N-MFP2 0000740766 XXXXXXXX 2017-08-31 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 25 110 30316974036.43 34272326344.33 35414963174.44 35483639101.79 33254797439.60 44195914079.61 46885183622.10 44654686141.16 45793571076.33 44637147109.74 0.4580 0.4768 0.5082 0.5062 0.4898 0.6677 0.6523 0.6408 0.6532 0.6574 1047126.01 67870023858.41 67870023858.41 24753715.40 127718122.66 67768106577.18 67769150313.94 1.0000 0.0109 1.0002 1.0002 1.0002 1.0002 1.0002 C000000287 10000000.00 64048526930.65 64049481427.20 1.0002 1.0002 1.0002 1.0002 1.0002 5097935445.39 5817354449.21 12176473875.02 6530821998.23 7059176062.35 9255100411.42 7738243159.58 7529966449.17 3861462447.18 5999215966.30 35933290989.52 35132459274.33 0.0093 Y Dreyfus. Expenses are capped at 18 bps. 992,508.50 C000000286 10000000.00 1846346144.02 1846373929.94 1.0002 1.0002 1.0002 1.0002 1.0002 46139962.93 419208058.47 232979726.55 192680940.24 173949534.65 87757891.13 195731992.27 45605507.75 83078522.98 191977292.04 731879739.38 937229689.63 0.0069 Y Dreyfus. Fund is waiving 3 points of expenses. 46,068.39 C000000288 10000000.00 1675784115.72 1675842591.82 1.0002 1.0002 1.0002 1.0002 1.0002 111334157.40 124929397.66 98343135.05 111153401.60 131293993.40 195821016.61 95654222.23 83905982.83 66915137.95 96958742.93 503540646.03 612768541.63 0.0083 Y Dreyfus. Fund is waiving 3 points of expenses. 44,104.99 C000000289 10000000.00 86996796.31 86998750.97 1.0002 1.0002 1.0002 1.0002 1.0002 5588543.44 12493674.97 733393.88 1977548.14 654916.94 28696339.31 5170085.71 986362.78 6758526.13 4177139.82 18905466.10 48331065.02 0.0053 Y Dreyfus. Fund is waiving 3 points of expenses. 2,384.07 C000053659 10000000.00 110452590.48 110453614.01 1.0002 1.0002 1.0002 1.0002 1.0002 200345.53 4788050.24 224529.30 60687.80 354257.54 0.00 26010709.32 0.00 13025.00 496986.73 26802866.69 5345724.77 0.0088 Y Dreyfus. Fund is waiving 3 points of expenses. 2,308.35 ABN AMRO BANK NV REPO ABN AMRO BANK NV REPO BFXS5XCH7N0Y05NIXW11 023000 0000897878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-12-31 2.250 62962962.96 64519927.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2025-11-15 2.250 62033566.66 63296152.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2020-11-15 2.625 16307.40 17006.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2020-09-30 2.000 421411.11 431584.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2020-06-30 1.875 65776148.14 66816658.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-03-31 2.125 70402100.00 71868800.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2019-02-28 1.125 71171066.66 70993139.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-01-31 1.875 45181970.37 45622019.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2042-11-15 2.750 125.92 127.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2041-12-15 4.000 154573817.18 47725034.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2040-10-15 4.000 415418.92 105504.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2040-08-15 5.000 98288309.40 12998141.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2039-07-15 5.000 73889522.81 8382793.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2041-01-20 4.000 166228142.62 51727178.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2042-06-15 4.000 188888888.88 47140198.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2042-05-20 4.000 188888888.88 56585639.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2041-10-20 2.250 18888888.88 3143031.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2041-07-20 2.125 25786070.96 4899243.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2040-12-20 3.999 100905978.85 29928401.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2042-01-20 4.000 52731940.48 15264710.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2046-07-20 3.000 88148148.14 81440254.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2046-05-20 3.000 62962962.96 55269577.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2047-02-20 2.500 6187231.85 5978269.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2047-01-20 3.000 3301685.85 3216841.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-07-20 2.000 9614044.00 2917855.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-04-20 3.000 31481481.48 7631861.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2043-12-20 4.500 125925925.92 49080109.71 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2017-09-01 2017-09-01 2017-09-01 N N N 0.0107 850000000.00 850000000.00 0.0125 N Y Y N - N/A - ABN AMRO BANK NV REPO ABN AMRO BANK NV REPO BFXS5XCH7N0Y05NIXW11 023000 0000897878 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2018-11-30 1.000 8521274.66 8512699.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2018-11-30 1.250 7799982.66 7822053.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2025-11-15 2.250 5298852.00 5406700.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2019-10-31 1.500 27438.66 27659.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2020-09-30 2.000 3550629.33 3636343.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2019-09-15 0.875 779653.33 775504.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2025-08-15 2.000 93699354.66 93425711.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2020-06-30 1.875 10950680.00 11123908.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-03-31 2.125 1105658.66 1128693.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2019-02-28 1.125 739752.00 737902.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-01-31 1.875 2808.00 2835.34 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2017-09-01 2017-09-01 2017-09-01 N N N 0.0106 130000000.00 130000000.00 0.0019 N Y Y N - N/A - BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064149 0000814020 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-12-31 1.625 7611744.00 7676274.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2018-12-15 1.250 6159360.00 6172670.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-11-30 1.875 177552.00 180011.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-11-15 2.250 21934608.00 22381048.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-11-15 2.250 917664.00 939856.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-11-15 2.750 35915760.00 38046306.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-11-15 3.375 2125152.00 2239176.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-10-31 1.375 6789648.00 6796952.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-10-31 1.750 8458584.00 8576785.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-09-30 1.750 368784.00 374478.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2017-09-30 0.625 1512144.00 1515385.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-08-31 2.000 30312.00 30747.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-08-31 1.250 27820032.00 27772181.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-08-15 2.375 71112.00 73096.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-07-31 1.250 32557800.00 31476652.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-07-31 2.000 24345000.00 24775049.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2018-07-15 1.375 120.00 138.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2018-06-30 1.375 14373240.00 14422257.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2018-06-15 1.125 773808.00 774914.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-05-15 1.625 216.00 208.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-05-15 2.125 4810560.00 4871925.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-05-15 3.500 240.00 255.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-04-30 1.375 7680000.00 7660095.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-03-31 1.500 7357560.00 7278984.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-03-31 2.250 249600.00 257943.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-02-15 2.000 6000000.00 6065217.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-02-15 0.750 79200.00 78607.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2018-01-31 0.750 136896.00 136768.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-01-15 1.375 410784.00 482756.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2043-11-15 3.750 600144.00 724714.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-05-15 4.375 222696.00 293477.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2029-04-15 3.875 2736000.00 5654147.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-02-15 2.125 1560000.00 2216746.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-01-15 2.375 9798672.00 14671267.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2017-09-21 0.000 168720.00 168628.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2017-09-14 0.000 14280.00 14274.76 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2017-09-01 2017-09-01 2017-09-01 N N N 0.0106 240000000.00 240000000.00 0.0035 N Y Y N - N/A - BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064149 0000814020 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-04-15 0.125 91513000.00 92314891.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2040-09-15 4.500 272652.00 240880.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2033-08-15 4.500 1497515.00 142622.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-03-20 2.375 21652297.00 3974746.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-10-15 4.000 1169482.00 393193.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2047-01-20 3.999 1341702.00 1417712.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2047-03-15 4.000 333118.00 350275.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-08-15 3.999 12872138.00 8683218.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-07-20 3.000 8454.00 7953.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2047-01-20 2.500 457214.00 282648.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-07-20 2.000 1550241.00 802168.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-05-20 2.000 12529917.00 6065222.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-03-20 3.500 12150870.00 5612707.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-11-15 4.000 1388276.00 270316.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2034-07-01 3.999 730387.00 454941.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2033-08-01 3.000 1667.00 1077.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-06-01 3.500 1500000.00 938888.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-02-01 5.000 13114381.00 921963.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2038-04-01 6.500 1354471.00 528952.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-07-01 3.500 45169.00 44613.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-06-01 3.500 14079.00 13005.64 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-10-01 2.383 2003.00 1717.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-11-01 3.500 816767.00 657726.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-09-01 2.483 8685088.00 5706326.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2030-02-01 3.000 1399359.00 1160928.50 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2029-06-01 3.500 5676520.00 3512040.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-03-01 4.500 2519980.00 1772792.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2034-03-01 4.000 50847.00 29363.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-03-01 4.500 1662163.00 1268752.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2028-08-01 3.500 2663600.00 1672730.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2047-03-01 4.000 739328.00 761724.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-04-01 3.500 11173.00 10418.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-12-01 3.999 224100.00 207115.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-08-01 3.500 4163104.00 3682521.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2035-05-01 3.000 912204.00 728877.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2035-05-01 3.000 1925750.00 1468786.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2034-11-01 3.500 5245751.00 3156984.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-07-01 3.999 3345940.00 2161484.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-04-01 4.500 4169368.00 2983845.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2029-02-01 3.000 6588071.00 3881226.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-01-01 4.500 5251566.00 3588579.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-12-01 2.499 113543.00 63991.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-08-01 3.500 23287.00 14322.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-07-01 3.000 1228.00 560.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-06-01 2.706 61316.00 18592.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-05-01 2.823 6242613.00 2302260.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-04-01 3.500 16635.00 15064.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-03-01 2.621 4130943.00 2819887.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2047-02-01 4.000 68050.00 71585.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2039-08-01 3.180 1404632.00 1169367.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-06-01 2.435 6710201.00 5166209.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-05-01 2.903 28214927.00 12311147.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-04-01 2.716 12114.00 5062.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-01-01 3.999 51240.00 39155.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-11-01 3.500 1159171.00 678828.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-11-01 3.500 1327890.00 800418.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-09-01 2.499 13086339.00 6318044.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-07-01 2.565 149716.00 39373.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-05-01 3.500 15813136.00 9807911.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-04-01 3.000 22500000.00 10325496.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-04-01 4.000 8217629.00 4915329.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-04-01 3.500 53491.00 33733.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-03-01 3.500 909658.00 470030.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2032-02-01 4.000 2715656.00 1150995.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2032-02-01 4.000 5000979.00 2119991.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-03-01 3.999 1700166.00 807634.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-12-01 3.999 1600886.00 140137.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-12-01 3.000 29044.00 12830.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-12-01 3.000 3156896.00 1302124.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-11-01 3.000 6486889.00 2640899.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-11-01 3.000 25855616.00 10153818.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-11-01 3.999 8021296.00 3323727.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-08-01 3.500 15038744.00 1560760.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-07-01 4.500 3124715.00 1539325.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-06-01 5.499 3879928.00 764660.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-04-01 3.999 1142050.00 301276.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-03-01 5.000 1313016.00 275210.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2040-12-01 4.000 6005039.00 2396194.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-01-01 3.500 18125713.00 4047488.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-01-01 3.999 11633541.00 3649806.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-03-27 1.850 2974000.00 2998542.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-08-28 1.149 13672000.00 13499512.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-11-26 1.750 30378000.00 30711837.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2017-10-26 0.875 2678000.00 2684397.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-09-06 2.625 71000.00 74561.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2018-05-25 1.050 225000.00 225265.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2018-05-21 1.030 10315000.00 10325547.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2030-05-15 7.250 4193000.00 6383154.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2017-12-28 0.800 8504000.00 8506107.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-09-01 3.500 1762428.00 1776825.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2047-05-01 4.000 2501600.00 2649398.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-05-01 4.000 8477747.00 8127703.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-10-01 3.999 1156050.00 1063764.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2035-04-01 3.500 36313.00 27889.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-09-01 3.500 38476.00 21148.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-09-01 3.500 8566611.00 5521989.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-08-01 4.500 380218.00 208094.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-08-01 4.500 966002.00 526572.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2028-07-01 3.000 549738.00 335965.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-06-01 4.000 303759.00 173815.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-05-01 4.000 1019994.00 655024.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-04-01 4.000 71945.00 52968.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-02-01 3.500 8561232.00 4873223.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-08-01 2.951 8191599.00 4955787.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-05-01 2.823 1002.00 581.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-05-01 2.835 17368641.00 7526068.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-03-29 1.439 1810000.00 1821167.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2017-10-26 0.625 8935000.00 8948159.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-06-01 2.592 7258072.00 4944696.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-03-01 3.000 140257.00 45986.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-03-01 5.000 10863775.00 2949899.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-03-01 5.000 7097790.00 3896009.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-02-01 5.000 2602253.00 700576.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-02-01 5.000 1737376.00 737061.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-02-01 5.000 3801812.00 1376326.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2040-10-01 3.725 28052930.00 4833828.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-08-01 3.500 1618528.00 496944.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-05-01 4.000 3912.00 1404.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-04-01 3.999 754904.00 204390.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2032-05-01 3.500 4216157.00 2241250.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-11-01 6.000 5520621.00 149173.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-05-01 5.000 7519178.00 3625971.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-04-01 3.999 88823.00 39767.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2032-05-01 3.500 1790254.00 871725.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2032-04-01 4.000 2432690.00 760713.27 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2017-09-01 2017-09-01 2017-09-01 N N N 0.0107 400000000.00 400000000.00 0.0059 N Y Y N - N/A - BARCLAYS BANK PLC BARCLAYS BANK PLC 067901 0000312070 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2020-10-31 1.750 3960000.00 4015955.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-09-30 1.125 4700000.00 4628836.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-08-31 1.250 48075000.00 47999906.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-06-15 1.125 3163800.00 3168817.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-05-15 1.625 2109600.00 2041540.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-15 0.125 45627300.00 47999924.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-04-15 0.125 45796700.00 47999972.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-08-15 3.625 40796300.00 47999951.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-05-15 3.000 45127600.00 47999897.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-05-15 5.000 2935400.00 4145295.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 3.625 40720600.00 47999980.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-08-31 1.250 16025000.00 15999968.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-07-31 1.375 5000000.00 5010481.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-05-15 1.625 2890200.00 2796956.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-04-30 1.625 4975000.00 5027672.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-15 0.125 15209100.00 15999974.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-04-15 0.125 15265500.00 15999921.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-03-31 1.750 5000000.00 5049077.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-05-15 3.000 3869200.00 4116071.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-05-15 3.000 15042500.00 15999930.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 3.625 13573500.00 15999954.33 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-2 2017-09-01 2017-09-01 2017-09-01 N N N 0.0106 400000000.00 400000000.00 0.0059 N Y Y N - N/A - BNP PARIBAS SA REPO BNP PARIBAS SA REPO 055610 0000872786 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury-U.S. Treasuries (including strips) 2022-12-31 2.125 36800.00 37552.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-11-30 2.000 3237400.00 3289481.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-08-15 1.625 3963100.00 3945465.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-08-15 2.125 86317000.00 88082628.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-07-15 0.375 100.00 103.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2023-05-31 1.625 5131300.00 5092120.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-01-15 0.625 100.00 105.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-02-08 0.000 101551200.00 101062230.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-04-20 3.125 1000000.00 146395.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-03-20 3.000 1000000.00 361700.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-01-20 2.375 1995383.00 18328.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-01-20 2.375 4427208.00 228933.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-12-20 2.250 8400000.00 69337.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-07-20 2.625 4038092.00 110346.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-06-20 3.500 2298341.00 1269195.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-20 4.500 1300.00 1391.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-06-20 3.000 83712.00 75604.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-05-01 2.754 209790.00 208403.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-11-15 0.000 1000.00 675.37 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2017-12-15 2017-12-15 2017-12-15 N N N 0.0112 200000000.00 200000000.00 0.0030 N N N Y - N/A - BNP PARIBAS SA REPO BNP PARIBAS SA REPO 05565ODP5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury-U.S. Treasuries (including strips) 2041-11-15 0.000 15.03 7.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.000 32.90 16.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-11-15 0.000 24.52 17.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-08-15 0.000 563.91 329.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-05-15 0.000 36.67 22.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-05-15 0.000 10.00 7.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-05-15 0.000 80399.36 62617.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-02-15 0.000 200.80 148.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-12-31 1.750 18851200.00 19048164.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-08-31 1.250 176839400.00 176535236.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-08-15 2.125 113400.00 115719.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-07-31 1.875 100.00 100.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-07-31 2.250 32781800.00 33631352.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-07-15 0.125 1393000.00 1492716.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-06-30 1.375 14592000.00 14641763.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-05-31 1.750 35000000.00 35214117.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-02-28 1.125 111539600.00 109944583.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-01-15 2.375 24608800.00 35312272.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-08-15 0.000 24300.00 13500.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2017-09-14 0.000 100.00 99.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-11-20 2.250 510000.00 95799.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-08-20 2.125 4000000.00 721919.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-07-20 2.125 6854400.00 1503762.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-04-20 2.625 1009.00 64.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-02-20 3.000 500000.00 38203.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-01-20 2.375 22451264.00 4719610.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-12-20 2.250 2118.00 47.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-11-20 2.250 1001.00 159.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-11-20 2.250 1073.00 82.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-11-20 2.250 2385.00 84.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-09-20 2.125 3531807.00 56113.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-08-20 2.124 7000000.00 1330102.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-08-20 2.125 2160892.00 694989.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-08-20 2.125 5705.00 131.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-06-20 2.625 650000.00 130645.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-04-20 2.625 1000.00 168.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-04-20 2.625 4469.00 751.50 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-11-20 2.250 1041702.00 260400.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-07-20 2.625 1262404.00 69047.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2034-07-20 2.125 6095589.00 106915.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-08-20 2.625 328677.00 12096.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-08-20 2.125 4300000.00 57333.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-03-20 2.375 53047044.00 535251.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-03-20 2.375 65430507.00 318657.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-11-20 2.500 106313791.00 434005.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-05-20 2.625 3469944.00 12286.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-05-20 2.625 71910961.00 218291.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-03-20 2.375 3970019.00 24102.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2067-04-20 3.894 14955.00 16428.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-07-20 2.500 1100000.00 613222.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-05-20 3.500 409075.00 415966.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-04-20 3.500 37256.00 23300.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-10-20 2.000 400000.00 151367.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-05-20 3.000 1999.00 519.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-07-20 2.125 1224.00 328.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-05-20 2.000 600000.00 223932.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-09-20 2.500 2053.00 424.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-04-20 2.625 4555000.00 1043919.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-02-20 2.375 3725000.00 958277.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-09-01 4.500 1000.00 426.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-05-01 3.615 3776.00 159.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-07-01 6.500 1613.00 42.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-03-01 2.556 1536.00 29.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-12-01 3.000 10501616.00 5277089.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-06-01 2.910 499000.00 501267.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-12-01 3.306 500000.00 256189.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-03-01 7.500 9661.00 64.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-01-01 5.499 81455778.00 1797955.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-11-27 1.625 6000.00 6051.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-21 0.875 10000.00 9997.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-03-15 0.000 13000.00 8700.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-03-15 0.000 6000.00 4151.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2023-08-01 2.678 2401.00 7.78 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-02-01 0.900 1000.00 1000.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 4.000 10333184.00 10892117.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-06-01 4.000 936694.00 973319.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-11-01 3.999 7570604.00 7210744.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-08-01 3.999 17102316.00 13465983.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-04-01 4.000 14217400.00 9207447.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-02-01 4.000 14188234.00 10697822.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-28 1.475 5190000.00 5207275.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-08-01 4.815 1427.00 51.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-09-01 2.174 1145.00 11.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-06-01 3.548 3039400.00 216452.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-06-01 3.544 10306419.00 1900231.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-06-01 3.100 1661214.00 191934.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-03-01 3.298 6798395.00 700335.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-02-01 3.468 3470000.00 335607.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-08-01 5.500 1200000.00 43732.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-11-15 3.500 5620000.00 291233.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2034-12-01 5.000 108302.00 1055.76 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2017-09-07 2017-09-07 2017-09-07 N N N 0.0111 499955205.00 499955205.00 0.0074 N N Y N - N/A - CIBC (NEW YORK) CIBC (NEW YORK) 136060 0001548567 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2018-12-31 1.500 250000000.00 251324293.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 2.000 42111900.00 41903427.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-15 2.250 6384700.00 6514649.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-10-31 1.625 319000000.00 316047299.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-10-31 2.000 163346700.00 166728757.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-15 2.625 500000000.00 517580652.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-08-15 3.625 917000.00 958848.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-06-30 2.000 261998000.00 263588213.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-15 2.125 77991700.00 78986594.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-15 1.750 500000000.00 500027934.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-30 1.375 300000000.00 301144736.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-28 1.125 497249600.00 490138930.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-02-15 2.250 83271700.00 84136748.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-15 3.625 250000000.00 267971521.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-01-31 1.375 669837200.00 667109815.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-11-15 2.875 140000000.00 144703650.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-11-15 3.000 36732800.00 38922969.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-08-15 2.875 90000000.00 92450700.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-08-15 3.625 213690100.00 250621323.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-05-15 3.000 100000000.00 106036434.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-05-15 3.375 28898400.00 32822944.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-05-15 5.000 8866800.00 12495140.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 3.625 403000000.00 473467506.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 3.125 42035000.00 45316985.42 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2017-09-01 2017-09-01 2017-09-01 N N N 0.0105 5050000000.00 5050000000.00 0.0745 N Y Y N - N/A - CITIGROUP GLB MKTS INC CITIGROUP GLB MKTS INC MBNUM2BPBDO7JBLYG310 173032 0000091154 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2056-04-01 5.375 53930000.00 75756362.34 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2020-07-30 1.500 54477000.00 54488440.17 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2021-02-10 1.870 20770000.00 20797185.62 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2020-09-28 1.383 103500000.00 103958183.00 Agency Debentures and Agency Strips Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2017-09-01 2017-09-01 2017-09-01 N N N 0.0107 250000000.00 250000000.00 0.0037 N Y Y N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 261700PLI2HF5NCF2442 22532Y 0001330437 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2035-05-01 3.000 113648302.00 88234535.17 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2047-07-01 3.500 112453393.00 115765465.33 Agency Debentures and Agency Strips Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2017-09-01 2017-09-01 2017-09-01 N N N 0.0106 200000000.00 200000000.00 0.0030 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-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 2.000 109957572.64 111839998.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-09-30 1.375 114473112.64 111839996.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-08-15 1.500 16514655.43 15699032.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-05-15 2.125 110431291.04 111839998.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-04-30 2.000 67123368.40 67815731.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-15 1.625 59729142.81 70265275.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-05-15 3.000 105473168.67 111839987.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-02-15 1.375 95939528.03 111839991.02 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2017-09-01 2017-09-01 2017-09-01 N N N 0.0105 699000000.00 699000000.00 0.0103 N Y Y N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 261700PLI2HF5NCF2442 22532Y 0001330437 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2047-07-01 3.500 25026510.00 25763611.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2046-05-01 4.000 64873668.00 57081651.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2047-02-01 3.500 59681278.00 60617213.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2047-01-01 3.500 371378.00 377776.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2047-04-01 4.000 11451070.00 12113230.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2047-04-01 3.999 55993841.00 58526826.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2042-09-01 3.500 84988409.00 59184522.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2024-06-14 2.875 50000000.00 52745472.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2024-01-31 2.250 255883200.00 261605805.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2044-08-15 3.125 195305300.00 210706821.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 0.000 0.00 211689962.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2022-02-28 1.875 55886100.00 56353307.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2023-11-30 2.125 54917200.00 55999976.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2023-07-31 1.250 57923400.00 55999937.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2019-05-15 3.125 53864800.00 55999997.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2019-03-31 1.625 20755500.00 21000270.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2018-02-28 0.750 56113900.00 55999988.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2044-11-15 3.000 52757400.00 55999901.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2021-11-15 8.000 43705900.00 55999965.86 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2017-09-06 2017-09-06 2017-09-06 N N N 0.0104 700000000.00 700000000.00 0.0103 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-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-12-31 1.500 63662700.00 63999932.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-31 2.125 62656600.00 63999962.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-01-15 0.125 60341500.00 63999910.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-01-15 0.125 46048300.00 50038730.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-15 8.000 29627700.00 37961698.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2032-04-15 3.375 32983600.00 63999898.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-02-15 0.000 134484800.00 63999971.47 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2017-09-01 2017-09-01 2017-09-01 N N N 0.0103 400000000.00 400000000.00 0.0059 N Y Y N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 261700PLI2HF5NCF2442 22532Y 0001330437 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-31 2.250 255883200.00 261605805.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-08-15 3.125 195305300.00 210706821.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 0.000 0.00 211689962.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-28 1.875 55886100.00 56353307.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-30 2.125 54917200.00 55999976.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-31 1.250 57923400.00 55999937.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-05-15 3.125 53864800.00 55999997.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-03-31 1.625 20755500.00 21000270.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-02-28 0.750 56113900.00 55999988.78 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-11-15 3.000 52757400.00 55999901.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-15 8.000 43705900.00 55999965.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-07-01 3.500 25026510.00 25763611.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-05-01 4.000 64873668.00 57081651.