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-01-01 6.000 900000.00 5533.36 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-01-01 6.000 750000.00 3527.82 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-09-01 3.500 1635000.00 226878.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-12-01 5.000 50530071.00 507715.15 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-04-01 6.000 1846000.00 748.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-02-01 4.000 429032.00 8120.05 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-02-01 6.000 259000.00 1.76 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-12-01 5.000 200000.00 11149.00 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-11-01 5.000 3916000.00 207076.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-09-01 5.000 7760000.00 245321.44 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-07-01 6.000 100335.00 421.11 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-02-01 5.000 1000000.00 47491.38 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-06-01 5.000 500355.00 22070.16 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-05-01 6.000 18100.00 101.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-06-01 5.500 60000.00 3992.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-05-01 5.000 2403335.00 55664.26 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-05-01 5.000 9100000.00 852362.22 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-05-01 5.000 4051924.00 208022.49 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-03-01 1.931 9900000.00 404631.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-04-01 4.500 500000.00 43223.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-05-01 4.500 401974.00 34700.15 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-04-01 5.000 3443992.00 335621.00 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-03-01 5.500 100000.00 2797.81 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-03-01 5.500 101390.00 2994.46 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-05-01 5.000 2500000.00 106374.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-01-01 6.500 54300.00 502.92 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-05-01 5.000 11000.00 672.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-03-01 6.500 18100.00 292.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-07-01 4.500 2279772.00 45626.84 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-06-01 4.000 775000.00 11925.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-01-01 5.500 5441.00 660.80 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-12-01 4.500 973028.00 54328.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-09-01 4.500 391665.00 22414.66 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-11-01 5.500 1404000.00 24220.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-10-01 4.500 17777387.00 1075943.17 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-12-01 4.500 25000.00 247.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-10-01 7.000 206761.00 0.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-06-01 5.000 3000.00 163.55 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-06-01 3.347 30788872.00 1880114.25 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-05-01 5.000 2272412.00 121988.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-04-01 6.000 1373645.00 83905.55 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-04-01 4.000 492018.00 17681.21 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-04-01 6.000 2430000.00 23063.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-03-01 5.000 1761000.00 93852.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-03-01 5.000 8723980.00 482847.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-02-01 6.500 1599993.00 71040.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-01-01 5.500 80000.00 4955.93 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-12-01 4.500 924385.00 59878.02 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-01-01 6.000 88315.00 572.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-05-01 8.500 921375.00 1529.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-02-01 7.500 2250000.00 5796.06 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-07-01 5.000 150000.00 1683.30 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-06-01 3.500 580000.00 244829.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-05-01 6.500 2000000.00 6030.28 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-11-01 5.000 100000.00 6478.70 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-04-01 6.500 250000.00 73.77 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-02-01 5.000 5900000.00 327316.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-01-01 5.000 157747.00 8798.49 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-10-01 6.500 72400.00 182.00 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-09-01 5.000 6537392.00 656781.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-10-01 5.000 106137671.00 6282144.70 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-12-01 6.500 758000.00 13633.38 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-11-01 3.107 225000.00 17469.09 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-10-01 1.931 1000000.00 49101.64 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-10-01 1.931 2000000.00 102882.28 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-10-01 5.000 2975158.00 172528.50 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-10-01 5.000 22295000.00 1288168.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-09-01 4.500 1900000.00 103167.15 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-09-01 6.000 225000.00 628.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-08-01 1.931 1000000.00 46381.63 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-07-01 5.000 2500000.00 144376.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-07-01 5.000 40290000.00 2260315.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-06-01 5.000 12000.00 619.04 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-06-01 5.000 684000.00 39158.36 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-06-01 5.000 114584788.00 6436912.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-06-01 6.500 8673761.00 442258.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-05-01 5.000 13000.00 712.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-05-01 5.000 267000.00 14771.77 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-05-01 6.000 95000.00 5882.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-04-01 5.000 268000.00 12523.00 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-04-01 5.000 9324000.00 535400.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-04-01 6.500 7100000.00 412133.