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-02-01 3.500 59681278.00 60617213.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-01-01 3.500 371378.00 377776.24 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-04-01 4.000 11451070.00 12113230.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-04-01 3.999 55993841.00 58526826.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-09-01 3.500 84988409.00 59184522.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-06-14 2.875 50000000.00 52745472.22 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2017-09-01 2017-09-01 2017-09-01 N N N 0.0104 350000000.00 350000000.00 0.0052 N Y Y N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 261700PLI2HF5NCF2442 22532Y 0001330437 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-31 2.250 255883200.00 261605805.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-08-15 3.125 195305300.00 210706821.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 0.000 0.00 211689962.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-28 1.875 55886100.00 56353307.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-30 2.125 54917200.00 55999976.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-31 1.250 57923400.00 55999937.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-05-15 3.125 53864800.00 55999997.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-03-31 1.625 20755500.00 21000270.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-02-28 0.750 56113900.00 55999988.78 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-11-15 3.000 52757400.00 55999901.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-15 8.000 43705900.00 55999965.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-07-01 3.500 25026510.00 25763611.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-05-01 4.000 64873668.00 57081651.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-02-01 3.500 59681278.00 60617213.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-01-01 3.500 371378.00 377776.24 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-04-01 4.000 11451070.00 12113230.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-04-01 3.999 55993841.00 58526826.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-09-01 3.500 84988409.00 59184522.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-06-14 2.875 50000000.00 52745472.22 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2017-09-05 2017-09-05 2017-09-05 N N N 0.0104 350000000.00 350000000.00 0.0052 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 Treasury-U.S. Treasuries (including strips) 2021-07-15 0.625 85060700.00 95145165.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-07-15 0.875 99492500.00 99292771.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-06-15 1.125 76108700.00 76217482.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-02-28 1.500 51518200.00 51658844.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-02-15 4.625 73412000.00 98703231.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 0.000 199482900.00 94931917.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-02-15 0.000 97760500.00 96050668.85 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING NR S&P RATING A-2 2017-09-01 2017-09-01 2017-09-01 N N N 0.0107 600000000.00 600000000.00 0.0089 N Y 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 Treasury-U.S. Treasuries (including strips) 2021-11-15 8.000 156097000.00 200005643.89 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2017-09-01 2017-09-01 2017-09-01 N N N 0.0100 200000000.00 200000000.00 0.0030 N Y Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EHWZ2 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-01 2019-09-05 2019-09-05 N N N 0.0118 59975976.00 59975976.00 0.0009 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EHHC0 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-01 2019-05-21 2019-05-21 N N N 0.0121 99999940.00 99999940.00 0.0015 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EHJB0 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-15 2019-05-15 2019-05-15 N N N 0.0114 149936685.00 149936685.00 0.0022 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EHME0 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-01 2019-03-12 2019-03-12 N N N 0.0117 100030390.00 100030390.00 0.0015 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EHLV3 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-01 2019-06-05 2019-06-05 N N N 0.0118 135000283.50 135000283.50 0.0020 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EHPH0 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-01 2019-06-26 2019-06-26 N N N 0.0117 199999820.00 199999820.00 0.0030 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EHQK2 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-03 2019-07-03 2019-07-03 N N N 0.0115 149918175.00 149918175.00 0.0022 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EHQY2 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-01 2019-07-12 2019-07-12 N N N 0.0117 149972220.00 149972220.00 0.0022 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EHRH8 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-01 2019-07-17 2019-07-17 N N N 0.0118 74971882.50 74971882.50 0.0011 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EFDH7 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-18 2017-09-18 2017-09-18 N N N 0.0140 100012550.00 100012550.00 0.0015 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EFR74 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-23 2018-01-23 2018-01-23 N N N 0.0140 110135091.00 110135091.00 0.0016 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EFVY0 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-25 2018-01-25 2018-01-25 N N N 0.0139 75089760.00 75089760.00 0.0011 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EF6A0 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-06 2017-11-06 2017-11-06 N N N 0.0132 200105820.00 200105820.00 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+ 2017-09-28 2017-11-28 2017-11-28 N N N 0.0139 85069717.00 85069717.00 0.0013 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+ 2017-09-01 2018-06-13 2018-06-13 N N N 0.0138 115205907.50 115205907.50 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+ 2017-09-01 2018-06-12 2018-06-12 N N N 0.0138 50145195.00 50145195.00 0.0007 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EGHS7 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-29 2018-05-29 2018-05-29 N N N 0.0135 170373388.00 170373388.00 0.0025 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EGCJ2 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-01 2018-03-01 2018-03-01 N N N 0.0136 50021720.00 50021720.00 0.0007 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EEUW8 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-01 2018-03-23 2018-03-23 N N N 0.0138 125055725.00 125055725.00 0.0018 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EE3H1 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-01 2018-01-09 2018-01-09 N N N 0.0134 25002665.00 25002665.00 0.0004 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EGQT5 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-12 2018-07-12 2018-07-12 N N N 0.0134 150335175.00 150335175.00 0.0022 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EGRS6 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-01 2017-12-22 2017-12-22 N N N 0.0134 109070250.50 109070250.50 0.0016 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EGLT0 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-01-18 2018-01-18 2018-01-18 N N N 0.0133 75034012.50 75034012.50 0.0011 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EGQD0 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-01 2018-08-10 2018-08-10 N N N 0.0142 100249010.00 100249010.00 0.0015 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EGTW5 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-01 2018-09-12 2018-09-12 N N N 0.0143 125349925.00 125349925.00 0.0018 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EGVY8 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-01 2018-10-03 2018-10-03 N N N 0.0143 150096900.00 150096900.00 0.0022 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EGXY6 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-01 2018-10-11 2018-10-11 N N N 0.0143 250164725.00 250164725.00 0.0037 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EGZZ1 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-27 2018-08-27 2018-08-27 N N N 0.0127 225353902.50 225353902.50 0.0033 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EGB20 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-27 2018-07-27 2018-07-27 N N N 0.0125 300432330.00 300432330.00 0.0044 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EGB79 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-01 2018-11-01 2018-11-01 N N N 0.0128 200383240.00 200383240.00 0.0030 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EGM28 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-19 2018-12-19 2018-12-19 N N N 0.0130 200464380.00 200464380.00 0.0030 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EGN27 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-01 2018-12-05 2018-12-05 N N N 0.0142 100037410.00 100037410.00 0.0015 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EGR56 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-05 2018-10-05 2018-10-05 N N N 0.0128 200369680.00 200369680.00 0.0030 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EGV44 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-01 2018-10-15 2018-10-15 N N N 0.0135 15001654.50 15001654.50 0.0002 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EG2V6 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-03 2019-01-03 2019-01-03 N N N 0.0128 244937995.54 244937995.54 0.0036 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EG3H6 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-10 2019-01-10 2019-01-10 N N N 0.0123 160240064.00 160240064.00 0.0024 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EGE84 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-08 2018-11-08 2018-11-08 N N N 0.0127 275518210.00 275518210.00 0.0041 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EG3T0 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-13 2018-08-13 2018-08-13 N N N 0.0120 100094450.00 100094450.00 0.0015 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EG4B8 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-17 2018-09-17 2018-09-17 N N N 0.0118 250208100.00 250208100.00 0.0037 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EG4K8 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-20 2018-07-20 2018-07-20 N N N 0.0117 125093650.00 125093650.00 0.0018 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EG4M4 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-14 2019-02-14 2019-02-14 N N N 0.0121 300302400.00 300302400.00 0.0044 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EGUP8 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-15 2019-03-15 2019-03-15 N N N 0.0119 80484782.18 80484782.18 0.0012 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+ 2017-09-25 2019-02-25 2019-02-25 N N N 0.0120 400323400.00 400323400.00 0.0059 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EG6X8 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-06 2019-03-06 2019-03-06 N N N 0.0120 100067500.00 100067500.00 0.0015 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EHDM2 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-24 2019-04-24 2019-04-24 N N N 0.0120 100048990.00 100048990.00 0.0015 N N N 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+ 2017-09-03 2019-04-03 2019-04-03 N N N 0.0118 155050514.50 155050514.50 0.0023 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EHFH1 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-01 2019-04-12 2019-04-12 N N N 0.0122 99952010.00 99952010.00 0.0015 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EHFJ7 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-01 2019-05-07 2019-05-07 N N N 0.0122 99949920.00 99949920.00 0.0015 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EHJX2 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-24 2019-05-24 2019-05-24 N N N 0.0115 89826519.81 89826519.81 0.0013 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385NH5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-10-23 2017-10-23 2017-10-23 N N N 0.0105 649061400.00 649061400.00 0.0096 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130ABHC3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-25 2017-09-25 2017-09-25 N N N 0.0105 999992900.00 999992900.00 0.0148 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130AB4Y9 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-10 2018-10-10 2018-10-10 N N N 0.0110 199983240.00 199983240.00 0.0030 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385LL8 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-08 2017-09-08 2017-09-08 N N N 0.0101 186961909.39 186961909.39 0.0028 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130AARL4 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-01 2019-02-01 2019-02-01 N N N 0.0119 200178040.00 200178040.00 0.0030 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130AASD1 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-07 2019-02-07 2019-02-07 N N N 0.0119 110097702.00 110097702.00 0.0016 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130AASL3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-11-13 2019-02-13 2019-02-13 N N N 0.0108 190593985.58 190593985.58 0.0028 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130AAYG7 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-17 2018-04-17 2018-04-17 N N N 0.0111 340051748.00 340051748.00 0.0050 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130AAMR6 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-18 2019-01-18 2019-01-18 N N N 0.0120 200219020.00 200219020.00 0.0030 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130AAQ76 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-24 2019-01-24 2019-01-24 N N N 0.0119 100089180.00 100089180.00 0.0015 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130AALB2 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-09 2018-07-09 2018-07-09 N N N 0.0119 100080040.00 100080040.00 0.0015 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130AAKG2 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-09 2019-01-09 2019-01-09 N N N 0.0126 100175140.00 100175140.00 0.0015 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130AAKF4 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-06 2018-10-05 2018-10-05 N N N 0.0123 300401280.00 300401280.00 0.0044 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130AAGQ5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-19 2018-06-19 2018-06-19 N N N 0.0123 100108610.00 100108610.00 0.0015 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A9W31 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-27 2018-10-26 2018-10-26 N N N 0.0128 200390200.00 200390200.00 0.0030 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A9MV0 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-28 2018-03-28 2018-03-28 N N N 0.0123 250205175.00 250205175.00 0.0037 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A9PA3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-06 2017-10-06 2017-10-06 N N N 0.0120 155020041.50 155020041.50 0.0023 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A9F71 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-14 2018-09-14 2018-09-14 N N N 0.0112 200087400.00 200087400.00 0.0030 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A8L92 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-26 2017-12-26 2017-12-26 N N N 0.0133 500395500.00 500395500.00 0.0074 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A8MU4 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-29 2017-12-29 2017-12-29 N N N 0.0126 350219800.00 350219800.00 0.0052 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A8SN4 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-10-19 2018-01-19 2018-01-19 N N N 0.0125 300189300.00 300189300.00 0.0044 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A7WH4 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-10-27 2017-10-27 2017-10-27 N N N 0.0124 581832976.62 581832976.62 0.0086 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A97K1 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-11-26 2018-02-26 2018-02-26 N N N 0.0116 250059950.00 250059950.00 0.0037 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A9AM3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-28 2017-11-28 2017-11-28 N N N 0.0124 149561893.00 149561893.00 0.0022 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A9BW0 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-01 2017-12-01 2017-12-01 N N N 0.0125 150064110.00 150064110.00 0.0022 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A9EN7 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-07 2018-03-07 2018-03-07 N N N 0.0128 300307950.00 300307950.00 0.0044 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A7DE2 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-11-22 2018-02-22 2018-02-22 N N N 0.0132 50049500.00 50049500.00 0.0007 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A8CR2 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-27 2017-11-27 2017-11-27 N N N 0.0130 300165780.00 300165780.00 0.0044 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385NB8 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-10-17 2017-10-17 2017-10-17 N N N 0.0104 199744400.00 199744400.00 0.0029 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385NQ5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-10-30 2017-10-30 2017-10-30 N N N 0.0104 499180500.00 499180500.00 0.0074 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130ABUB0 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-19 2019-07-19 2019-07-19 N N N 0.0116 199925520.00 199925520.00 0.0030 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385NR3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-10-31 2017-10-31 2017-10-31 N N N 0.0109 499166500.00 499166500.00 0.0074 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385NX0 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-11-06 2017-11-06 2017-11-06 N N N 0.0108 49907400.00 49907400.00 0.0007 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385PF7 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-11-14 2017-11-14 2017-11-14 N N N 0.0110 99792400.00 99792400.00 0.0015 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385PG5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-11-15 2017-11-15 2017-11-15 N N N 0.0110 525371288.18 525371288.18 0.0078 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385PM2 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-11-20 2017-11-20 2017-11-20 N N N 0.0110 249439000.00 249439000.00 0.0037 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385LQ7 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-12 2017-09-12 2017-09-12 N N N 0.0103 749772750.00 749772750.00 0.0111 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130ABSB3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-12 2019-07-12 2019-07-12 N N N 0.0116 344622925.15 344622925.15 0.0051 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385RQ1 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-01-10 2018-01-10 2018-01-10 N N N 0.0115 228116747.00 228116747.00 0.0034 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385RK4 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-01-05 2018-01-05 2018-01-05 N N N 0.0114 214202350.00 214202350.00 0.0032 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130ABQ66 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-03 2019-07-03 2019-07-03 N N N 0.0115 174996465.00 174996465.00 0.0026 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385QT6 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-12-20 2017-12-20 2017-12-20 N N N 0.0114 598111800.00 598111800.00 0.0088 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385MF0 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-27 2017-09-27 2017-09-27 N N N 0.0101 49964250.00 49964250.00 0.0007 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385QF6 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-12-08 2017-12-08 2017-12-08 N N N 0.0112 117045880.50 117045880.50 0.0017 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130ABDY9 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-11-10 2019-05-10 2019-05-10 N N N 0.0112 249957775.00 249957775.00 0.0037 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130ABBT2 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-28 2018-10-26 2018-10-26 N N N 0.0111 250001175.00 250001175.00 0.0037 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130ABC20 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-26 2018-10-26 2018-10-26 N N N 0.0111 100000470.00 100000470.00 0.0015 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A83B7 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-11-17 2017-11-17 2017-11-17 N N N 0.0101 75020160.00 75020160.00 0.0011 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385RW8 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-01-16 2018-01-16 2018-01-16 N N N 0.0114 69717620.00 69717620.00 0.0010 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130ACDC5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-28 2019-08-28 2019-08-28 N N N 0.0117 200039360.00 200039360.00 0.0030 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385TR7 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-02-28 2018-02-28 2018-02-28 N N N 0.0113 149175000.00 149175000.00 0.0022 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385QU3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-12-21 2017-12-21 2017-12-21 N N N 0.0107 49841200.00 49841200.00 0.0007 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385SW7 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-02-09 2018-02-09 2018-02-09 N N N 0.0114 59258068.63 59258068.63 0.0009 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385SU1 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-02-07 2018-02-07 2018-02-07 N N N 0.0114 14927130.00 14927130.00 0.0002 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385TB2 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-02-14 2018-02-14 2018-02-14 N N N 0.0114 49746400.00 49746400.00 0.0007 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385TD8 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-02-16 2018-02-16 2018-02-16 N N N 0.0113 291496031.00 291496031.00 0.0043 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385LR5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-13 2017-09-13 2017-09-13 N N N 0.0103 169943900.00 169943900.00 0.0025 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385SE7 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-01-24 2018-01-24 2018-01-24 N N N 0.0114 497865500.00 497865500.00 0.0073 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130AC2E3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-11 2018-05-11 2018-05-11 N N N 0.0110 499967300.00 499967300.00 0.0074 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385NK8 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-10-25 2017-10-25 2017-10-25 N N N 0.0104 499250000.00 499250000.00 0.0074 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385NZ5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-11-08 2017-11-08 2017-11-08 N N N 0.0105 95816832.00 95816832.00 0.0014 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130AC4E1 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-09 2019-08-09 2019-08-09 N N N 0.0117 499904000.00 499904000.00 0.0074 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385PB6 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-11-10 2017-11-10 2017-11-10 N N N 0.0105 823379700.00 823379700.00 0.0121 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A6LZ8 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-10-26 2017-10-26 2017-10-26 N N N 0.0106 52163407.80 52163407.80 0.0008 N N N N - N/A - FEDERAL NATL MTG ASSN FEDERAL NATL MTG ASSN 3135G0E66 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-08 2017-09-08 2017-09-08 N N N 0.0125 200008060.00 200008060.00 0.0030 N N Y N - N/A - FEDERAL NATL MTG ASSN FEDERAL NATL MTG ASSN 3135G0L35 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-21 2018-03-21 2018-03-21 N N N 0.0123 500416350.00 500416350.00 0.0074 N N N N - N/A - HSBC SECURITIES HSBC SECURITIES CYYGQCGNHMHPSMRL3R97 40427S 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2025-01-15 2.375 234856000.00 351653899.14 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2028-04-15 3.625 10792900.00 21809675.97 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2029-01-15 2.500 241340000.00 336337031.01 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2046-02-15 1.000 294293600.00 310200896.61 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2020-05-15 8.750 17061700.00 20832153.93 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2026-02-15 6.000 19728100.00 25851279.10 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2027-08-15 6.375 21566000.00 29841126.43 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2030-05-15 6.250 17947900.00 26214927.73 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2039-02-15 3.500 17223200.00 19867853.65 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2039-05-15 4.250 20734800.00 26731982.83 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2018-02-15 1.000 17353600.00 17349094.35 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2018-02-28 0.750 17642600.00 17606785.26 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2018-08-15 1.000 15637400.00 15606356.75 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2019-01-31 1.250 22168400.00 22176224.97 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2019-03-15 1.000 16922000.00 16923732.83 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2019-03-31 1.250 19995900.00 20081589.14 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2019-07-31 0.875 20839700.00 20679172.90 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2019-10-31 1.250 17420636.00 17456662.62 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2019-11-30 1.000 19142900.00 19044384.42 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2019-11-30 1.500 20189300.00 20328617.25 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2020-03-31 1.125 17479500.00 17445639.57 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2020-07-31 1.625 16410000.00 16518288.76 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2020-09-30 1.375 18137600.00 18190162.36 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2021-10-31 1.250 19742900.00 19508511.24 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2022-03-31 1.750 15965100.00 16115581.29 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2023-08-15 2.500 18951300.00 19664000.68 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2024-05-15 2.500 16651900.00 17357557.48 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2019-02-15 2.750 16691500.00 17058974.90 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2020-02-15 3.625 18675000.00 19721287.44 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2020-08-15 2.625 11429200.00 11831065.04 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2017-09-05 2017-09-05 2017-09-05 N N N 0.0102 500000000.00 500000000.00 0.0074 N N Y N - N/A - HSBC SECURITIES HSBC SECURITIES CYYGQCGNHMHPSMRL3R97 40427S 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2025-01-15 2.375 234856000.00 351653899.14 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2028-04-15 3.625 10792900.00 21809675.97 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2029-01-15 2.500 241340000.00 336337031.01 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2046-02-15 1.000 294293600.00 310200896.61 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2020-05-15 8.750 17061700.00 20832153.93 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2026-02-15 6.000 19728100.00 25851279.10 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2027-08-15 6.375 21566000.00 29841126.43 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2030-05-15 6.250 17947900.00 26214927.73 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2039-02-15 3.500 17223200.00 19867853.65 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2039-05-15 4.250 20734800.00 26731982.83 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2018-02-15 1.000 17353600.00 17349094.35 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2018-02-28 0.750 17642600.00 17606785.26 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2018-08-15 1.000 15637400.00 15606356.75 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2019-01-31 1.250 22168400.00 22176224.97 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2019-03-15 1.000 16922000.00 16923732.83 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2019-03-31 1.250 19995900.00 20081589.14 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2019-07-31 0.875 20839700.00 20679172.90 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2019-10-31 1.250 17420636.00 17456662.62 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2019-11-30 1.000 19142900.00 19044384.42 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2019-11-30 1.500 20189300.00 20328617.25 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2020-03-31 1.125 17479500.00 17445639.57 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2020-07-31 1.625 16410000.00 16518288.76 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2020-09-30 1.375 18137600.00 18190162.36 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2021-10-31 1.250 19742900.00 19508511.24 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2022-03-31 1.750 15965100.00 16115581.29 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2023-08-15 2.500 18951300.00 19664000.68 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2024-05-15 2.500 16651900.00 17357557.48 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2019-02-15 2.750 16691500.00 17058974.90 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2020-02-15 3.625 18675000.00 19721287.44 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2020-08-15 2.625 11429200.00 11831065.04 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2017-09-06 2017-09-06 2017-09-06 N N N 0.0102 1000000000.00 1000000000.00 0.0148 N N Y N - N/A - HSBC SECURITIES HSBC SECURITIES CYYGQCGNHMHPSMRL3R97 40427S 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2026-11-15 6.500 13721700.00 19056231.11 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2029-02-15 5.250 13191300.00 17277207.16 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2038-02-15 4.375 14109500.00 18321216.89 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2039-08-15 4.500 13306300.00 17584628.43 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2043-02-15 3.125 11870353.00 12800378.97 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2045-05-15 3.000 14672100.00 15557770.26 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2046-08-15 2.250 14540000.00 13083793.16 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2047-05-15 3.000 9030400.00 9574792.03 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2017-10-31 1.875 11557200.00 11645115.43 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2017-11-15 0.875 12247900.00 12274330.07 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2017-11-30 2.250 8137000.00 8206536.82 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2017-12-31 0.750 8016300.00 8017130.43 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2018-01-31 2.625 11077900.00 11170857.55 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2018-04-30 0.750 14360400.00 14354311.65 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2018-05-31 1.000 9872200.00 9880825.19 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2018-06-30 2.375 14462800.00 14657344.01 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2018-07-15 0.875 10896800.00 10874980.05 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2018-07-31 2.250 15159500.00 15323909.38 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2018-11-30 1.250 11091000.00 11123297.49 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2018-11-30 1.375 10205500.00 10253529.77 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2018-12-15 1.250 11527500.00 11554241.64 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2018-12-31 1.375 10295200.00 10331919.09 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2019-05-31 1.250 11009800.00 11031071.21 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2019-08-15 0.750 15324700.00 15157907.08 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2019-08-31 1.625 10100700.00 10157162.53 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2019-11-15 1.000 8281300.00 8241589.07 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2019-12-15 1.375 12411100.00 12450353.10 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2019-12-31 1.625 12977200.00 13087218.20 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2020-06-30 1.875 9526900.00 9677605.59 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2020-11-30 1.625 8910000.00 8979806.94 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2021-02-15 3.625 14587700.00 15636352.32 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2021-02-28 1.125 12326700.00 12150428.33 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2021-08-15 2.125 11787300.00 12029810.19 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2021-09-30 1.125 8665900.00 8532642.52 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2022-11-15 1.625 9228909.00 9205550.70 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2023-04-30 1.625 11285100.00 11218985.11 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2023-05-31 1.625 15221000.00 15104783.17 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2024-08-15 2.375 10355100.00 10644137.94 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2024-11-15 2.250 13662400.00 13992801.55 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2019-11-15 3.375 8525400.00 8983170.03 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2020-05-15 3.500 13093300.00 13953552.37 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2020-08-15 2.625 3995000.00 4135469.22 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2019-07-31 1.243 2707000.00 2709099.16 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2017-09-07 2017-09-07 2017-09-07 N N N 0.0104 500000000.00 500000000.00 0.0074 N N Y N - N/A - HSBC SECURITIES HSBC SECURITIES CYYGQCGNHMHPSMRL3R97 40427S 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2018-01-01 0.000 400005000.00 400005000.00 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2017-09-01 2017-09-01 2017-09-01 N N N 0.0106 400000000.00 400000000.00 0.0059 N Y Y N - N/A - J.P.MORGAN SECURITIES RP J.P.MORGAN SECURITIES RP ZBUT11V806EZRVTWT807 617436 0001168524 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2044-05-15 3.375 80525000.00 91460679.30 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2019-10-15 1.000 164132600.00 163544314.93 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2017-09-01 2017-09-01 2017-09-01 N N N 0.0106 250000000.00 250000000.00 0.0037 N Y Y N - N/A - J.P.MORGAN SECURITIES RP J.P.MORGAN SECURITIES RP ZBUT11V806EZRVTWT807 617436 0001168524 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-06-01 6.000 14341104.00 235628.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-09-01 6.500 15581533.00 3016806.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-01-01 5.000 15418863.00 6445366.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-03-01 4.000 14968000.00 4927197.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-03-01 4.000 12000000.00 3389592.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2018-10-01 4.500 18376328.00 140496.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2033-04-01 5.500 18000000.00 481737.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2022-06-01 6.500 15000000.00 126776.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2022-10-01 5.500 13600000.00 124019.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2025-11-01 5.000 17362645.00 865737.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2027-05-01 5.500 12110804.00 433540.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2029-10-01 5.000 17770110.00 2138943.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2032-04-01 3.500 16954555.00 9596816.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2026-08-01 4.000 30000000.00 5619224.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2028-02-01 2.500 29421088.00 16863204.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2018-06-01 4.000 13427099.00 63131.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-11-01 6.000 12754000.00 377940.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2038-01-01 5.500 18976799.00 732893.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-09-01 3.500 16495745.00 17136183.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-09-01 4.500 14377901.00 15492426.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2022-12-01 5.000 30000000.00 865230.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2020-10-01 4.000 14317529.00 729912.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2026-09-01 4.000 30338710.00 9648861.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2030-09-01 3.500 16348322.00 16417508.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2027-04-01 5.500 14264000.00 573826.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2045-05-01 4.000 30645000.00 22323616.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-07-01 4.000 14206621.00 15215866.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2025-02-01 4.500 29200000.00 3701753.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2020-03-01 4.000 12312779.00 700811.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2025-07-01 4.000 17990480.00 2985458.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2025-10-01 4.000 13000000.00 3004877.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2025-11-01 3.500 30000000.00 8168005.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2026-05-01 4.000 18611000.00 4891893.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2026-09-01 3.500 25000000.00 5836023.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2027-01-01 3.000 30766832.00 12323249.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2027-01-01 3.000 20479876.00 6340426.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2027-03-01 3.000 25000000.00 8781902.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2028-02-01 2.500 13169347.00 6854145.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2030-03-01 3.000 11881175.00 8462147.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-08-01 3.000 14110615.00 14515560.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-06-01 4.500 14287804.00 6340187.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-03-01 3.500 27127951.00 15891293.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-06-01 3.500 15218700.00 9173432.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-06-01 3.500 25055000.00 15484401.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-06-01 3.500 24058000.00 14383590.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2043-10-01 4.500 24724985.00 9879901.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2044-10-01 4.000 12310000.00 9479980.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-02-01 4.000 18355714.00 18964677.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-03-01 4.500 19018464.00 19693504.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-03-01 4.500 19877220.00 21485132.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-03-01 4.500 17635000.00 18776764.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-03-01 4.500 1210000.00 1257079.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-05-01 4.500 12092124.00 12982064.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-05-01 4.500 25326659.00 27426822.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2026-11-01 3.500 21500000.00 6350734.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-09-01 3.500 22442900.00 15675220.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2046-01-01 4.000 29320000.00 25478400.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-05-01 4.500 19008100.00 20729959.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2023-05-01 5.000 50494172.00 1272438.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2032-02-01 4.000 51285511.00 19091437.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2017-12-01 4.500 39633539.00 87352.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2018-08-01 4.500 41573198.00 401431.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2028-02-01 2.500 49536505.00 25795038.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2017-09-01 5.000 50000000.00 8011.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2032-04-01 7.000 37058418.00 218194.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2029-12-01 7.000 52000000.00 6721003.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2038-07-01 5.500 32012973.00 963082.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2038-12-01 6.000 50977984.00 3744408.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2038-09-01 6.000 47664492.00 20060908.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2044-08-01 4.000 52715000.00 38333991.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2044-10-01 4.000 42946000.00 29349182.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2019-06-01 4.000 44023914.00 674126.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2022-02-01 5.500 46227408.00 1335024.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2024-01-01 6.000 42975000.00 2218899.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2021-02-01 4.000 40885000.00 1502520.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2026-07-01 4.000 48718100.00 14583007.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2027-04-01 3.000 50362868.00 21421457.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2020-08-01 4.500 38170582.00 4880108.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2027-01-01 5.500 44509284.00 1999031.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-01-01 3.000 34296042.00 34258191.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-06-01 4.500 47565359.00 50758301.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2045-04-01 3.000 42426720.00 42131815.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-07-01 4.500 45929160.00 50171260.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2026-05-01 4.000 43018152.00 12116025.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2026-09-01 3.000 48584000.00 10994194.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2030-11-01 3.000 53775000.00 43879876.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-06-01 4.500 14390000.00 15163831.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-07-01 4.000 50000000.00 53581476.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2046-01-01 4.000 2632000.00 2287147.02 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2017-09-01 2017-09-01 2017-09-01 N N N 0.0108 1000000000.00 1000000000.00 0.0148 N Y Y N - N/A - J.P.MORGAN SECURITIES RP J.P.MORGAN SECURITIES RP ZBUT11V806EZRVTWT807 617436 0001168524 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-09-01 4.000 69721000.00 19064597.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2034-12-01 5.000 67428689.00 3700573.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-09-01 3.500 54181000.00 32388078.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-11-01 7.000 56898921.00 852229.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-08-01 3.500 68842480.00 71316739.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2025-10-01 4.000 9050000.00 1859590.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-01-01 4.000 60661000.00 33105763.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2046-04-01 3.500 56691409.00 51137854.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-06-01 4.500 39453000.00 41574611.44 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2017-09-05 2017-09-05 2017-09-05 N N N 0.0104 250000000.00 250000000.00 0.0037 N N 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 Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-07-20 4.969 59500000.00 13283386.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-07-20 4.969 75000000.00 14578177.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-02-20 4.869 40635196.00 5145726.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-02-16 4.922 73366780.00 12364618.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-11-20 3.500 57142857.00 5102883.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-09-20 3.500 85714285.00 10026500.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-06-20 4.872 55000000.00 8341122.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-04-20 4.872 50000000.00 8339608.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-02-20 4.872 69088880.00 11757317.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-02-16 4.922 73676618.00 11517114.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-20 3.500 60107142.00 5630552.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-20 3.500 89500000.00 8464305.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-20 3.500 112564446.00 10405781.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-07-20 4.969 40133667.00 6493630.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-04-20 5.072 63660000.00 7793349.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-02-20 4.369 62671730.00 8454047.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-12-16 4.373 53236012.00 4710068.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-11-20 4.372 200000000.00 18248694.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-01-20 4.369 102131833.00 12237392.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-01-20 4.500 103138888.00 10216195.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-10-20 4.369 49670828.00 6049910.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-06-20 5.000 125400676.00 12416531.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-07-20 5.422 92857142.00 6583021.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-02-20 5.019 80818875.00 4661851.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-10-20 4.969 112500000.00 6955609.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-06-20 5.472 118594807.00 8977644.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-06-20 4.972 105379801.00 5355783.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-12-20 4.912 50000000.00 5687446.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-20 5.519 76491885.00 4807020.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-02-20 4.969 121875000.00 5579523.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-20 5.369 54886290.00 4720923.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-09-20 4.922 85356633.00 7338413.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-02-20 4.000 31209150.00 26079673.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-03-20 4.519 1925791.00 55264.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-02-20 4.922 312823039.00 9716211.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-08-16 4.822 49005429.00 6454643.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-03-20 4.369 37518921.00 5330138.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-03-20 5.242 33619574.00 5605082.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 2.426 40625119.00 5299851.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 2.263 209729989.00 25928638.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-11-20 0.746 150144887.00 6716358.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-10-20 2.407 138936241.00 13015007.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-09-20 2.338 50000000.00 7121939.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-09-20 2.327 93438153.00 9036790.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-08-20 2.084 186934018.00 12181007.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-05-20 2.048 113604902.00 13022011.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-05-20 1.930 173186409.00 6097180.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-05-20 3.760 274455973.00 12102687.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-03-20 1.905 72783581.00 7146533.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.581 85403261.00 11313868.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-01-20 2.581 106358996.00 13981085.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-06-20 1.723 22006273.00 21811649.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-06-20 2.071 140346184.00 9669407.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-05-20 3.724 118496773.00 12794061.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-06-20 4.869 49520186.00 5907893.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-08-20 1.327 129024726.00 4704493.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-07-20 2.282 98906614.00 5042249.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-07-20 3.845 74781729.00 5164465.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 3.153 66866674.00 5875558.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-07-25 5.445 201905021.00 5114147.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2025-11-15 5.499 15000000.00 5789383.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-07-15 2.723 100000000.00 9798329.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-07-15 4.000 42968750.00 6196106.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-02-15 3.500 20000000.00 20186700.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-12-15 4.874 125232769.00 17330383.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-09-15 4.774 27801994.00 5491568.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-15 3.500 169285714.00 24387082.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-08-15 4.873 50000000.00 5729289.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-10-15 4.923 55676226.00 6309125.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-10-15 4.924 167908286.00 14825840.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2027-10-15 3.000 122086413.00 4971491.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-08-15 4.874 85626400.00 7567615.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-07-15 4.804 139924608.00 11516478.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-15 5.274 140186652.00 8705324.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-02-15 3.500 6420915.00 8008784.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-01-15 4.734 68980822.00 5077408.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-11-15 4.773 73517393.00 5989077.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-09-15 5.333 83337157.00 7513451.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-09-25 0.000 80000000.00 10962560.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-09-25 0.000 115000000.00 15889780.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2057-07-25 4.865 65842947.00 15026661.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-10-25 4.865 47929234.00 7625760.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-05-25 4.915 21684486.00 4684816.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-03-25 3.500 97142857.00 13568396.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-11-25 4.867 41707577.00 5658745.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-02-25 4.000 42354917.00 5493812.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-11-25 1.353 120658076.00 5338593.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-10-25 4.765 30582352.00 6791696.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-10-25 4.867 125000000.00 18815426.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2034-10-25 4.865 59000000.00 6886490.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-04-25 4.865 99843084.00 11988851.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-25 6.000 85737166.00 10591890.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-08-25 6.000 58726827.00 7086648.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-06-25 5.000 99000000.00 10505562.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-06-25 4.915 46126138.00 5713266.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-04-25 4.967 84332822.00 7134866.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-07-25 5.467 39847678.00 4872575.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-05-25 3.999 56000000.00 5716196.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-03-25 4.885 53922243.00 6796852.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-02-25 4.915 45024388.00 4651023.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-08-25 4.965 64417143.00 4703638.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-11-25 3.500 72425714.00 7808683.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-25 4.000 4000000.00 5354363.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-25 4.715 65000000.00 4731151.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-12-25 5.267 120000000.00 10676195.30 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1 MOODY'S RATING NR S&P RATING A-1 2017-12-04 2017-12-04 2017-12-04 N N N 0.0117 874992912.50 874992912.50 0.0129 N N N Y - 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 Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-09-20 2.250 100826068.00 95262745.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-08-20 3.000 29113638.00 16623512.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-11-15 3.500 96362391.00 99436319.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-11-25 3.500 4507006.00 4677423.40 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1 MOODY'S RATING NR S&P RATING A-1 2017-09-01 2017-09-01 2017-09-01 N N N 0.0108 200000000.00 200000000.00 0.0030 N Y Y N - N/A - NATIXIS, NY BRANCH REPO NATIXIS, NY BRANCH REPO AELIZRVUG3YVEFFUVL97 638730 0001456764 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-12-31 1.625 10.90 11.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-12-31 1.250 10.90 10.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-11-30 2.000 26868687.27 27300932.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-11-30 1.625 21.81 21.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-11-30 1.000 545443.63 544894.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-11-30 1.375 7513734.54 7546748.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2026-11-15 2.000 11328207.27 11272127.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-11-15 1.625 6982298.18 6964320.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-11-15 3.375 8008789.09 8438499.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2023-10-31 1.625 14072.72 13942.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-10-31 2.000 163.63 167.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-10-31 1.500 10.90 10.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2023-09-30 1.375 927272.72 905943.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-09-30 2.000 2222214.54 2275860.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-08-31 1.125 32.72 32.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-08-31 2.125 98.18 100.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-08-31 1.500 43636254.54 43737054.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2026-08-15 1.500 970909.09 922958.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-08-15 3.625 5544436.36 5797462.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2024-07-15 0.125 9023640.00 9252851.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2023-07-15 0.375 2149090.90 2298104.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-07-15 1.500 32.72 32.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-07-15 1.250 600000.00 703377.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-06-30 2.125 2459105.45 2512480.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2023-05-31 1.625 2727261.81 2706438.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-05-31 1.875 10.90 11.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-05-31 2.000 7394596.36 7542690.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-05-31 1.500 4932654.54 4961858.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-05-31 1.375 21047072.72 21099191.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2027-05-15 2.375 5080254.54 5216456.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2026-05-15 1.625 10.90 10.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2025-05-15 2.125 7731501.81 7830128.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-05-15 0.875 2727261.81 2713701.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-04-30 1.375 981774.54 979230.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-04-30 1.142 10.90 10.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-04-15 0.125 8434570.90 8746524.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-04-15 0.125 10.90 11.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-04-15 1.500 851880.00 858895.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-04-15 0.125 25413109.09 26860161.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2023-03-31 1.500 763636.36 755481.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-03-31 1.750 2853970.90 2880871.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2027-02-15 2.250 2942945.45 2973517.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-02-15 3.625 9509160.00 10192736.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-01-31 0.750 10.90 10.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2026-01-15 0.625 327272.72 344358.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2023-01-15 0.125 8181807.27 8677857.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-01-15 1.375 252283.63 296485.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-01-15 2.125 76.36 89.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2046-11-15 2.875 23880.00 24682.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2043-11-15 3.750 4437163.63 5358176.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2045-08-15 2.875 109.09 112.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2040-08-15 3.875 87.27 106.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2046-05-15 2.500 13636254.54 13048626.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2040-05-15 4.375 529734.54 695622.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2029-04-15 3.875 654523.63 1352621.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2045-02-15 2.500 21.81 20.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2044-02-15 1.375 10.90 12.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2044-02-15 3.625 10.90 12.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2043-02-15 3.125 10.90 11.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2026-02-15 6.000 1349258.18 1767885.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2025-02-15 7.625 32.72 45.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2025-01-15 2.375 3371585.45 5048177.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-02-01 0.000 32727163.63 32579209.58 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2017-09-01 2017-09-01 2017-09-01 N N N 0.0107 300000000.00 300000000.00 0.0044 N Y Y N - N/A - NATIXIS, NY BRANCH REPO NATIXIS, NY BRANCH REPO AELIZRVUG3YVEFFUVL97 638730 0001456764 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-12-31 2.125 36779000.00 37531320.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-12-31 2.375 6390550.00 6595120.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-12-31 1.625 7763000.00 7828812.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-12-31 1.250 502500.00 503322.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-12-31 1.500 49295000.00 49556124.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-11-30 1.875 350000.00 354848.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-11-30 2.000 24528800.00 25035376.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-11-30 1.000 2650300.00 2647632.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2023-11-15 2.750 13250000.00 14035998.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-11-15 1.625 36505250.00 36411258.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-11-15 2.000 500000.00 510278.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-10-31 1.250 115000000.00 115228906.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2017-10-31 1.875 18279950.00 18417360.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2023-09-30 1.375 50.00 48.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-09-30 1.750 250000.00 251691.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-09-30 2.125 87500000.00 89966029.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-09-30 2.000 400.00 409.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-09-30 1.375 4695750.00 4709358.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-08-31 1.625 1750150.00 1741672.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-08-31 1.125 50.00 49.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2026-08-15 1.500 4042100.00 3842469.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2025-08-15 2.000 100.00 99.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-08-15 4.000 734550.00 754879.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2023-07-31 1.250 250.00 241.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-07-31 2.000 66130000.00 67298172.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2027-07-15 0.375 15500000.00 15501353.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2025-07-15 0.375 6863800.00 7132932.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2024-07-15 0.125 25000000.00 25635030.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-07-15 0.125 1311500.00 1405382.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-07-15 1.500 10621650.00 10660267.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-06-30 2.125 13418050.00 13709290.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-06-30 2.125 3895150.00 3985634.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2024-05-31 2.000 227499200.00 229389109.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-05-31 1.375 57499850.00 57249368.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-05-31 1.500 1997600.00 2009426.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-05-31 2.375 2500000.00 2536018.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-05-31 0.875 17000000.00 16994890.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2026-05-15 1.625 31917700.00 30858001.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2025-05-15 2.125 81121500.00 82156319.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-05-15 3.125 9076000.00 9665508.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-05-15 3.500 25377100.00 27044419.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2024-04-30 2.000 191669850.00 193646882.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2023-04-30 1.625 2500000.00 2485353.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-04-30 1.125 10000000.00 9965726.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-04-30 1.250 10994400.00 11026591.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-04-15 0.125 70851650.00 73472109.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-04-15 0.125 62499000.00 65441269.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-04-15 0.125 6193400.00 6546059.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2024-03-31 2.125 150000000.00 153124979.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2023-03-31 1.500 25000000.00 24733012.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-03-31 1.750 13449200.00 13575966.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-02-28 1.875 75052950.00 75680392.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-02-28 1.125 100000.00 98570.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-02-28 1.375 216900.00 216824.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-02-28 1.375 7850000.00 7857359.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-02-28 1.125 25000000.00 24937500.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2027-02-15 2.250 29612200.00 29919819.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2026-02-15 1.625 116001500.00 111905083.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2023-02-15 2.000 12500000.00 12635869.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-02-15 3.625 10000000.00 10718860.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2024-01-31 2.250 3952050.00 4040434.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-01-31 1.500 23868850.00 23712534.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-01-31 2.125 2000000.00 2042880.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2025-01-15 0.250 3775000.00 3883965.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2024-01-15 0.625 2500000.00 2691921.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2023-01-15 0.125 4943850.00 5243587.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-01-15 0.125 2750050.00 2988362.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-01-15 1.125 2250000.00 2624848.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2045-11-15 3.000 254400.00 269568.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2043-11-15 3.750 389690500.00 470577752.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2047-08-15 2.750 21410350.00 21439374.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2045-08-15 2.875 13250150.00 13610951.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2043-08-15 3.625 23723850.00 27823950.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2042-08-15 2.750 1411700.00 1426121.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2026-08-15 6.750 1250000.00 1732184.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-08-15 8.750 400.00 485.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2046-05-15 2.500 13609250.00 13022785.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2044-05-15 3.375 13263050.00 15064237.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2040-05-15 4.375 50.00 65.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2028-04-15 3.625 217450.00 439398.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2047-02-15 0.875 2250000.00 2263510.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2045-02-15 2.500 6812500.00 6500568.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2044-02-15 1.375 150.00 174.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2043-02-15 3.125 2989950.00 3223397.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2041-02-15 4.750 8763300.00 12029296.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2036-02-15 4.500 5004500.00 6577415.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2026-02-15 6.000 16457250.00 21563357.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2025-02-15 7.625 300.00 419.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2026-01-15 2.000 40250.00 56383.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2025-01-15 2.375 25384450.00 38007401.29 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2017-09-06 2017-09-06 2017-09-06 N N N 0.0104 2500000000.00 2500000000.00 0.0369 N N Y N - N/A - NOMURA SEC INTL REPO NOMURA SEC INTL REPO 655362 0000902266 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2019-12-31 1.125 2107800.00 2100518.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-30 2.000 3400000.00 3470217.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-11-30 1.000 410000.00 409587.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2017-11-30 0.625 3044200.00 3045542.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 2.000 5232600.00 5206696.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-11-15 2.750 100.00 105.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-15 2.625 14382600.00 14999039.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-11-15 3.375 150000.00 158048.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-11-15 1.250 11667200.00 11706354.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-31 1.750 9831000.00 9968380.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-10-31 1.750 200000.00 202263.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2017-10-31 1.875 57000.00 57428.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2017-10-31 0.750 13328900.00 13353982.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-09-30 2.125 60263400.00 61961815.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-09-30 2.000 177000.00 181272.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-09-30 0.750 5041000.00 5029028.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2017-09-30 0.625 465000.00 465996.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2017-09-15 1.000 100.00 100.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-31 1.375 7350000.00 7333095.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-31 2.125 30481400.00 31075482.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-08-31 1.625 9024000.00 9074444.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-15 2.000 52103000.00 51950836.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-15 2.500 9272700.00 9621418.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-15 1.625 2000000.00 1991100.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-07-31 1.250 9096400.00 8794335.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-07-31 1.125 288000.00 283007.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-31 2.000 4000000.00 4070659.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-07-31 1.132 19200100.00 19215566.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-07-31 1.246 688300.00 690093.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-07-31 1.375 37940900.00 38026344.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-15 0.125 6520400.00 6524810.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-07-15 0.625 11811700.00 13212049.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-06-30 1.375 54000.00 52697.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-06-30 2.125 16974300.00 17368615.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-06-30 1.625 2332700.00 2351752.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-06-30 1.000 4633100.00 4614120.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-06-30 2.375 9999100.00 10131289.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-05-31 2.000 5500.00 5610.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-05-31 1.125 100000.00 99970.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-05-31 0.875 3076200.00 3075275.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-15 2.500 868000.00 904783.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-15 1.750 829900.00 835847.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-05-15 1.000 401900.00 402451.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-04-30 2.000 648300.00 654987.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-04-30 1.875 1300000.00 1317442.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-04-30 1.142 100.00 100.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-04-30 1.262 1141100.00 1143911.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-04-30 0.625 1048000.00 1046091.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-04-30 2.625 452900.00 461048.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-04-15 0.875 17803000.00 17733776.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-03-31 2.125 38294900.00 39092705.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-03-31 1.750 11700000.00 11810279.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-03-31 1.125 332900.00 332255.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-03-31 0.875 165000.00 165319.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-03-31 2.875 9393700.00 9597599.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-02-28 1.875 8354000.00 8423839.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-02-28 1.375 25097800.00 25089015.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-02-28 1.500 200200.00 200746.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-15 2.750 50000000.00 52585282.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 2.000 81000.00 81880.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-15 3.625 89700.00 96148.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-31 1.750 3700.00 3695.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-01-31 2.125 7371300.00 7529341.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-01-31 1.250 24867300.00 24818634.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-01-31 1.212 16164600.00 16210902.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-01-31 0.750 69600.00 69535.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-01-31 2.625 5000100.00 5041625.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-11-15 3.000 22650600.00 24001127.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-11-15 3.000 51078000.00 54217284.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 2.750 430000.00 436896.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-11-15 3.125 9000.00 9805.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-11-15 4.250 1457000.00 1883815.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-11-15 4.375 101000.00 132407.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 7.500 2279500.00 3182349.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-11-15 8.000 2881000.00 3691398.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-08-15 2.875 653000.00 670781.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-08-15 2.750 403000.00 407116.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-08-15 3.750 66936200.00 80003765.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-08-15 3.875 6618600.00 8042408.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-08-15 4.500 14900.00 19683.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-15 8.125 535000.00 670138.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-08-15 8.125 10039700.00 11386602.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-05-15 2.500 160820100.00 153889872.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-05-15 3.000 3849800.00 4082190.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-05-15 4.375 181000.00 238528.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-05-15 4.375 440000.00 577786.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-05-15 4.250 7337300.00 9455745.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-15 8.750 471100.00 575208.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-02-15 3.000 2755000.00 2898926.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 2.500 1399000.00 1330626.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 2.500 1164000.00 1110702.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 3.625 7041600.00 8272875.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-02-15 4.625 4548900.00 6116045.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 7.625 6367300.00 8894538.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 7.125 5083000.00 6502925.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-02-15 8.500 25000000.00 29408797.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2017-12-21 0.000 75800.00 75564.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2017-11-16 0.000 286500.00 285916.49 U.S. Treasuries (including strips) Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0103 1000000000.00 1000000000.00 0.0148 N Y Y N - N/A - NOMURA SEC INTL REPO NOMURA SEC INTL REPO 655362 0000902266 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2044-11-15 0.000 509066.00 233941.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-11-15 0.000 514815.00 242174.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 0.000 435214.71 212628.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-11-15 0.000 514815.20 259580.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-11-15 0.000 475967.04 248645.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 0.000 197.00 86.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-05-15 0.000 257933.12 116851.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-05-15 0.000 514815.00 239286.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-05-15 0.000 514814.71 246426.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-05-15 0.000 514814.71 255389.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-05-15 0.000 514815.35 263806.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-05-15 0.000 514814.71 273356.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-05-15 0.000 514814.71 282798.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-11-15 0.000 639813.76 435258.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-11-15 0.000 639813.76 448432.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-15 0.000 639815.00 536587.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-08-15 0.000 3.20 2.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 0.000 7090011.78 5649392.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-05-15 0.000 1.91 1.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-05-15 0.000 639733.12 455566.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-05-15 0.000 59065.95 47385.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-15 0.000 2114352.49 2035000.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-05-15 0.000 639814.40 634311.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-02-15 0.000 1.60 1.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 0.000 1389084.80 1189778.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-12-31 2.125 20865000.00 21291796.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-12-31 2.125 10000000.00 10224864.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-12-31 2.375 25000.00 25800.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2017-12-31 0.750 639000.00 639008.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-30 2.000 19312700.00 19623389.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-30 2.000 100.00 102.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-30 1.625 4013300.00 4044742.