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-12-01 5.500 14261000.00 644493.59 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-04-01 5.000 1800000.00 102369.49 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-03-01 5.000 33711317.00 1874096.81 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-03-01 4.000 4012197.00 90419.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-08-01 5.000 22917000.00 879054.43 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-08-01 4.500 126573.00 10972.15 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-07-01 5.000 510000.00 40093.88 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-09-01 4.500 82787.00 8159.82 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-08-01 5.000 7551310.00 267768.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-08-01 5.000 10398576.00 167571.89 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-07-01 5.000 8900000.00 469800.53 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-12-01 5.500 215601.00 16703.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-11-01 5.000 3755000.00 193200.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-03-01 5.000 29000.00 1495.38 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-03-01 5.000 57000.00 2854.50 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-03-01 5.000 553000.00 29482.94 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-03-01 5.000 856000.00 38626.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-03-01 5.000 27000000.00 1213637.16 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-02-01 5.000 29000.00 1523.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-02-01 5.500 2100000.00 72703.86 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-01-01 6.500 10000.00 351.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-01-01 6.000 988711.00 333.39 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-07-01 4.500 450664.00 27161.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-09-01 4.500 406097.00 51836.91 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-06-01 5.000 800000.00 43235.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-06-01 5.000 17000.00 802.03 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-06-01 4.500 25000.00 2219.75 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-06-01 5.000 184857.00 1197.05 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-09-01 5.000 16544208.00 573185.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-07-01 5.000 453715.00 42645.67 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-03-01 5.500 1606658.00 156833.93 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-03-01 5.000 3077144.00 101213.89 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-06-01 5.000 14464161.00 470162.91 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-02-01 5.500 37958.00 85.51 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-03-01 5.500 2890186.00 47597.39 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-01-01 5.500 512069.00 3606.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-02-01 5.500 12487600.00 229816.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2017-09-01 5.500 1087209.00 8.40 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2017-12-01 6.000 189000.00 73.99 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-11-01 5.500 1131346.00 21491.99 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-01-01 5.500 12511312.00 171978.52 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-12-01 5.500 3147916.00 59252.59 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2017-09-01 6.000 4000000.00 604.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-12-01 5.500 265612.00 16493.67 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2017-10-01 6.500 32580.00 24.55 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2017-08-25 6.500 144800.00 4.36 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2017-08-25 6.500 217200.00 18.63 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-09-01 7.500 64000.00 204.22 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-08-01 3.500 357840.00 144085.70 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-11-01 5.000 906359.00 365077.97 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-01-01 5.000 54921.00 27763.41 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-11-01 3.500 6444877.00 3215771.65 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-01-01 5.000 414806.00 208778.12 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-09-01 5.000 73522.00 17977.53 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-09-01 3.000 195428.00 106884.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-08-01 5.000 33700.00 9569.82 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-01-01 2.500 154867.00 76906.62 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-08-01 5.000 26912.00 9627.09 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-08-01 5.000 1293859.00 333629.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-07-01 5.000 86070.00 21665.41 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-07-01 5.000 92212.00 45879.40 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-01-01 3.500 1343106.00 668603.95 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-07-01 4.000 57357.00 29892.98 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-06-01 3.500 278747.00 104510.30 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-05-01 3.500 4132442.00 2091033.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-01-01 4.500 1190603.00 625687.53 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-05-01 4.500 30697.00 8571.12 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-07-01 5.000 183128.00 35332.06 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-11-01 5.000 38293.00 3356.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-11-01 5.000 552277.00 107969.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-01-01 4.000 373913.00 44171.73 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-09-01 3.000 67873.00 35665.03 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-09-01 5.000 223588.00 45423.18 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-08-01 3.000 5000000.00 1954210.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-09-01 4.000 1000000.00 434528.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-09-01 4.000 1000000.00 454789.74 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-08-01 3.500 1472321.00 736468.49 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-05-01 3.000 2909231.00 1577448.89 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-10-01 4.000 8241226.00 4109376.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-11-01 4.000 2433.00 1299.44 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-08-01 4.000 11071.00 5297.75 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-08-01 3.500 46164.00 23636.