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-11-30 1.500 4579500.00 4611077.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-11-30 1.000 3500000.00 3496477.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 2.250 40291000.00 41265367.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-11-15 2.750 285000.00 301906.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-15 1.625 13149500.00 13115643.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2017-11-15 0.875 439500.00 440448.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-10-31 1.250 11000000.00 10869407.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-10-31 2.000 7931300.00 8095515.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-31 1.750 150000.00 152096.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-09-30 1.375 22888700.00 22955030.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-30 1.000 110000.00 109703.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-31 2.000 20000000.00 20287500.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-08-31 0.750 2082800.00 2072302.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-08-15 0.750 407900.00 403460.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-07-31 1.125 16402200.00 16117891.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-31 2.000 29000000.00 29512278.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-15 1.500 42616000.00 42770941.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-07-15 0.875 49800.00 49700.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-06-30 1.750 26247400.00 26354446.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-06-30 1.000 235000.00 234037.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-06-30 1.625 16621400.00 16757159.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-06-15 1.500 6029900.00 6062134.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-31 1.750 13791000.00 13875368.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-31 1.875 25000000.00 25297515.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-31 1.500 12526300.00 12600461.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-05-31 1.500 36700000.00 36947330.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-05-15 2.375 35779900.00 36739163.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-05-15 0.875 19156500.00 19061252.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-03-31 1.250 20603200.00 20491230.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-03-31 1.250 1128000.00 1132833.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-03-31 0.875 1500000.00 1502906.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-03-31 2.875 24936100.00 25477361.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-28 1.125 9031000.00 8901856.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-02-28 1.375 45000000.00 44984250.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-02-15 2.250 14315000.00 14463707.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 2.000 270000.00 272934.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-02-15 3.500 270000.00 273279.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-01-31 1.500 1000000.00 993451.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-01-31 1.375 6025800.00 6001264.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-01-31 0.750 950000.00 949115.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-01-15 0.125 39700000.00 43140302.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 2.750 14300000.00 14529363.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-11-15 4.250 25000000.00 32323539.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-08-15 2.750 191000.00 191258.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-05-15 4.375 223000.00 292832.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-05-15 4.500 2024000.00 2693033.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.125 23364000.00 25282006.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 3.625 25000.00 29371.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 3.125 369000.00 397810.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-05-15 0.000 975000.00 967005.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2017-11-16 0.000 38934000.00 38854704.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2017-11-02 0.000 142800.00 142563.90 U.S. Treasuries (including strips) Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0107 750000000.00 750000000.00 0.0111 N Y Y N - N/A - NOMURA SEC INTL REPO NOMURA SEC INTL REPO 655362 0000902266 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury-U.S. Treasuries (including strips) 2019-10-31 1.500 3757000.00 3787294.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-09-30 2.125 26280800.00 27021476.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-08-31 1.875 55942100.00 55579595.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-08-31 1.625 3115100.00 3132513.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-02-15 1.625 108651500.00 104814637.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-11-15 2.750 2188300.00 2223399.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2017-11-30 0.000 588400.00 586893.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-04-15 4.500 6661144.00 7113665.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-03-20 4.500 1309619.00 1427499.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-02-20 4.000 2151798.00 2256513.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-02-15 3.500 34985.00 36401.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-02-15 4.500 2115459.00 2282720.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-01-15 4.000 3337548.00 3498568.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2052-01-15 3.049 1000000.00 1027662.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-10-20 3.000 1671926.00 1543164.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2058-07-15 3.089 350000.00 352016.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-10-15 2.500 1627805.00 1582365.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2058-10-15 3.580 4939668.00 5220111.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-01-20 3.000 3280104.00 3103293.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-10-20 3.000 1106919.00 1112958.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-10-20 3.500 3961993.00 4075192.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-09-20 3.500 2405672.00 994811.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-08-15 3.000 1689126.00 1698930.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-09-20 3.500 3537985.00 1904905.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-08-15 3.000 3624165.00 3639845.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2057-11-15 4.000 29056.00 31046.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2057-11-15 4.000 122444.00 130144.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-08-20 3.000 4792584.00 4801466.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2058-03-15 3.529 1040459.00 1107628.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2058-02-15 3.100 428527.00 440254.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-07-20 3.000 1206811.00 1202428.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-10-20 3.500 5817492.00 6022101.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-10-15 4.500 1907261.00 1868315.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-10-15 4.500 3342209.00 3498536.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-08-15 4.500 1770921.00 1897418.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-07-15 4.500 4042289.00 3952213.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-06-15 4.500 3802590.00 3394383.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-09-15 2.500 1068496.00 989035.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-09-15 3.500 1850169.00 1907028.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-05-15 3.500 3520011.00 3605205.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2058-02-15 3.310 902065.00 938560.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-04-15 3.500 827623.00 845988.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-02-15 3.500 1875753.00 1767277.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2065-12-20 3.173 2606.00 2324.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2060-09-15 4.625 22000.00 27556.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-05-01 7.125 369000.00 550404.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-04-01 5.980 1000000.00 1422710.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-04-01 4.500 8000.00 8298.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-01-15 6.150 280000.00 411112.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-10-15 5.500 160000.00 4489.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-04-15 6.000 6405.00 908.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-10-15 5.000 2191325.00 459630.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-08-15 5.000 4995550.00 1535094.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-08-15 5.000 12674513.00 2595963.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2060-12-20 4.666 1433237.00 997620.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-02-15 5.500 111152.00 9315.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-01-15 5.000 1000000.00 79214.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-05-15 5.000 478000.00 33055.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-01-15 5.500 2202002.00 42882.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-04-15 5.000 100000.00 12631.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-02-15 5.500 134240.00 35006.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-06-15 5.000 34404.00 10452.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-02-15 5.000 7092063.00 1781525.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-11-15 5.000 535255.00 35387.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-10-15 5.500 290605.00 8525.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-09-15 5.500 443431.00 17014.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-08-15 5.000 518000.00 56028.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-06-15 5.000 18770183.00 2624852.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-06-15 4.500 2162106.00 233705.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-07-15 5.650 1438360.00 425778.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-09-15 5.499 10000000.00 1839826.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-07-15 5.000 124191.00 33010.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-20 3.000 4396738.00 4493408.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-15 3.000 1160463.00 1184258.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-06-15 5.000 482967.00 32743.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-09-15 6.000 1361684.00 35961.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-08-15 6.000 679127.00 27224.50 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-05-15 6.500 765640.00 18535.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-11-15 5.500 100141.00 4908.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-07-15 5.500 1038009.00 33449.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-06-15 5.500 809257.00 30568.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 4.000 7604853.00 8031716.24 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 4.500 42555200.00 45666315.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 4.000 6186344.00 6492869.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 4.500 13052982.00 13936842.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-01 3.999 13426148.00 14004009.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-06-01 3.000 5737488.00 5321946.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-06-01 3.000 325000.00 226948.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-05-01 3.500 2175000.00 1942711.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-12-01 3.000 2727358.00 2434549.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-12-01 5.500 941000.00 244193.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-10-01 3.500 26154163.00 17077237.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-05-01 2.500 17548352.00 7969749.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-04-01 3.000 4715000.00 2005488.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-01-01 3.500 19000000.00 12122709.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-12-01 5.500 2625000.00 180516.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-10-01 5.500 17650000.00 669468.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-10-01 5.000 24029899.00 738691.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-11-01 4.000 365000.00 259031.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-10-01 3.999 6960042.00 3696081.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-08-01 4.000 37970328.00 26247995.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-08-01 3.999 49362823.00 35896311.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-04-01 3.500 2839949.00 1629153.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-04-01 3.500 9010563.00 5526518.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-01-01 3.500 16486763.00 8144228.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-01-01 4.500 100000000.00 24491550.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-12-01 4.500 1857000.00 694540.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-11-01 4.500 6842712.00 2330372.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-09-01 5.000 3470000.00 676707.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-04-01 6.500 489838.00 106005.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-09-01 5.500 22000000.00 675348.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-06-01 5.500 1432960.00 38470.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-07-01 5.000 3000000.00 158084.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-09-01 3.049 60012679.00 4722105.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-06-01 3.551 9450000.00 377429.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-06-01 2.649 15006928.00 4971036.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-05-01 3.656 59673614.00 8786862.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-05-01 4.500 60511.00 8153.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-07-01 3.302 17506500.00 844797.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-05-15 4.500 5669270.00 4780264.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-01-15 4.500 1781944.00 1244843.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2058-10-15 3.250 1457554.00 1506120.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2058-01-15 3.629 1297986.00 1396058.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2057-12-15 3.730 1420139.00 1521361.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2065-11-20 3.047 2377.00 2012.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-01-20 3.500 2420353.00 1727685.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2058-01-15 3.649 2748204.00 2934124.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2058-01-15 3.799 1611414.00 1733207.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-12-15 5.000 2694064.00 2087955.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-10-15 5.000 7012711.00 6119668.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2057-09-15 3.640 3980880.00 4224361.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-08-15 5.000 80179.00 2205.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-06-15 4.000 5266456.00 3766727.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-07-15 4.000 1968137.00 1921011.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-07-15 4.500 88995.00 71645.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-07-15 4.000 2129130.00 1889613.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-04-15 3.500 3774624.00 2975942.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-04-15 3.500 647275.00 417632.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-04-15 4.000 43412.00 33276.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-04-15 4.000 1361143.00 1226745.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-01-15 3.500 2404908.00 2394952.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-01-15 4.000 4646392.00 3905862.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-04-15 3.000 18715.00 15100.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-03-15 3.500 1210976.00 1046688.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-12-15 3.500 2091908.00 1847478.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-12-15 3.500 2292144.00 2287441.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-12-15 4.000 1789505.00 1292214.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-12-20 3.500 3019204.00 2138059.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-12-15 4.000 822379.00 660840.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2064-11-20 3.317 1929048.00 1347586.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-10-15 4.000 1664657.00 1167254.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-10-15 4.000 2345256.00 1984502.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-09-15 4.000 6609763.00 5107750.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-08-15 3.500 3364760.00 2871971.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-02-20 3.500 1089066.00 882917.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2057-07-15 3.080 1994640.00 2063829.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-03-15 5.000 213788.00 11995.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-10-15 3.500 1752885.00 1658651.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-10-15 3.500 4135961.00 3660081.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-10-15 6.500 4700606.00 150390.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-08-15 5.500 30254.00 881.64 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-06-15 5.500 1015.00 125.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-06-15 5.000 208599.00 22407.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-04-15 5.500 66007.00 3164.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-06-15 5.500 150000.00 1375.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-02-15 5.500 100000.00 4079.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-07-15 5.500 40579.00 1589.84 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-07-15 5.500 25000.00 560.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-03-15 6.000 103264.00 5475.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-01-15 5.500 50221.00 3291.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-01-15 5.500 40192.00 3447.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-01-15 5.500 36516.00 3473.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-03-15 5.000 33761.00 3419.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-06-15 5.500 52996.00 1266.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-03-15 5.000 21022.00 1477.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-07-15 6.000 10000.00 428.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-07-15 5.000 969875.00 82717.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-03-15 5.500 45000.00 2502.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-12-15 6.000 25000.00 1831.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-10-15 5.500 25100.00 4331.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-07-20 3.500 3068185.00 3160785.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-07-15 3.500 1348277.00 1358332.64 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-05-15 3.500 784359.00 821480.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-05-15 5.500 25000.00 2716.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-04-20 5.000 1223083.00 935540.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-04-15 3.000 1566451.00 1591293.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-04-15 5.500 100504.00 3104.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-03-20 5.000 1763433.00 1471854.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-03-15 3.500 4042523.00 4039947.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-09-15 6.000 201588.00 21194.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-12-15 3.000 1841162.00 1819092.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-10-15 3.500 35881.00 33401.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-07-15 3.500 1373327.00 1359522.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-04-15 4.500 26146.00 14112.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-04-15 3.999 264896.00 153567.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-04-15 2.500 19846.00 13245.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-05-15 3.000 519599.00 365662.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-02-15 3.500 25187.00 13945.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-20 4.000 1119217.00 1190427.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-20 4.000 38210592.00 40641763.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2067-07-20 3.436 1889444.00 2017250.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-20 4.500 1220011.00 1343722.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-20 4.000 1039646.00 1109040.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-20 4.000 4651492.00 4933095.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-20 4.000 286865.00 305117.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-20 4.000 1000.00 1066.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-20 4.000 4582902.00 4928646.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-20 4.000 2510635.00 2670369.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-20 4.000 4832139.00 5139586.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-15 3.500 3672517.00 3841187.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-15 3.500 4909887.00 5142245.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-20 4.000 3918485.00 4167806.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-15 3.500 3717.00 3893.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-20 4.500 1043745.00 1147740.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-20 4.500 1180316.00 1295030.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2059-11-15 3.589 3791907.00 4000059.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-20 4.500 2328509.00 2561223.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2058-11-15 3.680 2300285.00 2419465.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-20 5.000 1781009.00 1947536.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-15 4.000 719101.00 761691.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-15 4.500 1609335.00 1727929.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-15 4.500 2253961.00 2470318.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-15 4.500 2632744.00 2826755.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-15 4.500 3940495.00 4230875.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-15 4.500 11165475.00 12029776.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-15 4.500 11415325.00 12298966.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-15 4.500 1519708.00 1629668.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-15 3.500 43041.00 45070.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-15 4.500 1741608.00 1874092.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-15 4.500 1054025.00 1153803.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-05-15 3.500 8372201.00 7767620.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-02-15 3.500 7310310.00 6434274.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-11-15 4.750 54442.00 5822.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-11-15 5.500 340226.00 14077.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-06-15 6.000 255698.00 27626.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-05-15 6.000 942737.00 10680.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-10-15 5.000 1008.00 122.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-09-15 4.500 847361.00 87609.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-09-15 5.500 637047.00 45681.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-09-15 5.000 8137500.00 1243519.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-08-15 4.500 10156065.00 1703131.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-08-15 4.500 57346179.00 8074888.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-06-15 4.500 68774018.00 6945130.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-04-15 5.000 2050000.00 138960.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-03-15 5.000 42510.00 8332.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-01-15 5.500 39955823.00 3584994.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-12-15 5.500 17550.00 719.84 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-10-15 6.500 8846.00 389.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-09-15 5.500 590580.00 32212.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-07-15 5.500 298389.00 14964.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-04-15 6.000 1157119.00 47479.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-03-15 5.500 647833.00 25221.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-02-15 5.500 967317.00 54813.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-01-15 5.000 4305.00 357.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-02-15 4.500 15659697.00 3922297.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-04-15 3.500 3446414.00 3124722.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2062-03-20 4.528 232000.00 166130.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-02-15 3.000 2743269.00 2718444.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-12-15 6.000 2838710.00 2133986.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-11-15 3.200 4599528.00 3632758.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-09-15 5.500 153567.00 52692.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-07-15 4.000 3432508.00 3466522.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-07-15 4.500 1150834.00 699199.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-06-15 5.000 204000.00 131557.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-06-15 6.000 1612941.00 1490559.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-05-15 4.500 1261044.00 912081.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-03-15 5.500 4124021.00 4494811.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-15 4.500 1191388.00 1287119.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-15 3.500 2133266.00 2242376.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-15 3.500 4203263.00 4409142.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-15 4.500 3549491.00 3865512.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-15 5.000 9601897.00 10470822.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-15 5.000 2604566.00 2848075.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-05-20 4.500 228130.00 250219.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-10-15 4.500 2757280.00 2399282.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-08-15 4.500 5087.00 5363.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-08-15 4.000 4293002.00 2857073.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-20 1.500 305057.00 303516.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-20 4.500 1503805.00 1609251.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-20 3.000 34815920.00 35598913.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-20 3.500 41312568.00 43205372.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-08-20 2.500 493716.00 506448.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-08-20 3.000 990790.00 1032105.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-20 4.500 104100.00 103803.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-20 3.500 1459480.00 1522941.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-07-20 2.500 547531.00 556958.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-07-20 3.000 6318992.00 6515347.24 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-20 3.999 15877381.00 16813018.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-06-20 3.500 1001537.00 1044354.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-08-20 3.000 181425.00 173813.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-08-20 3.500 187111244.00 174961601.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-07-20 3.500 1270270.00 1151108.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-05-20 3.500 38784.00 40175.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-05-20 3.500 44312576.00 38190101.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-04-20 3.999 26269038.00 27593278.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-04-20 3.500 784457.00 724767.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-03-20 3.999 3079181.00 3172571.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-02-20 3.500 5029526.00 5101737.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-02-20 3.000 6834034.00 6802722.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-02-20 4.500 39105792.00 39771970.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-01-20 3.500 40483.00 41004.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-01-20 4.000 9445659.00 9610642.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-01-20 3.500 33471601.00 33624623.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-01-20 3.000 40000000.00 39828819.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-01-20 3.000 3063770.00 2524318.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2034-05-20 2.625 21148933.00 563805.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2034-04-20 2.625 27000000.00 685442.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-11-15 6.000 1500000.00 24456.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2017-12-15 9.000 183860.00 0.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2017-11-15 9.000 15566.00 0.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-12-15 9.000 404993.00 2535.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-12-15 9.000 500000.00 4728.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2023-02-15 9.000 1013517.00 1416.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2023-01-15 9.000 261282.00 545.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-08-15 9.000 343585.00 1789.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-09-15 9.000 1475000.00 3715.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-11-15 9.000 29741.00 672.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-08-15 9.000 270000.00 763.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-08-15 9.000 480000.00 2303.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-07-15 9.000 306001.00 2221.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-07-15 9.000 493812.00 911.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-06-15 9.000 563234.00 7032.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-05-15 9.000 1712593.00 3813.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-05-15 9.000 2208293.00 3851.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-07-15 9.000 643888.00 3737.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-05-15 9.000 490000.00 3531.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-08-15 9.000 954265.00 2680.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-06-15 9.000 592430.00 20047.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-06-15 9.000 25096.00 431.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-06-15 9.000 490000.00 3982.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-05-15 9.000 305000.00 1598.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-04-15 9.000 1980000.00 477.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-03-15 9.000 3109862.00 3798.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-02-15 9.000 535000.00 1137.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-08-15 9.000 368981.00 712.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-06-15 9.000 1524639.00 4949.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-05-15 9.000 351679.00 1125.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-05-15 9.000 5915000.00 3503.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-04-15 9.000 44859.00 289.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-04-15 9.000 12276499.00 16238.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-07-15 9.000 147933.00 933.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-06-15 9.000 4176186.00 1765.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-05-15 9.000 1843277.00 749.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-06-15 9.000 165099.00 1514.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-04-15 9.000 171964.00 879.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-07-15 9.000 360640.00 2802.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-05-15 9.000 32096.00 386.64 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-12-15 9.000 1140000.00 3948.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-11-15 9.000 1722268.00 899.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-02-15 9.000 1775898.00 3823.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-01-15 9.000 519736.00 595.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-01-15 9.000 640000.00 3355.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-12-15 9.000 833278.00 1348.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-11-15 9.000 25000.00 175.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-10-15 9.000 950927.00 14159.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-01-15 9.000 569015.00 1746.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-11-15 9.000 34883.00 98.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-10-15 9.000 579339.00 1324.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-09-15 9.000 350000.00 665.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-08-15 9.000 740000.00 3414.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-07-15 9.000 671758.00 2089.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-06-15 9.000 812090.00 130.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-06-15 9.000 455220.00 1956.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-04-15 9.000 637591.00 1126.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-01-15 9.000 120945.00 261.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-01-15 9.000 690814.00 3242.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-11-15 9.000 858780.00 2605.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-11-15 9.000 660690.00 4388.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-10-15 9.000 325819.00 766.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-09-15 9.000 929021.00 752.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-09-15 9.000 474530.00 2426.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-07-15 9.000 8725742.00 2537.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-07-15 9.000 490000.00 3444.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-01-15 9.000 170000.00 1655.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-10-15 9.000 837430.00 1377.50 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-09-15 9.000 116075.00 261.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-08-15 9.000 226321.00 1290.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-08-15 9.000 1033700.00 2266.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-01-20 3.500 202267.00 201951.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-09-20 5.000 972079.00 196324.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-08-20 5.500 4232048.00 2380275.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-08-20 4.500 27853545.00 14245130.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-03-20 5.000 757454.00 306105.64 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-08-20 4.500 126194176.00 47333753.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-06-20 3.999 4316186.00 1707890.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-03-20 3.999 47878720.00 27301888.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-12-20 3.999 2330523.00 928277.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-09-20 4.500 1996758.00 101446.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-09-20 3.500 139654656.00 73901078.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-08-20 3.500 2500000.00 1296157.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-04-20 2.500 4574397.00 3147331.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-12-20 6.000 8748219.00 2404531.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-12-20 3.000 87731000.00 47166481.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-06-20 3.500 3743454.00 951214.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-03-20 2.375 576291.00 160693.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-09-15 3.500 2000566.00 2019962.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-02-15 3.500 1011622.00 899157.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-10-15 3.000 198483968.00 107749146.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-09-20 4.000 8629.00 5971.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-08-15 3.500 1300824.00 687045.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-08-15 2.649 140850.00 125880.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-06-15 3.500 1134393.00 700237.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-06-15 4.000 15055.00 11380.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-03-15 3.100 1221.00 605.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-02-15 2.649 351162.00 89842.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-08-15 3.500 1282624.00 1113145.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-12-15 3.000 23439.00 16785.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-01-15 2.649 13118.00 11030.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-01-15 2.100 45498.00 36870.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-01-15 2.450 72674.00 40081.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-01-15 4.000 1286242.00 795246.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-01-15 4.000 11780.00 3711.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-11-15 4.500 50874.00 18607.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-06-15 3.500 976267.00 914083.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-04-15 4.500 10842.00 6122.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-08-15 9.000 1956191.00 15028.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-07-15 9.000 630000.00 1573.78 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-07-15 9.000 738139.00 4032.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-10-15 9.000 31549.00 137.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-09-15 9.000 330000.00 289.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-09-15 9.000 1092959.00 2395.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-07-15 9.000 25261.00 26.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 1449733.00 2444.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-09-15 9.000 67362.00 142.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-09-15 9.000 616757.00 1678.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-09-15 9.000 375000.00 1704.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-08-15 9.000 364649.00 193.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-08-15 9.000 1343292.00 4180.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-07-15 9.000 1025415.00 1534.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-07-15 9.000 2380000.00 3791.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-06-15 9.000 1153706.00 3181.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-06-15 9.000 285662.00 644.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-12-15 9.000 1097216.00 927.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-09-15 9.000 3470000.00 2456.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-08-15 9.000 1057185.00 1907.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-08-15 9.000 852024.00 3326.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-07-15 9.000 355000.00 1026.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-07-15 9.000 220000.00 2032.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-07-15 9.000 931188.00 3064.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-06-15 9.000 608058.00 1007.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-05-15 9.000 25000.00 146.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-05-15 9.000 1777684.00 1178.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-05-15 9.000 525000.00 1495.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-10-15 9.000 370000.00 527.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-09-15 9.000 168038.00 85.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-08-15 9.000 1526127.00 1300.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-07-15 9.000 485000.00 17.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-07-15 9.000 65000.00 73.50 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-06-15 9.000 697649.00 763.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-06-15 9.000 1742344.00 782.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-06-15 9.000 100000.00 887.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-06-15 9.000 995000.00 1375.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-05-15 3.500 1422308.00 1431267.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-04-15 3.500 817087.00 819313.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-04-15 3.500 1052184.00 1026664.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-10-15 3.750 141324.00 132419.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-09-15 3.750 690593.00 403837.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-10-15 4.500 88729.00 18442.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-10-15 4.000 364049.00 144868.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-06-15 5.000 70576.00 4945.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-04-15 3.750 138616.00 119281.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-07-15 3.500 52472.00 46342.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-06-15 3.500 6929753.00 5584737.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-09-15 3.500 3119651.00 2916579.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-04-20 4.500 1502721.00 521724.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-03-15 3.490 70967.00 63572.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-03-01 4.500 1001.00 202.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-12-01 3.500 996976.00 95148.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-11-01 4.000 4298000.00 1064834.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-11-01 4.000 11945823.00 2435685.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-11-01 3.500 3488931.00 458416.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-11-01 4.000 1000000.00 413933.84 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-10-01 3.500 2447396.00 806175.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-10-01 4.000 28265867.00 6775002.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-12-01 3.500 2699476.00 498610.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-08-01 3.500 3519493.00 476072.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-08-01 3.500 4651503.00 1194493.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-02-01 3.999 387442.00 112072.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-08-01 4.500 157999.00 23173.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-07-01 3.500 3054151.00 465242.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-07-01 4.500 145072637.00 8298955.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-05-01 4.000 186641.00 31389.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-05-01 5.000 1877252.00 973123.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-04-01 3.500 4782616.00 649550.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-12-01 6.500 3453829.00 654338.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-10-01 6.500 9497778.00 931547.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-07-01 5.000 1498671.00 150917.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-12-01 2.500 5000000.00 4552243.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-11-01 3.500 1948106.00 1921786.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-06-15 9.000 430000.00 2271.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-05-15 9.000 349012.00 85.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-05-15 9.000 980000.00 310.84 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-05-15 9.000 811504.00 645.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-05-15 9.000 4534653.00 1791.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-05-15 9.000 5942901.00 2056.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-04-15 9.000 1232512.00 1344.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-04-15 9.000 932320.00 1767.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-09-15 9.000 401721.00 276.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-09-15 9.000 5571066.00 824.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-08-15 9.000 2282317.00 3478.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-07-15 9.000 381666.00 1020.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-04-15 9.000 100000.00 314.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-04-15 9.000 500000.00 2254.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-12-15 9.000 680000.00 699.24 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-09-15 9.000 100000.00 30.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-08-15 9.000 1219039.00 467.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-08-15 9.000 1245704.00 1040.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-07-15 9.000 505000.00 238.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-06-15 9.000 62635.00 62.50 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-06-15 9.000 70000.00 342.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-06-15 9.000 340000.00 1372.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-05-15 9.000 615000.00 4012.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-09-15 9.000 3012401.00 3482.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-08-15 9.000 1002381.00 983.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-08-15 9.000 359703.00 1073.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-08-15 9.000 568242.00 1089.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-07-15 9.000 115000.00 1639.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-07-15 9.000 471961.00 2566.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-06-15 9.000 600000.00 871.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-06-15 9.000 450000.00 1047.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-06-15 9.000 2114742.00 2548.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-06-15 9.000 1020000.00 3667.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-06-15 9.000 1000000.00 5884.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-05-15 9.000 354170.00 920.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-04-15 9.000 1000000.00 970.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-03-15 9.000 1020841.00 2118.50 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-09-01 2.500 2999.00 2604.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 4.000 4030029.00 4195460.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 4.000 6610351.00 6891003.78 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 4.500 9157159.00 9877363.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 3.000 46058728.00 46457085.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 3.500 130338392.00 133962119.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-08-01 3.000 20000000.00 18843264.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-08-01 3.999 1000.00 1067.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-08-01 4.000 531000.00 568203.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-08-01 3.000 15295960.00 15685708.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-08-01 3.000 25800507.00 26534531.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-08-01 3.000 1000.00 1027.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-08-01 3.000 130453.00 134989.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-08-01 3.500 2837091.00 2973455.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-08-01 2.500 26810432.00 27243179.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-08-01 2.500 32774964.00 33303985.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-08-01 3.000 2762659.00 2864765.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-07-01 4.500 2113000.00 1714362.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-07-01 3.000 71549253.00 72780354.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-05-01 3.500 145134.00 147828.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-04-01 3.999 5757159.00 5904021.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-04-01 3.000 21676948.00 21557873.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-03-01 3.000 70000.00 69511.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-03-01 3.500 6000.00 5787.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-01-01 3.500 606187.00 593072.50 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-01-01 2.500 10276498.00 9868716.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2034-12-01 3.500 4090310.00 2512169.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-09-01 2.499 10000.00 5107.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-09-01 3.500 946398.00 466893.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-08-01 3.500 2335942.00 1174517.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-07-01 3.000 1237000.00 978416.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-06-01 3.000 10919649.00 10226185.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-06-01 2.500 750000.00 344886.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-06-01 3.500 1009872.00 489455.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-06-01 3.500 1615766.00 787339.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-02-01 3.500 290000.00 244068.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-01-01 3.500 176200.00 166336.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-12-01 3.500 885771.00 154130.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-08-15 9.000 545000.00 1018.50 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-05-15 9.000 2590206.00 3565.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-04-15 9.000 100000.00 684.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-04-15 9.000 1085000.00 2116.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-03-15 9.000 735000.00 2529.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-01-15 9.000 1350000.00 2369.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-11-15 9.000 87850.00 137.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-06-15 9.000 2631494.00 992.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-06-15 9.000 768041.00 1571.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-04-15 9.000 1028340.00 1723.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-03-15 9.000 127128.00 189.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-03-15 9.000 724233.00 2890.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-02-15 9.000 485000.00 1681.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-02-15 9.000 1020000.00 4163.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-02-15 9.000 10037113.00 16027.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-01-15 9.000 1233266.00 1376.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-09-15 9.000 980000.00 916.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-09-15 9.000 843953.00 998.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-08-15 9.000 590000.00 1140.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-03-15 9.000 175000.00 1108.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-02-15 9.000 999362.00 689.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-01-15 9.000 2940000.00 14698.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-11-15 9.000 3024529.00 8500.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-09-15 9.000 2649708.00 3938.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-07-15 9.000 100000.00 120.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-10-15 9.000 984024.00 536.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-09-15 9.000 713743.00 8553.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-07-15 9.000 2050000.00 4084.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-06-15 9.000 2108868.00 562.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-05-15 9.000 1285000.00 880.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-05-15 9.000 1232392.00 2671.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-03-15 9.000 5145068.00 1401.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-10-15 9.000 1320000.00 362.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-07-15 9.000 4476269.00 927.50 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-06-15 9.000 3905000.00 488.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-06-15 9.000 942605.00 7804.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-05-15 9.000 97543.00 375.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2023-11-01 3.500 119517.00 46193.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-09-01 3.500 126000.00 73648.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-09-01 5.500 1000580.00 949913.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-08-01 2.499 1025000.00 286387.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2023-07-01 3.500 1259140.00 472629.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-07-01 3.500 345284.00 94432.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-06-01 3.500 2143407.00 486704.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-04-01 3.500 990287.00 215640.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-03-01 3.000 10936785.00 8123124.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-03-01 3.500 4268914.00 881948.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-02-01 3.500 1227553.00 531918.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-01-01 3.500 1523818.00 664318.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-12-01 3.500 13613600.00 1333879.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-11-01 3.500 5907679.00 524706.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-10-01 4.000 3465.00 752.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-10-01 3.500 362486.00 61204.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-10-01 3.500 350003.00 25921.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-09-01 3.500 610000.00 93768.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-09-01 3.500 3353458.00 209189.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-08-01 3.500 397671.00 59643.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-06-01 3.500 3600416.00 460205.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-05-01 3.500 2338937.00 320578.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-04-01 3.000 1000000.00 129534.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-03-01 3.500 359381.00 46327.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-03-01 3.000 1000000.00 129869.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-02-01 3.000 1000000.00 121833.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-02-01 3.500 4279459.00 499056.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-01-01 3.500 11578252.00 1280346.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-11-01 5.000 1851420.00 631458.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-06-01 4.500 1889810.00 123622.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-04-01 3.000 1338988.00 927749.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-04-01 3.000 2771000.00 1880586.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-01-01 2.500 19770445.00 9617530.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-10-01 4.000 1041098.00 662168.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-02-01 3.500 46100000.00 18441503.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-03-01 3.500 453238.00 106844.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-02-01 3.500 1811279.00 170537.24 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-02-01 3.500 1841501.00 232929.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 445000.00 381.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 635575.00 679.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 350000.00 1786.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 570000.00 1998.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 4135365.00 2095.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-06-15 9.000 275000.00 887.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-05-15 9.000 55000.00 262.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-05-15 9.000 624248.00 399.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-05-15 9.000 1155000.00 889.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-05-15 9.000 1949945.00 1701.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 46946.00 67.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 345000.00 447.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 515000.00 455.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 2905424.00 1990.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 1015000.00 639.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 1904235.00 1659.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 884000.00 491.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 540000.00 534.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 1844284.00 1787.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 1765000.00 3762.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 4386075.00 3819.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 655000.00 9185.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 95000.00 196.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 1823117.00 3133.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-09-15 9.000 350000.00 2709.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-05-15 9.000 2399483.00 1893.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 100000.00 191.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 1752620.00 644.78 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 50000.00 2.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 25000.00 72.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 316253.00 111.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 2973118.00 555.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 2820230.00 1114.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 850832.00 1291.50 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 12114141.00 4785.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 275000.00 320.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 2781688.00 789.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-09-01 3.999 9657299.00 1495391.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-08-01 3.500 957349.00 117830.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-01 4.500 1294727.00 26721.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-01 4.500 26670000.00 573019.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-01 4.500 30400000.00 656873.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-01 4.500 144229388.00 3078797.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-01 4.500 175691083.00 3702476.24 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-08-01 4.500 500000000.00 64780724.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-11-01 4.500 8287634.00 167143.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-08-01 3.500 827069.00 29868.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2023-12-01 6.000 212078.00 22228.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-06-01 4.500 81277288.00 12337536.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-07-01 6.000 3748.00 31.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-07-01 5.000 2070000.00 167864.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2034-04-01 5.499 205197900.00 7744022.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-12-01 5.000 3506.00 10.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-05-01 3.404 6896142.00 489013.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-02-01 4.500 10900000.00 965343.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-12-01 6.000 2857610.00 243914.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-10-01 6.250 2911403.00 304847.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-07-01 4.500 661961.00 7273.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-08-01 3.512 12000000.00 300795.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-03-01 3.500 7446473.00 700747.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-08-01 3.500 9165216.00 1434514.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-08-01 4.500 59065461.00 9986381.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-03-01 4.500 6530392.00 1619334.50 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-10-01 7.500 21849858.00 1286186.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-10-01 5.499 1203570.00 318373.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-07-01 6.000 4858763.00 1404952.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-10-01 3.500 1960481.00 264844.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-12-01 6.000 300000.00 16629.50 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-08-01 6.500 20409660.00 983481.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-08-01 6.500 5266596.00 532585.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-02-01 5.500 23799108.00 929013.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-03-01 7.000 21233943.00 948846.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-09-01 3.500 100116920.00 104464841.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 3.000 3977564.00 4040545.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 4.500 3541265.00 3854762.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 1015000.00 790.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 2973626.00 1269.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 922965.00 1737.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 5769492.00 3589.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 3877289.00 4778.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-06-15 9.000 245000.00 260.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-06-15 9.000 1099574.00 2652.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-05-15 9.000 550000.00 2198.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 2081908.00 628.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 1441663.00 962.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 500000.00 2144.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 864662.00 4642.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 25000.00 159.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 1244213.00 2410.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 496234.00 3899.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 360000.00 253.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 1254250.00 1543.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 2202867.00 4299.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-06-15 9.000 445000.00 1251.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-05-15 9.000 194189.00 80.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 2348332.00 1033.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 730164.00 1686.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 545000.00 141.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 590000.00 457.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 505000.00 184.64 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 145000.00 209.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 420000.00 354.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 716951.00 1264.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 1440656.00 1808.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 3153617.00 1949.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 20732669.00 3752.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 35000.00 25.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 575000.00 669.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 1248139.00 760.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 210000.00 807.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 1950000.00 911.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 500000.00 115.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 4.000 21970866.00 23242037.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 3.500 99999627.00 104260374.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 4.500 122825000.00 132340594.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-08-01 4.500 1013398.00 1111992.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-07-01 2.000 1253482.00 1228718.78 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-09-01 3.500 61775238.00 64424890.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-09-01 3.500 862936.00 879222.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 4.500 1884497.00 2037475.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-06-01 3.500 6322081.00 6595929.24 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-06-01 3.500 8125515.00 8483659.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-06-01 3.500 18660064.00 19567693.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-06-01 3.000 31811860.00 32118717.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-05-01 1.782 25583744.00 22127251.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-01-01 2.564 12326338.00 12112182.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-01-01 2.559 36322469.00 30237691.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-09-01 4.500 1442403.00 1576278.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-09-01 4.500 1499997.00 1634591.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 4.500 1028450.00 1109339.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 4.000 4661486.00 5003605.24 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 4.500 8790660.00 9525394.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-08-01 3.000 4199531.00 4347373.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-09-01 3.500 1222777.00 1284197.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 4.000 1211579.00 1292653.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 4.000 13523048.00 14323444.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-08-01 3.000 2999877.00 3104208.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 4.500 1303038.00 1432797.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 4.500 1381879.00 1492692.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 4.000 2709268.00 2897246.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-08-01 3.500 6995203.00 7372545.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 3.500 1555828.00 1626762.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 3.000 127784.00 129461.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 3.500 1019272.00 1067834.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 4.000 2236117.00 2411296.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 4.500 6067057.00 6536772.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-07-01 3.000 1439600.00 1485591.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 4.000 9165136.00 9835278.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-08-01 4.000 7312050.00 7824373.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 3.500 2467095.00 2570946.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 25000.00 170.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 25000.00 200.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 1030000.00 2443.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-05-15 9.000 2788854.00 2041.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-05-15 9.000 240000.00 2626.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 2231667.00 128.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 500000.00 661.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 765000.00 1903.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 1371782.00 2258.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 13001151.00 2248.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 40000.00 59.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 225000.00 406.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 430667.00 1171.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 2690060.00 1572.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 1096480.00 1904.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 415000.00 485.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 1015000.00 662.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 197296.00 1202.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 1073058.00 2027.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 947310.00 2080.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 670000.00 967.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 770000.00 1278.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 2928008.00 1695.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 417911.00 2066.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 862795.00 848.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 1100000.00 3181.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 140000.00 567.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 26015.00 32.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 300000.00 464.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 545000.00 721.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 498797.00 792.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 1675825.00 2921.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 1790000.00 2971.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 1014060.00 5773.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 29485.00 18.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 1145000.00 1437.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 2785154.00 7241.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-07-01 3.000 125997.00 129787.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-01 3.000 9445936.00 9589284.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-01 4.500 7672901.00 8255435.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 3.500 500842.00 519397.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 4.500 5229256.00 5732549.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-01 3.500 2810079.00 2930215.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-01 4.500 12703737.00 13671260.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 4.000 1166332.00 1259286.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 3.500 3595169.00 3751301.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 4.000 7859260.00 8425297.84 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 4.500 1191849.00 1285651.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 3.500 1535361.00 1602938.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-01 4.500 1068968.00 1151200.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-05-01 4.000 1380580.00 1456293.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-05-01 4.500 1233687.00 1321530.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-05-01 4.500 6760413.00 7299260.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 4.500 1034.00 1117.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 2.548 664830.00 675960.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-01 4.000 21467458.00 22752737.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-05-01 4.000 1606779.00 1717722.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-05-01 3.500 2029622.00 2103798.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-04-01 4.500 1103900.00 1196497.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-04-01 4.500 1299574.00 1412726.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-04-01 3.500 2511130.00 2576020.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-04-01 3.500 1250091.00 1298339.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-04-01 5.000 1538458.00 1456663.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-04-01 4.500 4322780.00 4683238.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 3.500 259726.00 272048.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 3.500 3336382.00 3488490.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 4.000 10913465.00 11638803.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-07-01 3.500 1188997.00 1243378.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-04-01 4.000 6737470.00 7013121.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-03-01 4.500 939681.00 1001765.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-03-01 4.500 169513.00 168023.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-03-01 4.500 6628646.00 7202680.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-02-01 4.500 917005.00 981830.78 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 4.500 2841895.00 3065225.24 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-01-01 3.500 1743829.00 1807422.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 1025000.00 1978.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-09-15 9.000 80000.00 226.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-06-15 9.000 27537.00 81.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-06-15 9.000 312097.00 1690.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 167697.00 34.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 640000.00 553.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 200000.00 924.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 1278952.00 1729.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 305000.00 479.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 1420427.00 1413.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 165000.00 105.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 1000000.00 484.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 15727470.00 1994.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 33000000.00 17621.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 26403.00 8.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 1192840.00 877.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 3060000.00 3546.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-09-15 9.000 500000.00 506.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-09-15 9.000 1006800.00 2686.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-04-15 9.000 3883212.00 6642.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 101857.00 257.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 1050873.00 3191.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 1000917.00 6786.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 26907.00 50.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 245000.00 832.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-09-15 9.000 996889.00 1798.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 2000000.00 2973.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 1857661.00 772.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 1546220.00 982.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 677154.00 1960.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 3171600.00 2179.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 280000.00 99.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 90000.00 108.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 1155000.00 382.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 3194124.00 1070.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 4105353.00 1978.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 21831311.00 2543.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-03-01 4.500 1384885.00 1484068.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-01-01 4.000 1595350.00 1685244.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-01-01 4.000 7485682.00 7590176.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-05-01 4.000 13485044.00 14072467.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-02-01 3.500 1336815.00 1271244.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 3.500 4390488.00 4597804.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 3.180 7700000.00 7960436.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-01 4.500 17479808.00 19045808.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-05-01 3.999 27027635.00 28515216.64 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-02-01 4.000 7862920.00 8149911.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-12-01 4.000 1568073.00 1574749.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-12-01 4.500 7379883.00 7110339.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-11-01 2.500 655739.00 630980.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-07-01 3.500 1273398.00 1336155.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-12-01 2.000 115923.00 108634.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-11-01 4.000 323839.00 339690.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-11-01 3.500 1789865.00 1745660.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-05-01 3.500 11607680.00 11810930.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-12-01 4.000 1559151.00 1638855.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-10-01 3.500 1054754.00 1015463.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-10-01 4.000 1271216.00 1349509.