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-08-01 3.500 489261.00 220759.99 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-08-01 3.500 3664967.00 1891692.41 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-07-01 5.000 439819.00 235249.67 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-05-01 5.000 34109.00 17402.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-05-01 3.500 2628551.00 1143314.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-04-01 4.000 15000.00 7030.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-04-01 5.000 89862.00 35067.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-04-01 5.000 125211.00 64304.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-04-01 3.000 4350000.00 2378951.21 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-03-01 5.000 195770.00 49870.38 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-03-01 5.000 107103.00 53495.98 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-03-01 3.500 8710586.00 4003521.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-09-01 5.000 23965.00 7401.42 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-01-01 5.000 275785.00 118794.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-10-01 5.000 46333.00 13821.43 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-10-01 3.500 424674.00 196531.60 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-10-01 3.500 1548888.00 594348.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-09-01 5.000 657545.00 212043.63 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2017-12-01 3.089 3000000.00 456154.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-12-01 3.000 1000.00 688.97 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-11-01 1.944 7936465.00 2783990.83 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-01-01 2.013 7670518.00 3877820.76 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-11-01 3.000 10040000.00 5350490.34 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-01-01 1.967 4842911.00 1891882.18 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-07-01 3.500 840000.00 410625.99 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-06-01 3.500 22373.00 11922.67 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-04-01 4.500 698773.00 275009.03 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-05-01 5.000 924932.00 374884.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-02-01 4.500 6000.00 2763.15 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-11-01 5.000 64953.00 29564.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-09-01 5.000 31530.00 15748.46 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-05-01 3.314 8150000.00 4456831.22 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-04-01 5.500 509471.00 262872.80 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-01-01 5.000 61309.00 29079.46 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-11-01 2.494 4688339.00 1968565.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-10-01 3.084 71000.00 27506.04 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-10-01 3.459 6000000.00 3084108.60 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-09-01 4.500 10451.00 5217.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-09-01 4.500 43000.00 18163.85 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-09-01 5.000 7122148.00 3580345.16 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-06-01 5.000 3088740.00 510161.46 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-05-01 6.500 2388978.00 564789.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-01-01 5.000 80034.00 39450.39 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-01-01 5.500 1397347.00 604026.41 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-11-01 3.500 1180165.00 541376.77 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-09-01 6.000 105257.00 44524.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-08-01 4.500 254000.00 113992.70 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-08-01 3.500 1145199.00 504673.70 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-06-01 4.000 1775000.00 950872.88 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-05-01 3.500 500000.00 233387.43 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-05-01 4.000 6479115.00 1391284.79 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-04-01 3.500 4549035.00 1930049.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-03-01 2.815 20000.00 9932.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-01-01 3.500 888975.00 337533.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-12-01 3.500 670000.00 364219.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-09-01 5.500 412486.00 143806.41 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-08-01 3.358 11474786.00 3548296.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-07-01 5.000 203833.00 49564.04 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-07-01 6.000 1067989.00 207762.84 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-05-01 6.000 160000.00 34981.22 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-05-01 5.000 65000.00 20294.96 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-02-01 3.500 500000.00 178782.29 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-02-01 3.500 1046881.00 449026.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-02-01 3.000 9831428.00 5352628.27 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-01-01 3.500 80000.00 39263.43 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-12-01 4.000 1335000.00 706625.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-10-01 3.730 72628959.00 10995344.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-08-01 5.000 2011.00 728.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-07-01 4.500 2000000.00 613023.30 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed 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272366.00 55546.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-02-01 6.000 705469.00 103762.82 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-12-01 5.000 316835.00 49408.02 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-11-01 5.000 18000.00 1969.02 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-11-01 5.000 731110.00 179796.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-10-01 3.500 5591962.00 1155968.53 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-09-01 6.000 1907000.00 193634.42 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-08-01 5.500 9478.00 2869.30 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-08-01 5.000 3199000.00 981896.29 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-08-01 4.500 190000.00 25549.