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-05-01 3.500 1802587.00 1868166.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-09-01 2.500 352796.00 339450.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-04-01 4.000 5794294.00 6150137.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-04-01 4.000 9173489.00 9735714.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-09-01 3.500 9180963.00 9129703.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-10-01 2.500 2957989.00 2824233.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-04-01 4.500 5086359.00 5460846.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-03-01 3.500 8583456.00 8750930.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-10-01 3.999 1000000.00 1053586.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-08-01 3.500 3434920.00 3519759.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-08-01 2.500 107189.00 102422.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-08-01 4.000 1548845.00 1440876.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-07-01 3.500 1050530.00 1072968.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-07-01 4.000 1042844.00 1011483.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-07-01 3.500 145888.00 104635.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-06-01 3.500 4579558.00 4392109.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-04-01 4.000 4601665.00 4605322.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 11081920.00 4549.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 1020000.00 499.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 1000000.00 730.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 1500000.00 1047.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 925000.00 1469.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 399031.00 1047.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 1143342.00 1038.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-10-15 9.000 1521802.00 2833.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 770971.00 383.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 2599082.00 874.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 1467680.00 2359.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 1542238.00 3229.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-09-15 9.000 1669933.00 666.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-09-15 9.000 1464281.00 1162.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-09-15 9.000 1715837.00 2384.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-08-15 9.000 491542.00 1924.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 1195038.00 1624.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 1275000.00 696.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 900000.00 444.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 1973494.00 920.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 210000.00 885.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 1390000.00 3170.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 995000.00 7591.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 1367375.00 1757.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 2040000.00 593.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 338246.00 1510.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 1045000.00 2132.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 500000.00 1390.50 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 940000.00 1615.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-09-15 9.000 1195000.00 443.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-09-15 9.000 732174.00 737.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-09-15 9.000 1039055.00 865.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-09-15 9.000 1305000.00 906.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-02-15 9.000 520497.00 2673.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 1004549.00 1592.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 492956.00 576.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-08-15 9.000 27242.00 59.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-01 4.500 26219019.00 28421203.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-11-01 2.500 149791.00 141706.64 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-11-01 2.500 3300000.00 3127813.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-07-01 3.000 74906114.00 69366382.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-04-01 4.500 882383.00 942542.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-04-01 2.500 500538.00 477508.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-03-01 4.000 1081741.00 881351.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-10-01 3.000 259116.00 252611.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-04-01 3.500 651490.00 539065.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-02-01 3.500 4900000.00 4652848.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-02-01 3.000 117868.00 94271.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-02-01 3.500 1027201.00 989978.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-07-01 2.499 2050000.00 1921764.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-02-01 4.500 1500100.00 1600808.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-03-01 3.500 4979625.00 4011198.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-07-01 3.000 1547203.00 1469633.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-12-01 3.500 29386450.00 24711716.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-04-01 3.500 1793925.00 1701014.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-02-01 3.500 1003621.00 899497.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-01-01 4.000 1516363.00 1044800.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-06-01 4.000 1333072.00 1395314.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-02-01 3.000 11907366.00 9233501.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-11-01 4.000 7591466.00 6578854.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-08-01 4.000 1159825.00 888386.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-11-01 4.000 86106615.00 67290847.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2034-02-01 5.499 2109245.00 504048.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-10-01 5.500 675870919.00 20427139.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2034-03-01 5.499 1813.00 389.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-11-01 5.000 28000000.00 251517.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-06-01 5.000 3823005.00 64247.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-01 5.500 1485653.00 19217.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-08-01 4.500 2567509.00 247267.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-11-01 4.500 30000000.00 215462.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-07-01 4.500 12913126.00 91926.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-06-01 4.500 64630890.00 536266.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-07-01 4.500 60709443.00 533012.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-05-01 3.182 35292432.00 334048.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-01 4.500 21632639.00 110429.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-07-15 9.000 490000.00 3851.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 106484.00 433.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 500000.00 3105.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-09-15 9.000 593139.00 1984.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-07-15 9.000 1285000.00 1345.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 663332.00 166.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 630000.00 1153.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 1055000.00 1047.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-09-15 9.000 995000.00 3820.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-08-15 9.000 1141335.00 3053.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-07-15 9.000 310000.00 1503.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 909607.00 1978.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 925001.00 1871.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-11-15 9.000 404928.00 4043.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 500000.00 395.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-07-15 9.000 11607096.00 7698.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-06-15 9.000 2434816.00 143.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-05-15 9.000 168440.00 1483.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-04-15 9.000 662850.00 6093.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-03-15 9.000 1425419.00 2423.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-02-15 9.000 1000000.00 7455.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-09-15 9.000 25626.00 83.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-06-15 9.000 245000.00 1222.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-06-15 9.000 669674.00 13598.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-05-15 9.000 4707748.00 1024.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-05-15 9.000 1190196.00 1264.64 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-03-15 9.000 1180000.00 3567.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-12-15 9.000 5721173.00 2046.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-04-15 9.000 860000.00 586.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-03-15 9.000 650000.00 1244.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-03-15 9.000 3539622.00 2098.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-03-15 9.000 2195000.00 3106.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-02-15 9.000 1960000.00 3046.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-02-15 9.000 1864032.00 11340.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-02-15 9.000 51305615.00 14151.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-10-15 9.000 662667.00 2884.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-09-15 9.000 3017614.00 1483.50 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-07-01 3.398 5328168.00 567457.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-01-01 5.000 10000000.00 11231.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-11-01 4.000 99997166.00 40837914.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-07-01 4.500 24185350.00 5820506.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-07-01 2.499 916260.00 849912.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-11-01 5.000 150000000.00 4006040.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-01 5.000 9400000.00 118234.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-09-01 7.500 199908608.00 429848.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-04-01 7.500 79103400.00 182648.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-01-01 7.500 323357911.00 813764.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-01 4.500 23618132.00 152326.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-01-01 5.870 54049.00 41787.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-09-01 4.000 1382518.00 1297787.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-05-01 3.000 1050428.00 975551.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-07-01 3.500 1746000.00 1466109.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-07-01 3.000 11038739.00 8971973.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-05-01 4.000 152472.00 125954.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-04-01 4.000 1548690.00 1145740.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-03-01 3.000 1056603.00 632321.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-09-01 3.500 3399847.00 3376282.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-06-01 4.000 1061733.00 856182.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-04-01 2.500 233608.00 175361.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-04-01 3.000 4771294.00 3961909.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-04-01 3.500 265736.00 104594.84 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-10-01 4.000 956483.00 714544.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-12-01 3.500 1114431.00 658161.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-11-01 3.500 3511.00 1761.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-05-01 4.000 300000.00 237131.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-05-01 4.500 1237740.00 911973.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-01-01 3.500 1571772.00 832278.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-10-01 3.500 6477795.00 5391208.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-07-01 3.500 2505000.00 2011214.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-08-01 3.500 3240198.00 1667259.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-11-01 3.500 2121780.00 1662756.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-07-01 3.500 95236.00 44098.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-06-01 5.000 1181230.00 869721.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-01-01 3.500 401033.00 212876.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-01-01 3.500 958618.00 466093.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-06-01 5.000 2913642.00 2330145.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-07-01 3.000 1257708.00 1030007.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2034-06-01 4.000 1179922.00 1017453.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-06-01 3.000 2504603.00 1455120.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-04-01 5.000 1233871.00 648422.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-04-01 4.000 1350127.00 941622.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-02-01 5.000 81824.00 54377.78 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-03-01 4.500 14175513.00 8861220.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-02-01 4.500 8549600.00 6094487.84 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-02-01 4.500 1762901.00 637089.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-05-15 9.000 446986.00 603.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-04-15 9.000 355000.00 437.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-04-15 9.000 5243045.00 5452.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-08-15 9.000 2085000.00 4512.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-06-15 9.000 50000.00 439.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-03-15 9.000 465286.00 276.64 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-11-15 9.000 3532471.00 575.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-03-15 9.000 485000.00 417.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-03-15 9.000 1489292.00 689.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-03-15 9.000 3016371.00 1531.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-02-15 9.000 7303000.00 3498.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-02-15 9.000 9222392.00 10121.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-11-15 9.000 1341897.00 1750.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-10-15 9.000 100000.00 208.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-10-15 9.000 1020000.00 1167.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-02-15 9.000 3485961.00 5064.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-10-15 9.000 194583.00 438.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-09-15 9.000 500000.00 1373.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-03-15 9.000 336305.00 1536.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 516582.00 223.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-10-15 9.000 185000.00 1045.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-07-15 9.000 511411.00 1905.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-03-15 9.000 180000.00 2974.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-02-15 9.000 250000.00 757.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-10-15 9.000 1860441.00 1404.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-09-15 9.000 2406545.00 1166.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-06-15 9.000 230000.00 731.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-12-15 9.000 1997979.00 4335.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 1118613.00 1516.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-11-15 9.000 980000.00 315.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 1200000.00 3031.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 288729.00 131.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-12-15 9.000 490000.00 2564.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 490000.00 607.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-07-15 9.000 103168.00 373.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-10-15 9.000 255000.00 525.50 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-06-15 9.000 25000.00 33.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-10-01 5.000 1225082.00 988576.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-12-01 3.999 2568274.00 1570859.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-02-01 3.999 191998.00 134589.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-11-01 4.000 179201.00 70179.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-10-01 3.999 19447981.00 12357099.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-04-01 4.500 1371014.00 1027843.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-02-01 3.194 4951776.00 2167556.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-09-01 3.000 185769550.00 96738393.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-09-01 3.000 149043.00 88841.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-08-01 3.500 1631650.00 1023580.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-10-01 4.000 1554000.00 922565.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-08-01 3.500 133000.00 88615.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-08-01 3.000 1437596.00 1044231.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-08-01 3.000 49603965.00 28506864.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-09-01 4.000 13177282.00 10360137.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-07-01 3.000 3344645.00 2310351.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-07-01 3.500 1900000.00 1065548.78 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-08-01 3.000 2430336.00 1806777.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-06-01 4.000 1300000.00 898254.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-07-01 3.500 26350.00 18041.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-06-01 3.000 3000000.00 2091297.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-05-01 3.000 1085000.00 719114.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 4.500 27027092.00 29384663.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 4.500 44812720.00 48597776.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 4.500 52344982.00 57465289.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 4.000 75000000.00 78773694.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 4.500 134176000.00 144400404.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-01 4.500 1563514.00 1700984.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-08-01 3.500 3270033.00 2167929.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-01 4.000 61466.00 64413.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-01 4.500 29809334.00 32592196.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-06-01 3.000 12683079.00 12725151.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-06-01 3.000 23667343.00 24106547.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-06-01 3.000 62530112.00 62831956.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-05-01 4.500 2299858.00 2516885.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-05-01 3.500 16663783.00 17041280.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-05-01 3.999 38686464.00 40399995.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-04-01 4.000 5885084.00 6303123.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 53283.00 105.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 824594.00 1518.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 500000.00 3207.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 2784329.00 2454.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-06-15 9.000 416000.00 766.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-07-15 9.000 1245000.00 428.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.000 100000.00 682.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.000 1086224.00 1990.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-06-15 9.000 378375.00 502.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-06-15 9.000 1000000.00 757.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.000 545000.00 227.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 100000.00 134.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 1991784.00 1598.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-09-15 9.000 420000.00 855.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-08-15 9.000 758025.00 463.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-06-15 9.000 435000.00 92.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-06-15 9.000 325000.00 203.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-06-15 9.000 2000000.00 935.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.000 2230490.00 562.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-08-15 9.000 86140.00 144.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-06-15 9.000 1448989.00 394.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.000 910000.00 534.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.000 1600000.00 841.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-04-15 9.000 510000.00 335.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 1843986.00 14435.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-02-15 9.000 25995.00 54.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 1640000.00 1141.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-07-15 9.000 708951.00 58.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.000 476785.00 347.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-04-15 9.000 956452.00 826.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-07-15 9.000 580000.00 1411.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.000 3037661.00 1667.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.000 1019582.00 1932.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-08-15 9.000 535000.00 1208.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-07-15 9.000 490000.00 189.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-06-15 9.000 1000000.00 652.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.000 875000.00 70.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-04-01 3.000 11552060.00 11518430.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-04-01 3.000 12239843.00 12266139.78 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-04-01 3.000 32034934.00 32329409.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-03-01 3.500 11140002.00 11275141.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-12-01 3.000 3805413.00 3724614.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-02-01 3.500 29492148.00 29597272.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-02-01 3.000 34413339.00 33938896.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-02-01 3.500 39114501.00 40052078.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-01-01 3.000 76583948.00 74918846.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-01-01 3.000 14134858.00 13646238.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-10-01 3.000 25551927.00 24617957.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-09-01 3.000 20000000.00 19376125.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-12-01 3.500 7418560.00 7116991.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-05-01 3.500 21803712.00 19795174.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-05-01 4.500 35482963.00 34744332.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-05-01 3.500 100229869.00 94821102.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-10-01 4.000 23964000.00 21224470.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-10-01 3.999 43117852.00 39172203.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-12-01 3.000 30283981.00 20880825.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-11-01 4.000 1644440.00 1255044.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-10-01 3.500 1038504.00 902966.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-08-01 4.500 46303100.00 37561015.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-05-01 3.500 20188568.00 13129197.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-03-01 3.500 3208736.00 2292264.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-02-01 2.103 12100000.00 6196698.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-01-01 3.500 5079000.00 3430119.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-12-01 3.500 30371424.00 20630336.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-12-01 2.500 6889850.00 2900937.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-11-01 3.500 4995768.00 2109508.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-11-01 3.000 3650000.00 1856720.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-11-01 3.500 3897856.00 2447791.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-09-01 2.299 2866501.00 1154732.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-05-01 4.000 1892011.00 1161817.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-05-01 3.000 1851790.00 840157.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-05-01 2.500 1605190.00 713190.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-04-01 3.500 1161550.00 615820.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-09-01 2.700 29347000.00 30021534.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-08-01 3.250 2080000.00 2175949.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-04-15 9.000 500000.00 925.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-08-15 9.000 425000.00 235.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-07-15 9.000 390000.00 324.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.000 585000.00 129.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-07-15 9.000 590000.00 764.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-06-15 9.000 1960000.00 1596.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 1295000.00 1207.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2017-12-15 9.000 240000.00 740.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 592693.00 669.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 2452673.00 3955.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.000 1000000.00 857.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-04-15 9.000 510000.00 324.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 170000.00 83.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 1402163.00 658.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.000 105000.00 73.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.000 361279.00 1634.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-04-15 9.000 1981103.00 2055.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 590000.00 1702.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 27810090.00 15174.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 55000.00 87.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 490000.00 3455.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-05-15 9.000 640000.00 616.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 890500.00 59.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 1468844.00 3307.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 1691807.00 3845.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 820116.00 608.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 950000.00 2990.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 2421562.00 5166.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-09-15 9.000 905000.00 2131.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-08-15 9.000 3214051.00 1126.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-06-15 9.000 968933.00 41.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 255000.00 420.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 500000.00 2696.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 220000.00 580.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 372792.00 1938.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-10-15 9.000 150087.00 333.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-08-15 9.000 26740.00 215.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-07-01 2.950 1058600.00 1085740.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-08-01 3.189 21680000.00 22504226.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-08-01 3.160 23465000.00 24478452.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-08-01 3.009 40275000.00 41532605.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-08-01 2.720 9117000.00 9342614.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-07-01 3.129 22720000.00 23215488.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-07-01 3.060 1155000.00 1190882.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-07-01 3.189 2593500.00 2697650.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-07-01 3.115 5378980.00 5560264.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-06-01 3.299 1195000.00 1252628.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-06-01 3.100 36036000.00 37207961.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-11-01 2.990 12000000.00 12558640.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-04-01 3.339 32621760.00 33873978.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-04-01 3.140 6661500.00 6943925.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-12-01 3.750 506128.00 537992.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-12-01 2.529 22337493.00 22273293.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-02-01 3.210 4882294.00 5089708.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-08-01 2.359 485634.00 478192.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-02-01 3.600 1800000.00 1793097.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-09-01 3.020 369620.00 368219.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-01-01 3.549 4214000.00 4284063.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-08-01 5.000 71281413.00 15892652.24 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-05-01 2.500 188210.00 165066.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-05-01 5.500 67063119.00 39287265.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-10-01 3.000 122466.00 118801.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-09-01 3.500 140362752.00 136538216.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-09-01 3.000 984249.00 862113.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-12-01 3.999 39263424.00 33078996.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-01-01 3.500 7481200.00 6832645.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-11-01 2.500 2888396.00 1829832.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-10-01 2.500 2820262.00 1829177.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-09-01 3.999 10050000.00 7342764.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-03-01 2.500 5164138.00 3294527.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-04-01 4.500 5073648.00 3862566.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-12-01 3.500 39876544.00 23314528.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-11-01 3.500 778772.00 300647.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-10-01 5.000 8120142.00 3666133.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-04-01 3.500 686583.00 481360.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-08-15 9.000 510000.00 1483.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-12-15 9.000 1478983.00 10917.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-11-15 9.000 401701.00 929.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 1420000.00 1199.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 82411.00 15.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2017-10-15 9.000 1000000.00 150.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-07-15 9.000 285000.00 1493.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.000 1230000.00 303.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.000 3237427.00 1824.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2017-11-15 9.000 260000.00 398.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2017-10-15 9.000 1020000.00 15.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2017-09-15 9.000 462532.00 31.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.000 795000.00 321.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-04-15 9.000 30000.00 18.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-04-15 9.000 358123.00 127.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-04-15 9.000 2260000.00 1260.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 849545.00 2155.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.000 375000.00 534.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.000 975000.00 653.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 2734153.00 4659.84 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2017-12-15 9.000 25000.00 23.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 705000.00 2526.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2017-11-15 9.000 682156.00 34.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-09-15 9.000 1395000.00 2755.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.000 605000.00 989.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-04-15 9.000 507458.00 1420.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 35000.00 38.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 586970.00 235.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 875000.00 1795.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 5235000.00 7944.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-04-15 9.000 483049.00 615.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 2203912.00 1000.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 2390140.00 1649.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 183899.00 718.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 1697914.00 2655.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-06-15 9.000 80000.00 169.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2017-11-15 9.000 80000.00 22.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 9.000 146788.00 260.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.000 3380000.00 840.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-06-15 9.000 1090000.00 336.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.000 145000.00 100.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-03-15 9.000 604447.00 528.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 1402770.00 2792.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 500000.00 1067.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-06-15 9.000 45000.00 38.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 501767.00 1194.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 640000.00 789.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-09-15 9.000 250000.00 1653.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-06-15 9.000 1080000.00 1518.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-06-15 9.000 430000.00 898.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.000 315000.00 146.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2017-10-15 9.000 510000.00 302.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-04-15 9.000 790000.00 132.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 235000.00 234.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-06-15 9.000 150000.00 152.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-06-15 9.000 328106.00 264.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-04-15 9.000 534956.00 176.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 25000.00 107.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 488234.00 495.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 1050000.00 2361.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-04-15 9.000 490000.00 3076.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 1938758.00 938.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-09-15 9.000 10395952.00 3503.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 1236472.00 572.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.000 2326919.00 825.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-09-15 9.000 555000.00 3395.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 550602.00 2259.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-12-15 9.000 553843.00 2773.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-07-15 9.000 1700420.00 1735.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-06-15 9.000 1460566.00 3244.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 3000000.00 3300.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 2938787.00 2070.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-06-15 9.000 185000.00 137.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 615000.00 627.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-02-01 3.000 100957.00 67519.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-09-01 2.499 45612224.00 22021441.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-05-01 3.500 38641408.00 23029979.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-10-01 4.500 28413820.00 12195334.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-07-01 6.000 90126610.00 8874325.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-03-01 3.000 2000000.00 656494.78 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-04-01 3.500 3010787.00 1969659.24 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-02-01 3.500 12796944.00 4706909.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-02-01 3.999 44379698.00 24428397.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-02-01 4.500 1537642.00 852813.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-12-01 3.000 8125197.00 3790170.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-11-01 4.000 2675000.00 742978.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-11-01 3.999 8597171.00 4880443.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-11-01 4.000 1792127.00 900117.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-06-01 4.500 10378083.00 546927.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-03-01 5.000 5050000.00 1246373.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-02-01 4.000 999900.00 460091.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-02-01 3.500 6800000.00 2002946.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-01-01 3.999 700000.00 183466.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-02-01 3.500 8895307.00 2830975.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-01-01 2.745 247065.00 57894.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-01-01 3.999 345000.00 105576.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-01-01 4.500 12500000.00 1774915.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-01-01 4.000 20444128.00 3838142.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-06-01 5.000 74130327.00 252169.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-11-01 5.400 583001.00 48998.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-11-01 4.500 3100000.00 25561.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-06-01 5.000 110000.00 2846.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-09-01 6.500 25845629.00 1708924.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-09-01 6.000 1409914.00 92260.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-11-01 5.000 1229274.00 17310.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-10-01 5.500 23969844.00 789251.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-09-01 6.500 127459836.00 2216923.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-04-01 5.000 1759163.00 10785.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-12-01 5.500 8091984.00 454529.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-09-01 5.500 898856.00 19395.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-07-01 4.500 12973580.00 74742.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-02-01 5.000 2014468.00 92309.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.000 60000.00 58.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-04-15 9.000 1201008.00 129.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-04-15 9.000 150000.00 252.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 4739986.00 5781.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 449582.00 1707.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 1564356.00 1204.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-10-15 9.000 820000.00 1190.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-05-15 9.000 240000.00 1333.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-07-15 9.000 360000.00 202.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 200000.00 1773.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 160000.00 650.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 318951.00 301.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-10-15 9.000 25336.00 161.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-03-15 9.000 160000.00 205.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 502175.00 2845.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-15 9.000 62360.00 206.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 644434.00 1255.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-05-15 9.000 320000.00 1520.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 26124.00 37.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 969545.00 3427.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-09-15 9.000 1045000.00 2282.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-05-15 9.000 1316017.00 1722.78 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-15 9.000 140000.00 541.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-08-15 9.000 765000.00 3438.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-07-15 9.000 1200000.00 2894.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 500000.00 2069.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 806839.00 1016.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 1506420.00 2119.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 9.000 1339541.00 1119.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-15 9.000 923934.00 7593.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-15 9.000 462529.00 1012.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-15 9.000 2949281.00 3018.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-09-15 9.000 30000.00 373.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-15 9.000 950000.00 302.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-02-15 7.000 40971.00 2344.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-06-15 5.500 350000.00 19075.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2034-08-15 5.500 25000.00 1963.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-01 4.500 32709.00 811.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-11-01 5.499 4814280.00 83804.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2017-11-01 5.000 5090320.00 2204.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-01 5.000 36720318.00 137401.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-04-01 5.000 30000000.00 83647.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-03-01 5.000 20000000.00 43173.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2034-12-01 5.500 11143409.00 474554.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-11-01 2.463 10947643.00 10006930.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-11-01 2.466 3548000.00 1966539.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-09-01 6.246 1188930.00 876096.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-05-01 2.595 31341598.00 25656621.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2034-07-01 2.886 1578514.00 76267.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-09-01 3.004 1420476.00 377096.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-07-01 3.004 2166910.00 240476.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-01-01 3.029 2504448.00 146775.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 4.500 60575296.00 65035128.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-05-01 3.500 165958656.00 171294904.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-10-01 3.500 1000000.00 863239.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-10-01 3.999 2512000.00 2186274.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-09-01 3.500 36000.00 33190.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-08-01 7.000 5443192.00 5105623.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-07-01 3.500 1107000.00 968617.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 4.500 1667128.00 1839461.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 4.000 4903554.00 5240793.78 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 4.000 30767828.00 32874365.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 4.000 1683621.00 1804869.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 3.500 1194632.00 1244503.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 3.500 1309462.00 1369135.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 4.000 1417195.00 1512646.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 3.500 1914220.00 1967931.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 3.500 1966730.00 2053302.24 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 3.500 2119301.00 2212955.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 3.500 2342328.00 2454460.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 3.500 2414452.00 2510156.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 3.500 2428357.00 2525678.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 4.000 2479256.00 2623593.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 3.500 4699650.00 4890133.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 4.500 4486088.00 4830390.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-04-15 6.500 25887.00 575.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-05-15 5.500 50946.00 3861.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-11-15 6.500 298361.00 452.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-09-15 6.500 600839.00 15647.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-04-15 6.500 112387.00 1114.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-04-15 5.500 145366.00 17510.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-12-15 6.500 509339.00 3822.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-08-15 6.500 26470.00 43.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-05-15 5.000 150144.00 22168.50 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-04-15 4.500 687193.00 237622.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-08-15 5.500 872002.00 17806.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-09-20 4.500 4836745.00 1263300.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-12-15 3.500 9000000.00 6005455.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-10-15 4.000 8842861.00 3957695.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-07-15 4.000 1170811.00 461987.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-03-15 4.000 7901952.00 3948946.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-12-15 3.500 6798.00 732.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-09-15 4.000 3917960.00 1811093.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-08-15 3.500 704909.00 713401.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-08-15 3.000 2001095.00 1771807.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-07-15 4.000 4907.00 2349.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-12-15 5.500 530000.00 40224.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-10-15 5.000 61114.00 14014.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-09-15 5.500 26329.00 2132.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-02-15 3.500 392767.00 282044.84 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-09-15 5.500 8117.00 1455.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-06-15 4.500 51583769.00 6692713.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-06-15 4.500 44691360.00 4579058.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-04-15 5.000 29732.00 14039.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-09-15 6.500 665748.00 4517.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-09-15 6.500 474377.00 1574.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-08-15 6.500 33719.00 223.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-10-15 6.500 61874.00 490.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-08-15 6.500 25000.00 117.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-08-15 6.500 723960.00 2025.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-07-15 6.500 116719.00 1158.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-06-15 6.500 593372.00 2693.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 4.500 5315989.00 5779830.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 4.000 10452877.00 11156796.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-01 5.000 1100184.00 1221274.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-01 4.500 8184585.00 8923860.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-01 4.500 1193578.00 1251263.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-01 4.500 1551945.00 1669437.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-01 4.500 2213366.00 2414164.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-01 4.500 3606960.00 3714626.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-01 4.000 31457888.00 33696303.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-01 4.500 30222292.00 32509802.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-05-01 4.000 1877723.00 1982201.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-05-01 4.000 5642034.00 5952448.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-05-01 4.500 6859150.00 6910031.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-05-01 3.999 8062440.00 8504191.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-04-01 4.000 17928600.00 18817143.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-10-01 5.500 1680513.00 1765217.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-03-01 4.500 1467509.00 1569143.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-03-01 3.500 1912565.00 1980999.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-03-01 4.500 5050973.00 4885658.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-02-01 3.999 11187774.00 11559688.50 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-02-01 3.999 13697030.00 14064655.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-01-01 3.500 10864331.00 10745957.50 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-01-01 3.500 15024832.00 15472941.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-11-01 3.500 1215876.00 1246226.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-11-01 4.500 3756208.00 3483771.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-11-01 3.000 4762333.00 4462807.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-10-01 3.500 1287306.00 1278980.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-10-01 3.000 2548587.00 2476302.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-10-01 4.000 1660249.00 1738146.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-09-01 4.500 1535929.00 1571329.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-07-01 4.500 1093555.00 835314.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-06-01 4.000 930683.00 973966.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-06-01 3.500 252599.00 256585.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-04-01 3.500 30615296.00 27324300.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-12-01 3.000 1975896.00 1781831.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-11-01 4.000 1000000.00 831085.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-11-01 3.999 12281925.00 10798359.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-11-01 3.999 4123960.00 3429384.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-06-15 6.500 111584.00 1338.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-06-15 6.500 395000.00 7381.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-08-15 6.500 516241.00 4089.50 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-08-15 7.000 495000.00 15589.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-05-15 6.500 27361.00 274.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-07-15 6.500 28323.00 208.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-06-15 6.500 248000.00 1625.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-09-15 6.500 160826.00 1710.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-05-15 6.500 55204.00 730.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-10-15 6.500 72397.00 843.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-10-15 6.500 59037.00 1783.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-06-15 6.500 657780.00 6213.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-05-15 6.500 103702.00 380.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-05-15 6.500 502597.00 3790.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-04-15 6.500 656239.00 2472.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-04-15 6.500 215108.00 4026.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-06-15 6.500 25517.00 351.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-06-15 6.500 163650.00 698.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-06-15 6.500 355655.00 2673.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-04-15 6.500 44609.00 400.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-03-15 6.500 376200.00 3285.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-09-15 6.500 918768.00 5547.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-08-15 6.500 49864.00 1207.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-07-15 6.500 66122.00 405.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-06-15 6.500 931969.00 5631.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-05-15 6.500 525228.00 2292.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-08-15 7.000 324749.00 3939.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-05-15 6.500 66524.00 373.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-04-15 6.500 229805.00 1189.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-04-15 6.500 182147.00 1525.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-04-15 6.500 170864.00 2615.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-04-15 6.500 145071.00 3342.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-03-15 6.500 1485000.00 6660.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-03-15 6.500 3365264.00 50474.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-08-15 6.500 113375.00 1308.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-08-15 6.500 229759.00 3268.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-06-15 6.500 45028.00 986.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-07-01 3.500 1400000.00 1300464.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-06-01 4.000 1125442.00 991146.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-06-01 3.500 42542080.00 34628642.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-11-01 3.999 13212128.00 10056214.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-10-01 4.500 1862093.00 1327199.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-09-01 4.000 7742630.00 6074765.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-06-01 3.999 24355072.00 13866519.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-05-01 4.500 2435904.00 1157102.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-04-01 4.000 4130680.00 2991548.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-02-01 4.500 16880294.00 12395139.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-02-01 4.000 22780000.00 15392830.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-01-01 3.999 32817491.00 23560074.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-12-01 3.999 19124673.00 11954959.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-04-01 4.500 45218608.00 48107929.64 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-09-01 3.500 34473696.00 35099072.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-08-01 3.500 3212360.00 3236552.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-09-01 4.000 63664320.00 29407334.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-07-01 3.000 4000000.00 2828520.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-11-01 3.500 1632751.00 1385538.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-07-01 3.000 891665.00 679119.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-03-01 3.000 2434911.00 2240587.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-09-01 5.000 2466969.00 2258633.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-05-01 4.000 3331426.00 3274332.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-03-01 4.000 10500000.00 8474603.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-12-01 3.000 1048589.00 728614.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-10-01 3.000 3250243.00 1816026.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-09-01 3.000 3282190.00 2433179.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-08-01 3.000 1122205.00 746702.24 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-08-01 3.000 1268998.00 912861.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-08-01 3.000 1084814.00 953848.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-08-01 3.000 1460494.00 1280951.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-08-01 3.000 2227949.00 1505419.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-08-01 3.000 9435675.00 6796368.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-07-01 3.000 1441204.00 803322.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-11-01 3.500 1319959.00 648481.78 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-09-01 3.500 2306480.00 1417603.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-09-01 3.999 2947492.00 1801697.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-09-01 3.500 87490560.00 51686425.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-05-15 6.500 25091.00 465.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-03-15 6.500 90332.00 281.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-04-15 6.500 719402.00 3096.24 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-02-15 7.000 837838.00 259.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-02-15 6.500 363087.00 3865.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-09-15 6.500 563255.00 2919.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-05-15 6.500 573119.00 1006.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-03-15 6.500 175828.00 3782.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-04-15 6.500 712755.00 10059.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-05-15 6.500 41180.00 177.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-06-15 6.500 406735.00 1347.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-06-15 6.500 544103.00 4221.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-04-15 6.500 871742.00 8688.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-02-15 6.500 101000.00 290.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-03-15 6.500 472089.00 1571.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-02-15 6.500 40343.00 1624.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-01-15 6.500 28125.00 517.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-01-15 6.500 395000.00 1795.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-04-15 6.500 45000.00 259.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-03-15 6.500 125422.00 4408.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-03-15 6.500 802821.00 11470.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-03-15 7.000 804832.00 33176.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-04-15 6.500 493818.00 1832.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-12-15 7.000 504364.00 14741.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-06-15 6.500 187839.00 2022.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-04-15 6.500 423426.00 3078.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-04-15 6.500 182260.00 4549.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-03-15 6.500 58794.00 340.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-03-15 6.500 419775.00 3271.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-04-15 6.500 195473.00 3773.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-09-15 6.500 52360.00 957.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-07-15 6.500 302781.00 893.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-04-15 6.500 507609.00 3421.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-02-15 6.500 59446.00 388.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-04-15 6.500 1576741.00 21464.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-06-15 6.500 817481.00 4669.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-04-15 6.500 46976.00 951.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-09-01 3.500 1149811.00 967886.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-03-01 4.000 36578602.00 27639812.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-09-01 4.500 5000000.00 3228903.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-09-01 3.500 5590876.00 3584234.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-09-01 3.500 54359044.00 35682595.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-08-01 3.500 20416448.00 12126270.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-05-01 3.500 29091731.00 18191345.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-04-01 3.500 21599000.00 12888647.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-03-01 4.500 1071300.00 828554.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-03-01 3.500 2985417.00 1701630.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-03-01 4.500 1885650.00 572787.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-03-01 4.500 2331527.00 919491.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-02-01 3.999 7627432.00 3103518.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-02-01 3.999 11754529.00 5721430.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-01-01 3.500 21481024.00 11941704.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-01-01 4.000 41181056.00 20045194.64 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-12-01 3.999 3800874.00 1807509.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-11-01 4.000 4996496.00 1699797.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-10-01 4.000 1700000.00 482596.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-10-01 3.500 2244095.00 1276763.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-10-01 4.000 13800000.00 4520321.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-04-01 3.000 1089958.00 777348.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-04-01 3.000 1465981.00 850216.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-04-01 3.000 1121376.00 961993.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-07-01 5.000 7644839.00 1157797.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-07-01 5.000 2381982.00 1077110.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-05-01 4.500 5986151.00 1341855.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-04-01 5.000 4578894.00 1121616.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-04-01 4.500 3464301.00 1458724.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-04-01 5.000 13547418.00 5279993.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-07-01 3.500 1439141.00 407570.64 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-07-01 3.000 1101591.00 853640.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-02-01 3.000 3231411.00 2125291.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-08-01 3.000 2100000.00 1325398.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-11-01 3.000 15882641.00 9148121.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-10-01 3.500 1169558.00 924813.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 2.895 2993839.00 3079496.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 3.056 2214760.00 2283713.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-04-15 6.500 495000.00 4949.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-05-15 6.500 91409.00 2869.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-02-15 6.500 249241.00 2848.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-02-15 6.500 242329.00 4254.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-08-15 8.000 3056737.00 21027.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-06-15 6.500 938316.00 3824.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-05-15 6.500 391754.00 1511.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-10-15 6.500 54014.00 672.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-12-15 8.000 5073526.00 34477.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-10-15 7.000 317264.00 20503.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-05-15 6.500 518555.00 14507.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-07-15 6.500 144154.00 1087.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-01-15 6.500 409958.00 3630.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-04-15 8.000 25188327.00 210237.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-02-15 8.000 16522201.00 104617.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-04-15 7.000 275503.00 433.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-04-15 6.500 231000.00 855.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-03-15 6.500 200705.00 1535.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-12-15 8.000 3770631.00 52388.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-03-15 6.500 1165525.00 2260.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-03-15 6.500 965250.00 2526.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-04-15 6.500 341722.00 6295.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-07-15 6.500 511728.00 5975.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-06-15 6.500 1139198.00 7766.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-03-15 6.500 1411933.00 6190.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-03-15 6.500 852861.00 9349.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-12-15 7.000 258243.00 83.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-10-15 6.500 414786.00 21187.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-07-15 8.000 4360112.00 9285.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-03-15 8.000 9223419.00 86150.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-05-15 8.000 3960000.00 14006.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-07-15 7.000 91812.00 223.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-03-15 6.500 1576651.00 20804.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2023-12-15 6.500 1099064.00 4887.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-07-15 5.000 358958.00 28641.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-11-20 5.000 2298495.00 129052.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-11-20 4.500 5534148.00 300734.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 3.261 5517699.00 5711538.24 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-12-01 2.564 25023862.00 24067602.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 2.990 3884354.00 3857244.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 2.955 8044578.00 8232522.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-01 2.930 19208925.00 19537454.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-01 3.076 10432376.00 10363181.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-06-01 2.577 9325612.00 8046197.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-03-01 2.946 1536900.00 1441611.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-03-01 2.645 30002887.00 29621230.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-02-01 2.842 1900000.00 1813165.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-02-01 2.475 8567978.00 8418852.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-12-01 2.726 2800000.00 1545643.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-10-01 2.843 900000.00 596405.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-10-01 2.713 6168369.00 4711909.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-09-01 2.845 2297000.00 2117804.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-09-01 2.778 4700000.00 2891616.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-09-01 2.464 7015190.00 4049413.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-09-01 2.536 24633003.00 17132355.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-08-01 3.144 1539606.00 547638.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-08-01 2.939 1128250.00 756765.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-08-01 2.656 6131127.00 4574270.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-08-01 2.910 13075000.00 9542083.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-06-01 2.710 1506196.00 1498482.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-06-01 2.512 5449231.00 4441840.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-05-01 2.399 13109750.00 10199399.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-05-01 2.494 15145511.00 10972027.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-04-01 2.456 1690130.00 795358.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-02-01 2.851 1692257.00 612891.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-02-01 2.641 1007876.00 792184.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-11-01 2.827 1500000.00 727586.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-07-01 2.583 10078403.00 6982230.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-07-01 1.853 16973042.00 12080639.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-06-01 2.302 1735020.00 1444391.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-05-01 2.359 2715865.00 571897.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-04-01 2.504 2675412.00 734517.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-04-01 2.676 3071747.00 1377373.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-04-01 2.597 6054337.00 3193857.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-02-01 2.983 2212322.00 1471878.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-09-20 4.500 132776.00 30887.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-02-20 3.500 8382529.00 2400848.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-12-20 6.500 9707461.00 662634.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-05-20 4.500 5022000.00 737446.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-05-15 5.000 27442.00 8120.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-03-15 5.500 999900.00 49403.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-04-15 5.000 530746.00 28605.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-11-15 5.000 1501681.00 63823.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-02-15 5.500 60000.00 1859.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2034-04-15 5.000 330495.00 26923.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2034-06-15 5.000 11653000.00 935074.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-07-15 5.000 229624.00 20656.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-10-15 5.500 100000.00 4252.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-11-15 6.000 197008800.00 3788612.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-11-15 4.000 5141343.00 4374872.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-07-15 3.500 3608800.00 3367610.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-04-20 4.500 1122711.00 1212055.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-04-20 4.500 1187201.00 1295818.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-15 3.500 1004441.00 1052808.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-15 5.000 1629108.00 1797284.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-04-20 3.999 10000000.00 10492464.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-12-15 3.450 1445424.00 1523582.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2058-10-15 3.000 11927496.00 12410669.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-02-20 4.000 1350553.00 1325767.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-07-20 3.250 1547821.00 1584653.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2058-09-15 3.350 1024334.00 1070881.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2059-02-15 3.649 3165732.00 3393621.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-15 4.000 2136095.00 2266825.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-15 4.500 2082404.00 2270345.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-15 4.500 3636873.00 3899154.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-15 4.500 3664412.00 3929416.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-07-15 4.500 3715832.00 3984680.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-15 4.500 1070928.00 1172235.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-15 5.000 1014330.00 1117102.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-15 5.000 1174891.00 1306827.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-15 4.500 2435498.00 2615923.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-15 4.500 2440901.00 2612882.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-01-01 2.371 6746475.00 2062433.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-01-01 2.576 7136237.00 4430902.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-01-01 2.766 8871380.00 4960998.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-12-01 3.096 15000309.00 9739918.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-08-01 2.354 23538166.00 16687266.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-12-01 3.052 20810496.00 8922001.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-04-01 2.075 13417641.00 7129699.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-01-01 2.835 20061924.00 8285082.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-01-01 2.947 24113024.00 11528803.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-12-01 2.113 6428761.00 524685.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-08-01 2.527 5590000.00 3518648.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-04-01 2.137 1230144.00 814201.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-04-01 2.097 6893770.00 3209532.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-04-01 2.371 17731488.00 10066551.24 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-02-01 2.318 3947249.00 2144957.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-01-01 2.424 3615189.00 1730733.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-01-01 2.012 7516144.00 3525832.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-08-01 5.000 31856800.00 1583316.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 3.500 16728177.00 17210201.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-01 4.000 5728312.00 5710361.64 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-03-01 3.000 3761790.00 3706759.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-02-01 2.500 1114083.00 1073200.24 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-02-01 4.000 6494229.00 5901251.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-11-01 4.500 3807796.00 455897.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-10-01 3.500 2005520.00 861604.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-08-01 4.000 19727561.00 4338939.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-06-01 4.000 3033604.00 2484670.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-05-01 4.500 6685726.00 4512052.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-08-01 5.650 120000.00 114369.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-08-01 5.650 131073.00 125355.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-08-01 3.000 1579258.00 1638896.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-08-01 3.000 7677013.00 7956232.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-07-01 3.500 2472836.00 2592171.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-06-01 3.000 1977962.00 2028205.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-06-01 3.500 3606431.00 3753494.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-05-01 3.000 1611951.00 1640455.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-04-01 3.000 676866.00 688810.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-04-01 3.000 1258261.00 1229042.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-15 4.500 5044631.00 5400026.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-05-15 5.000 111794.00 122912.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-05-15 4.500 1362522.00 1484597.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-03-15 3.500 118465.00 123447.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-12-15 3.500 966596.00 1004297.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-12-15 4.000 2511626.00 2390970.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-12-15 3.500 4159103.00 4322732.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-12-15 3.500 4370550.00 4541394.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-11-20 3.000 1680776.00 1657887.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-11-15 3.500 3106821.00 3222689.