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-07-01 5.000 29000.00 6377.42 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-07-01 5.000 2300000.00 549776.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-07-01 5.000 79000.00 12446.94 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-06-01 5.000 12085000.00 1438749.59 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-06-01 6.000 944198.00 81473.46 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-05-01 4.500 37000.00 8398.34 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-05-01 5.000 138878.00 13413.75 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-04-01 5.000 45000.00 11602.09 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-04-01 4.500 865001.00 229535.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-04-01 4.000 1908491.00 94293.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-03-01 5.000 310000.00 44067.21 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-02-01 4.000 1500000.00 650502.54 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-02-01 5.000 1035000.00 168425.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2049-01-01 6.500 2667205.00 255238.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-04-01 3.500 250000.00 110701.98 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-03-01 5.000 310785.00 82888.06 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-09-01 3.000 994998.00 541892.76 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-04-01 3.500 65791.00 34068.91 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-04-01 3.500 60000.00 30980.97 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-03-01 5.000 25738.00 6710.85 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-03-01 3.500 855838.00 252700.46 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-02-01 3.500 200000.00 79377.79 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-02-01 3.500 654024.00 226215.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-01-01 2.825 2950000.00 669615.38 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-01-01 3.500 74000.00 24224.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-12-01 3.500 50000.00 19905.18 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-12-01 3.000 430512.00 121751.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-12-01 4.000 41000.00 11527.96 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-12-01 5.000 266085.00 40071.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-12-01 4.000 202141.00 96209.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-12-01 3.500 55000.00 24539.34 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-12-01 3.500 626829.00 190457.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-11-01 5.000 43888.00 17558.88 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-01-01 4.000 292994.00 150615.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-11-01 3.000 1300000.00 391152.11 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-12-01 3.000 4250000.00 1651674.91 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-10-01 3.500 1910000.00 461585.39 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-10-01 4.500 2275690.00 927799.54 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-09-01 5.000 61819.00 7204.16 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-09-01 4.500 7500000.00 1757353.44 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-09-01 5.000 660000.00 346781.21 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-09-01 3.064 50014081.00 6045130.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-10-01 2.704 35268903.00 8180386.42 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-09-01 5.000 39164.00 11842.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-08-01 5.000 158193.00 19221.67 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-08-01 4.500 90843.00 28401.06 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-08-01 4.500 1584000.00 594245.34 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-08-01 3.500 110078.00 49051.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-08-01 3.500 5087375.00 738981.99 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-07-01 4.500 411487.00 98216.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-06-01 5.000 117986.00 31338.65 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-07-01 5.000 32000.00 15078.81 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-07-01 3.500 2500000.00 565452.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-06-01 4.500 1166000.00 177416.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-08-01 5.000 225205.00 66043.79 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-06-01 5.000 35832.00 17222.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-06-01 4.500 2395102.00 841143.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-06-01 4.500 32800000.00 13445284.18 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-08-01 4.500 1200000.00 353352.19 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-06-01 4.000 1500000.00 349614.63 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-05-01 5.000 164790.00 53264.94 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-05-01 5.000 229664.00 56472.25 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-05-01 4.500 19000.00 3541.36 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-05-01 4.500 126000.00 38643.75 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-05-01 3.500 1012000.00 271009.06 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-03-01 4.500 682290.00 101572.46 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-04-01 3.500 476738.00 118811.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-04-01 5.000 119037.00 30868.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-04-01 4.500 986030.00 115206.95 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-04-01 5.000 2325000.00 1059804.82 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-08-01 3.500 139440.00 34177.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-08-01 3.500 1539365.00 466364.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-04-01 5.000 25013.00 8284.05 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-04-01 4.500 323491.00 93347.81 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-04-01 3.500 1212865.00 316768.02 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-03-01 3.500 1000000.00 221270.34 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-06-01 5.000 361641.00 45513.41 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-03-01 4.500 407467.00 177461.17 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-03-01 3.500 75000.00 18646.60 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-03-01 3.500 1662099.00 408548.62 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-03-01 3.500 2110033.00 462763.99 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-03-01 4.000 2000.00 575.91 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-03-01 4.000 7000.00 2203.09 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-03-01 3.500 3108327.00 712496.54 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-02-01 4.000 450000.00 206954.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-02-01 3.500 1024000.00 254211.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-02-01 3.500 1163870.00 309104.09 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-07-01 4.500 284584.00 69530.05 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-03-01 5.000 6916887.00 833904.74 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-02-01 4.500 403000.00 90687.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-02-01 3.500 1000.00 228.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-02-01 3.500 378480.00 101783.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-01-01 3.500 909856.00 229056.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-04-01 4.500 2751121.00 919437.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-02-01 3.500 1000000.00 189071.98 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-01-01 3.500 1500000.00 343599.19 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-03-01 3.575 50105879.00 7312007.98 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-02-01 2.746 46390133.00 7868081.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-01-01 3.500 500000.00 101491.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-12-01 3.999 6000.00 1503.10 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-12-01 4.000 21000.00 4972.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-12-01 5.000 46148.00 10236.09 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-12-01 5.000 252261.00 91274.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-12-01 5.000 6000000.00 2109354.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-12-01 4.500 8357873.00 2607428.41 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-12-01 3.500 4900000.00 963167.06 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-01-01 3.484 20000.00 5578.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-01-01 3.500 2566596.00 501749.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-12-01 4.000 1250000.00 482395.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-12-01 3.500 879139.00 171979.43 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-12-01 3.500 2545790.00 508117.51 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-04-01 7.000 38509.00 192.79 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-11-01 5.500 4335363.00 204551.18 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-12-01 6.000 307391.00 5750.96 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-03-01 8.000 556043.00 2773.82 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-11-01 6.000 1450000.00 5995.18 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-09-01 2.862 1000000.00 6186.48 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-12-01 3.592 1136760.00 33647.53 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-07-01 7.000 125936.00 386.59 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-07-01 6.000 700000.00 1919.60 Agency Mortgage-Backed 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Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-01-01 6.000 7919577.00 89531.04 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-01-01 6.000 150000.00 41.41 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-07-01 8.000 154241.00 1545.48 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-11-01 5.500 5249036.00 95001.44 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-05-01 6.000 219153.00 2458.46 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-03-01 6.500 500000.00 1422.17 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-02-01 6.500 1227154.00 6334.38 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-11-01 7.500 365000.00 1356.98 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-10-01 2.238 2111965.00 3963.25 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-03-01 6.500 21314918.00 20059.70 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-11-01 6.743 8400000.00 125458.97 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-01-01 6.000 5978628.00 28711.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-01-01 6.000 17009388.00 16436.46 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-11-01 2.282 18208440.00 99019.27 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-02-01 7.000 306108.00 513.59 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-03-01 6.500 1177683.00 1863.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-05-01 7.500 325140.00 3315.92 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-09-01 4.500 1500000.00 128386.81 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-09-01 5.000 27917000.00 1297573.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-08-01 5.000 1160000.00 57758.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-07-01 5.000 616426.00 38164.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-03-01 5.000 5000.00 381.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-09-01 6.000 40700000.00 251722.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-04-01 5.000 27587.00 1732.82 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-09-01 8.000 50500.00 138.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-02-01 7.000 72264.00 160.52 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-02-01 7.000 492967.00 1385.99 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-08-01 6.000 217968.00 50.05 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-05-01 6.000 204000.00 1498.44 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-08-01 4.734 7038928.00 52427.86 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-01-01 2.327 35843917.00 208411.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-02-01 2.504 26749873.00 193083.82 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2017-11-01 5.500 31843994.00 24977.85 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-05-01 6.500 96000.00 44925.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-10-01 5.000 1271348.00 57663.67 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-01-01 5.500 3950741.00 164093.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2017-12-01 5.500 600000.00 1412.53 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-11-01 6.000 1257763.00 67067.96 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-10-01 5.500 11638158.00 386414.54 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-10-01 6.000 35230.00 1615.74 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-09-01 6.000 5133936.00 232092.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-09-01 6.000 24674.00 888.21 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-08-01 5.500 121261.00 4218.54 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-08-01 5.000 2000000.00 92876.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-07-01 7.000 115669.00 2408.94 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-07-01 5.000 2115135.00 48654.66 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-07-01 5.500 8732525.00 378568.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-07-01 6.000 63381.00 1523.77 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-06-01 5.500 5000.00 206.64 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-06-01 5.000 636235.00 22543.55 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-06-01 6.000 150157.00 10473.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-06-01 5.500 3552489.00 143191.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-05-01 6.000 20136096.00 1261561.39 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-04-01 5.000 137046.00 3963.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-03-01 6.000 7500000.00 159536.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-03-01 5.500 10352630.00 493844.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-03-01 6.000 27921.00 1794.65 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-03-01 5.500 4805000.00 214207.86 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-03-01 5.500 6334740.00 36429.96 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-02-01 5.000 634673.00 23469.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-02-01 6.000 4039424.00 251505.92 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-01-01 5.500 5695421.00 238042.42 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-01-01 6.000 5355917.00 377037.92 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-01-01 6.500 58651.00 4628.09 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-01-01 6.000 68870.00 2599.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-12-01 6.000 5381753.00 260362.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-12-01 5.500 12215500.00 780288.62 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-11-01 5.500 4228366.00 159138.19 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-10-01 6.000 1767039.00 62771.93 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-09-01 5.000 28451.00 1501.89 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-08-01 5.000 7750.00 373.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-08-01 6.000 1598551.00 71328.11 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-07-01 5.500 4036974.00 184472.39 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-07-01 6.000 650000.00 46352.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-05-01 5.500 18862366.00 764201.08 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-04-01 5.000 3300000.00 146193.81 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-04-01 5.000 874879.00 40961.81 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-04-01 5.000 2700000.00 116439.03 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-03-01 5.500 133805.00 6546.46 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-02-01 5.500 306238.00 13540.42 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-02-01 6.000 8895281.00 513484.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-01-01 6.000 339755.00 17677.52 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-01-01 5.500 6632288.00 330286.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-12-01 6.000 90000.00 6910.66 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-11-01 5.500 10000000.00 491068.19 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-11-01 5.000 14000.00 824.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-10-01 5.500 550000.00 29285.21 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-10-01 6.000 5117520.00 302255.63 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-10-01 6.000 13635675.00 957223.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-10-01 5.000 3017304.00 121014.63 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-09-01 5.500 105000.00 4291.10 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-09-01 5.000 2380000.00 118472.43 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-09-01 5.000 46254000.00 2573384.52 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-09-01 6.000 4447806.00 215590.25 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-08-01 5.000 2271000.00 93878.11 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-08-01 5.500 2999385.00 99718.38 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-08-01 4.500 2500000.00 18824.63 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-07-01 4.000 8862.00 663.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-07-01 5.500 4866899.00 236465.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-06-01 6.000 1485765.00 100531.18 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-06-01 4.000 3253323.00 65444.36 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-03-01 5.500 351873.00 22710.48 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-03-01 5.500 844937.00 39932.53 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-02-01 6.000 599937.00 25362.12 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-02-01 5.000 1275000.00 61981.09 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-02-01 5.500 6844992.00 327386.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-02-01 6.000 143856.00 4613.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-01-01 5.500 870000.00 47564.11 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-01-01 5.000 743217.00 36954.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-01-01 5.500 2767796.00 168733.36 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-01-01 5.000 38214.00 1743.69 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-01-01 5.500 6128216.00 304029.26 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-12-01 5.500 255833.00 5269.81 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-12-01 5.500 982313.00 16300.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-12-01 6.500 10000000.00 84649.12 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-11-01 5.500 222322.00 3285.19 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2017-10-01 5.500 474974.00 147.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-09-01 6.000 292781.00 3508.28 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-08-01 6.500 26680660.00 278194.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-07-01 5.000 28919.00 1060.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-07-01 5.000 1211608.00 40350.56 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2017-08-01 2017-08-01 2017-08-01 N N N 1.0600 3000000000.00 3000000000.00 0.0446 N Y Y N - N/A - Dreyfus Government Cash Management Funds 2017-08-03 /S/John Delise John Delise Treasury Manager