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-11-15 4.000 3826670.00 4005323.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-05-15 4.500 2126633.00 2281310.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-04-01 3.000 2398500.00 2432340.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-04-01 3.500 2097582.00 2159490.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-04-01 3.000 2928981.00 2965800.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-04-01 3.000 5317393.00 5395449.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-04-01 3.000 5824882.00 5922117.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-03-01 3.000 1442483.00 1455884.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-03-01 3.000 1620961.00 1641272.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-03-01 3.000 1621321.00 1642492.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-03-01 3.000 3859258.00 3881414.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-02-01 3.000 1630435.00 1639697.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-12-01 3.000 1282018.00 1279573.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-11-01 3.500 1149657.00 1165962.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-10-01 3.000 1247538.00 1079015.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-01-01 3.500 1017712.00 1043216.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-10-01 3.000 8208821.00 7440384.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-09-01 3.500 1500351.00 1498409.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-07-01 2.500 3245297.00 2922308.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-07-01 2.500 12477915.00 11075906.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-07-01 2.500 13200264.00 11834768.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-04-01 3.500 2269937.00 2048075.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-12-01 3.500 1438604.00 919425.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-12-01 3.500 1478029.00 1418430.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-12-01 3.500 1978495.00 1561751.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-09-01 3.500 1036238.00 989027.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-06-01 3.000 4331930.00 3504767.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-05-01 3.500 1255763.00 960480.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-05-01 3.000 35621440.00 26255338.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-04-01 3.500 2477345.00 2169570.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-12-01 3.000 2534578.00 1965155.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-01-01 3.000 27300285.00 19988963.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-10-01 3.000 3046108.00 2529200.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-10-01 3.000 14566780.00 10777464.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-10-01 3.000 17576627.00 12421682.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-09-01 3.500 4059641.00 2949711.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-07-01 3.500 1000000.00 762043.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-06-01 3.500 18475065.00 12807138.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-03-01 3.500 10635000.00 6504634.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-11-01 3.000 6687091.00 4190261.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-06-01 3.000 4799360.00 2616076.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-12-01 2.499 3133372.00 1694146.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-10-01 2.499 2350000.00 1173165.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-08-01 2.500 1631800.00 716202.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-12-01 4.001 1915511.00 762259.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-11-01 2.959 5076560.00 3377919.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-10-01 2.504 4372530.00 2030486.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-10-01 3.214 4500000.00 2248446.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-08-01 2.968 4321977.00 911176.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-08-01 2.362 29538023.00 13234977.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-07-01 2.520 1220000.00 682223.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-07-01 2.496 3818000.00 2030170.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-05-01 2.813 54396799.00 19389144.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-05-01 3.025 31597920.00 18417239.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-03-01 2.833 29758265.00 10439468.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-03-01 2.466 1936000.00 1182917.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-02-01 2.769 1500000.00 828019.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-02-01 2.754 92280859.00 38872520.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-02-01 3.019 8068762.00 3080371.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-12-01 3.246 5998798.00 998337.24 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-12-01 2.979 4450000.00 361447.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-11-01 2.878 51414936.00 22649540.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-10-01 3.210 30513845.00 2785366.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-09-01 4.278 34146460.00 1649307.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-08-01 2.883 24963502.00 12162059.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-06-01 3.095 35565616.00 11323677.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-06-01 3.552 9904883.00 903853.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-05-01 3.565 625000.00 53736.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-03-01 3.237 50000000.00 6123382.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-02-01 3.403 1736573.00 163285.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-02-01 2.810 6157952.00 1322621.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-02-01 3.607 35942253.00 6426867.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-02-01 3.632 3000000.00 356292.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-01-01 3.085 2701000.00 677628.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-01-01 5.000 20000000.00 1665945.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2034-05-01 4.500 8891535.00 477664.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-12-01 5.500 5729101.00 699930.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-06-01 5.000 20000000.00 227281.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-03-01 5.000 5650000.00 96617.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-06-01 3.750 5199372.00 71379.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-11-01 2.753 48502743.00 520644.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-12-01 3.198 16717102.00 68970.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-09-01 3.129 13366108.00 317857.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-06-01 3.398 70000000.00 865994.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-01-01 2.926 30000000.00 215479.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-01-01 3.150 61119686.00 659192.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-02-01 3.040 135719004.00 1691861.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-01-01 2.962 17903100.00 480722.78 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-02-01 6.115 31961121.00 249202.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-01-01 3.270 16835050.00 28618.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-10-01 2.499 23926336.00 11492265.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-03-01 2.500 1700000.00 961330.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-09-01 4.000 35000180.00 9554422.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-08-01 3.500 100000066.00 21287084.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-05-01 5.000 31500000.00 132214.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2018-03-01 5.000 15000000.00 33676.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-12-01 7.500 121241556.00 1062775.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-03-01 5.000 1466255.00 546475.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-03-01 5.000 50436996.00 23760650.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-02-01 4.500 3974877.00 1081075.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-01-01 4.500 6608388.00 3445608.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-01-01 4.500 9854269.00 3557792.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-10-01 5.000 17257443.00 4207328.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-08-01 5.000 3710190.00 1530669.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-08-01 5.000 34942081.00 12240396.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-07-01 5.000 4500000.00 942087.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-03-01 4.500 2400000.00 1006538.64 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-02-01 4.500 10000000.00 2389146.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-01-01 4.500 1125000.00 406867.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-11-01 5.500 1206998.00 431930.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-05-01 4.000 5261672.00 830022.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-05-01 4.500 10179341.00 3009317.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-04-01 4.500 12900000.00 1824615.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-03-01 4.500 4181775.00 1270589.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-08-01 4.500 1050000.00 237717.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2034-04-01 4.500 9693993.00 983096.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-12-01 7.500 47000001.00 257146.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-08-01 6.000 14008462.00 279315.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-08-01 2.835 1515219.00 185668.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-08-01 2.531 2591593.00 407028.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-10-01 6.500 2172751.00 76836.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-11-01 3.379 19906478.00 1417096.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-10-01 3.180 21096246.00 2969314.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-10-01 3.190 58863948.00 10848446.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-09-01 2.654 4000000.00 789551.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-09-01 3.109 9386817.00 1127538.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-12-01 3.452 97882700.00 4043870.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-12-01 3.218 50000000.00 8151478.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-11-01 2.660 1167536.00 309981.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-08-01 3.181 15067930.00 1996205.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-08-01 2.656 24747917.00 5914917.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-08-01 2.653 25076452.00 6047626.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-07-01 3.266 1853956.00 397377.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-07-01 3.120 1585320.00 480468.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-07-01 2.236 3604900.00 845039.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-07-01 3.355 13438525.00 1122624.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-07-01 2.486 6644486.00 1496424.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-07-01 3.129 45380744.00 3262257.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-07-01 3.474 24602945.00 3620876.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-06-01 3.666 12677002.00 1010058.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-06-01 3.798 30013693.00 3979508.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-05-01 3.660 387418.00 67068.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-05-01 3.765 25072757.00 2411683.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-05-01 3.498 30205330.00 3727601.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-02-01 3.615 25544585.00 2993232.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-01-01 3.524 18210245.00 487939.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-01-01 3.496 15501716.00 4298269.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-11-01 4.926 2064010.00 1663445.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-06-01 3.556 9437588.00 9547857.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-09-01 2.907 10475314.00 4326477.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-08-01 4.405 12439436.00 1527566.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-06-01 3.595 11150730.00 2428740.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-05-01 3.338 24098812.00 17856313.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-02-01 3.222 4666512.00 1064237.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-11-01 3.351 50000000.00 4114911.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-08-01 4.253 17104893.00 1353994.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-07-01 3.408 3000000.00 213883.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-05-01 3.597 18765627.00 1847941.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-03-01 3.198 1240000.00 57588.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-06-01 4.000 3508714.00 2590109.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-05-01 3.000 2104200.00 2111206.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-02-01 3.500 5006268.00 4678353.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-01-01 3.000 1956000.00 1949358.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-09-01 4.000 6693225.00 1903264.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-08-01 4.000 7414693.00 2729405.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-08-01 3.500 2014056.00 1989043.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-06-01 2.951 3237524.00 296468.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-10-01 3.274 31548960.00 393302.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-10-01 3.041 47886489.00 2802255.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-10-01 2.830 4842772.00 185493.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-09-01 2.875 16160649.00 1152347.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-08-01 2.725 6937420.00 161065.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-08-01 2.876 5000000.00 221699.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-08-01 3.129 55034200.00 1076322.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-07-01 3.282 66577531.00 3692699.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-06-01 3.641 24041216.00 1359458.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-05-01 3.326 23000000.00 1434783.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-01-01 3.174 1962515.00 108791.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-02-01 2.944 1669260.00 159679.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-01-01 2.821 1399623.00 175367.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-11-01 3.399 50000000.00 715023.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-11-01 3.519 75020134.00 1206167.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-11-01 3.399 1046000.00 50261.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-10-01 2.855 13209243.00 1881926.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-09-01 2.720 80493603.00 5558144.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-08-01 3.091 12786543.00 894039.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-08-01 2.589 9762669.00 1259739.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-05-01 3.384 5000000.00 239647.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-04-01 2.730 1896600.00 1277358.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-01-01 2.575 718450.00 134147.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-01-01 3.056 3500000.00 374961.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-04-01 3.028 98625000.00 6188465.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-01-01 3.101 1075000.00 54131.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-09-01 2.996 33534568.00 3506389.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-02-01 3.694 71103000.00 7563204.64 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-02-01 2.947 4350000.00 61565.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-08-01 3.000 1400000.00 756301.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-07-01 2.500 1280.00 604.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-06-01 2.500 16106762.00 7780600.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-03-01 2.500 19968982.00 7934326.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-12-01 3.000 2707200.00 873426.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-01-01 3.000 50000000.00 20026841.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-11-01 3.500 27074397.00 8611827.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-06-01 4.500 2764339.00 449783.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-06-01 3.000 1000000.00 169392.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-05-01 3.999 12212037.00 3767210.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-04-01 3.999 2944748.00 926949.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-04-01 3.999 35000000.00 9476250.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-03-01 3.999 46020635.00 11604156.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-02-01 3.500 26738896.00 8556147.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-02-01 5.000 1120000.00 269974.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-02-01 3.500 6450350.00 549035.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-01-01 3.500 37255872.00 7852979.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-01-01 4.000 46845721.00 11223563.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-01-01 3.500 251632079.00 69865455.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-09-01 4.000 19544533.00 4754528.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-06-01 4.000 5000000.00 1278245.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-02-01 4.000 15140026.00 2983520.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-01-01 5.000 4215925.00 975238.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-01-01 5.000 4905541.00 995641.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-12-01 5.500 943155.00 33914.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-06-01 5.000 1073829.00 190391.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-06-01 3.726 662556.00 32334.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-05-01 3.365 47273550.00 5514631.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-03-01 2.919 27976029.00 9201125.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-08-01 3.000 12412540.00 12761084.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-07-01 3.999 20777042.00 22025321.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-07-01 4.000 3357157.00 3098008.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-06-01 4.000 1035098.00 885878.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-04-01 3.000 5736979.00 5769538.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-05-01 3.500 3000000.00 1704143.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-03-01 2.500 5000000.00 3283719.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-08-01 2.512 1450000.00 155040.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-04-01 3.208 5000000.00 280609.24 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-02-01 3.370 1080270.00 199002.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-08-01 2.976 3401270.00 250315.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-02-01 3.248 14194906.00 1293342.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-01-01 3.347 925000.00 33634.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-01-01 3.294 13399618.00 1021525.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-10-01 3.000 7190000.00 1263839.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-08-01 3.000 1988138.00 2046963.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-08-01 2.500 3532423.00 3587822.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-08-01 3.500 4270892.00 4486130.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-08-01 4.000 6891834.00 7312833.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-06-01 3.000 4885600.00 4923045.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-06-01 3.500 298315.00 274936.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-05-01 2.499 208507648.00 152361009.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-04-01 3.000 11701600.00 8223761.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-01-01 2.500 5100000.00 4878444.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-01-01 3.000 2000000.00 1590655.78 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-12-01 3.000 250000.00 243392.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-10-01 4.500 2650000.00 675655.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 4.000 1669764.00 1763488.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-01 3.000 5349735.00 5419648.60 Agency Mortgage-Backed Securities Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0108 8500000000.00 8500000000.00 0.1254 N Y Y N - N/A - NOMURA SEC INTL REPO NOMURA SEC INTL REPO 655362 0000902266 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2028-02-15 0.000 64500.32 50606.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-12-31 1.375 4567200.00 4582775.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-30 2.000 23352400.00 23834681.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-10-31 1.250 9662000.00 9547292.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-31 1.875 16397800.00 16291542.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-31 2.000 78866200.00 79999901.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-08-15 4.000 1693300.00 1740164.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-07-31 1.625 79445000.00 79991493.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-15 1.250 48292000.00 56612512.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-04-30 1.375 12258400.00 12226629.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-03-31 1.875 78779300.00 79999935.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-03-31 1.375 45987200.00 46233597.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-15 0.625 18427200.00 19841827.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-02-15 0.000 193100.00 192092.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-11-15 9.000 373200.00 417869.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2017-12-07 0.000 78644700.00 78437077.99 U.S. Treasuries (including strips) Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0105 500000000.00 500000000.00 0.0074 N Y Y N - N/A - OVERSEAS PRIVATE INVEST OVERSEAS PRIVATE INVEST 690353W37 U.S. Government Agency Debt Y 2017-09-07 2025-06-15 2025-06-15 N Y U.S. GOVT. SECURITIES 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0109 50031250.00 50031250.00 0.0007 N N Y N - N/A - OVERSEAS PRIVATE INVEST OVERSEAS PRIVATE INVEST 690353S81 U.S. Government Agency Debt Y 2017-09-07 2028-02-15 2028-02-15 N Y U.S. GOVT. SECURITIES 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0109 10006250.00 10006250.00 0.0001 N N Y N - N/A - OVERSEAS PRIVATE INVEST OVERSEAS PRIVATE INVEST 690353U21 U.S. Government Agency Debt Y 2017-09-07 2028-02-15 2028-02-15 N Y U.S. GOVT. SECURITIES 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0109 53633500.00 53633500.00 0.0008 N N Y N - N/A - OVERSEAS PRIVATE INVEST OVERSEAS PRIVATE INVEST 690353T98 U.S. Government Agency Debt Y 2017-09-07 2039-10-15 2039-10-15 N Y U.S. GOVT. SECURITIES 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0108 15009375.00 15009375.00 0.0002 N N Y N - N/A - PRUDENTIAL INSUR (REPO) PRUDENTIAL INSUR (REPO) 74436R 0000729057 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2018-05-15 0.000 50000000.00 49597500.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2037-02-15 0.000 80000000.00 47838000.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2043-08-15 0.000 50000000.00 24097500.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2044-11-15 3.000 30000000.00 31862250.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2029-08-15 0.875 50000000.00 37612499.99 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2045-05-15 3.000 40000000.00 42432000.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2045-11-15 0.000 80000000.00 36006000.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2044-05-15 0.000 30000000.00 34080750.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2036-02-15 0.000 73000000.00 45141375.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2030-05-15 0.000 60000000.00 44140500.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2034-11-15 0.000 60000000.00 38403000.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2035-05-15 0.000 60000000.00 37867500.00 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING A1 S&P RATING A-1+ 2017-09-01 2017-09-01 2017-09-01 N N N 0.0110 459881250.00 459881250.00 0.0068 N Y Y N - N/A - PRUDENTIAL LEG INSUR NJ PRUDENTIAL LEG INSUR NJ 744400 0001638427 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2039-05-15 0.000 100000000.00 55207500.00 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-1 2017-09-01 2017-09-01 2017-09-01 N N N 0.0110 54125000.00 54125000.00 0.0008 N Y Y N - N/A - RBC CAPITAL MARKETS RBC CAPITAL MARKETS 549300LCO2FLSSVFFR64 780050 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2023-09-30 1.375 68132100.00 66564922.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2047-08-20 3.500 25426535.00 26591494.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2046-07-20 3.000 406059.00 375158.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2047-04-20 3.999 13804.00 14386.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2047-04-20 3.999 49417537.00 51908710.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2032-08-01 3.000 87476683.00 90518998.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2044-05-01 4.000 153593128.00 103973473.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2047-05-01 3.999 352142041.00 364920580.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2046-02-01 4.000 24152411.00 22090733.84 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2046-05-01 3.500 104000000.00 97045889.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2047-08-01 3.500 1587316.00 1648942.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2047-08-01 4.000 18768842.00 19886185.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2020-07-20 1.600 400000.00 400931.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2043-06-01 3.500 17007430.00 9944858.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2041-11-01 4.000 37994384.00 18024440.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2042-06-01 3.500 35000000.00 18590386.45 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING P-2 S&P RATING A-1+ 2017-09-01 2017-09-01 2017-09-01 N N N 0.0106 875000000.00 875000000.00 0.0129 N Y Y N - N/A - RBC DOMINION SECURITIES RBC DOMINION SECURITIES 781000 0000029617 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-20 2.500 19500000.00 19623831.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-08-15 4.500 300000000.00 42313824.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-15 4.500 300000000.00 41271100.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-15 5.000 350000000.00 41469532.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-07-15 4.500 350000000.00 41792587.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-07-15 5.000 399760350.00 41431459.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-20 3.500 39999000.00 40876034.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-03-20 3.999 70829218.00 40244810.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-20 3.500 50000000.00 38406686.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-20 3.999 99655680.00 38041409.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-01 3.999 36389881.00 32359444.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-08-01 4.500 168925000.00 35240158.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-07-25 2.250 30000000.00 19391093.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-01 4.500 43508793.00 39705522.24 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2017-09-01 2017-09-01 2017-09-01 N N N 0.0106 500000000.00 500000000.00 0.0074 N Y Y N - N/A - ROYAL BANK OF CANADA(NY) ROYAL BANK OF CANADA(NY) 780070 0001000275 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-20 6.959 4848994.00 4801116.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-15 4.000 4021.00 1151.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-20 2.500 27385000.00 3270751.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-20 2.124 30920381.00 6805589.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-20 2.375 45600000.00 8370864.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-20 2.375 16500000.00 3031294.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-01-20 2.375 24613929.00 4472533.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-08-20 2.124 26000000.00 4940379.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-07-20 2.125 29289778.00 6614015.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-05-20 2.625 47980000.00 7880850.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-01-20 2.375 36047093.00 6388527.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-08-20 2.124 10250000.00 2741786.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-08-20 2.125 14751131.00 3271643.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-09-15 4.500 3769.00 540.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-06-20 3.999 28677632.00 30260745.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-04-20 3.000 12394711.00 12641453.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-20 3.000 6947926.00 6633725.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 3.000 10000000.00 5946511.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-20 3.999 22624508.00 13538766.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-20 3.500 15400344.00 6612180.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2030-09-20 3.500 1061115.00 572799.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-08-20 3.500 13663664.00 6055029.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-20 3.000 13786359.00 7360696.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-06-20 3.000 10761306.00 5381521.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-20 3.000 8500000.00 3985541.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2030-04-20 3.000 418163.00 156440.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-20 3.000 14071731.00 4020872.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-20 3.500 53495705.00 8624404.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-20 2.625 26095000.00 6472154.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-20 2.625 30840567.00 7000000.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2025-11-01 3.000 4754999.00 872666.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-06-01 3.795 19557100.00 1242672.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-10-01 3.101 1685706.00 192467.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-05-01 3.654 1656.00 140.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-05-01 3.579 16169000.00 1696475.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-01 3.439 10021034.00 1524361.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-11-01 3.500 197803.00 124790.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-01 5.000 1437.00 618.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-01-01 4.214 928609.00 196870.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-01-01 3.511 10001676.00 716288.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-01 3.205 29600325.00 2783779.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-07-01 3.017 12063271.00 2119665.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2026-01-01 3.500 1940.00 590.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-02-01 3.565 20005835.00 1462040.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-09-01 3.184 12186000.00 701668.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-07-01 3.528 21790962.00 1529199.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-07-01 3.609 12066596.00 832313.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-06-01 2.988 17332394.00 17831667.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-06-01 2.793 25451309.00 25133543.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2031-03-01 3.000 2125948.00 1938705.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-01 4.000 1401661.00 1175487.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2031-03-01 3.000 1950104.00 1683847.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2031-03-01 3.000 2283278.00 1988471.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-01 4.000 30922429.00 30483255.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-01 4.000 4625452.00 4313111.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-01 3.496 24853542.00 1539246.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-06-01 3.205 22520170.00 638906.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-07-01 3.314 9948.00 582.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-25 3.273 2303704.00 220808.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-01 3.500 2007.00 1829.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2029-01-01 3.000 3005146.00 2081224.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-01 3.246 5091000.00 1996167.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-04-01 3.500 27635748.00 19545611.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-06-01 4.500 10000000.00 10933553.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-01 5.000 24763893.00 26438214.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-03-01 3.999 20240443.00 20634381.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-03-01 3.999 29963418.00 30826194.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-01 3.500 53097695.00 53661584.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2031-08-01 2.500 49257957.00 45552507.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-12-01 2.500 1134.00 580.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-01 3.500 58234080.00 32687648.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-01 2.973 4333000.00 2111831.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-06-01 3.080 4441482.00 4606819.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-03-01 3.120 10422900.00 10863854.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2025-05-01 2.790 14263000.00 14490423.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-10-01 3.083 26000000.00 21996155.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-01 3.411 5444338.00 4627894.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-01-01 2.172 4600000.00 2839928.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-02-01 3.063 10553221.00 2532550.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-01 3.548 5482547.00 865793.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-01 2.865 6216000.00 1665486.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-01 3.313 13554129.00 948147.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-01 3.214 25961885.00 3960899.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-06-01 3.637 22088000.00 2373398.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-04-01 3.560 3830106.00 924599.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-02-01 3.451 26525405.00 4051231.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-15 3.500 1000000.00 1229864.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2029-01-25 3.500 25705192.00 26892485.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-25 3.000 22819388.00 13097099.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-25 3.500 78829299.00 45578725.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 2.500 16048476.00 8950176.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-07-25 3.999 19936.00 9642.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-25 3.000 1500000.00 1422513.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-01-25 3.000 3549365.00 2045283.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 3.000 2000000.00 1581580.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 1.732 3317238.00 344918.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2028-07-15 6.500 19800000.00 687854.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-01 3.000 61070563.00 60147049.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-01 4.500 27671.00 19164.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-01 3.999 8825.00 8709.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-01 4.000 1145.00 595.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-01 2.480 3348617.00 2917995.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-06-01 2.959 49846399.00 50953710.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-01 2.746 20051304.00 13801990.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-01 2.947 3809000.00 1821140.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-01 2.121 27735871.00 12858086.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-01 2.319 4000000.00 1697811.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-01 2.527 12551650.00 7900688.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-01 2.295 3879900.00 2074609.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-01 2.504 3812580.00 2238363.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-04-01 2.444 19791436.00 10477572.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-04-01 2.524 19076914.00 11067264.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2030-10-01 3.500 1003326.00 718512.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2029-08-01 3.500 180546.00 116892.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-11-01 2.500 357621.00 185997.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-01 2.499 3900000.00 2189136.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-01-01 2.946 39826552.00 22680262.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-01 2.595 10000000.00 4881219.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-08-01 3.129 20128050.00 2147169.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-04-01 3.649 50081552.00 3565970.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-01 3.472 8543000.00 1680863.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-05-01 3.447 25992179.00 7522424.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-08-01 3.186 20999870.00 614285.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-01 3.039 47001541.00 2223727.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-10-01 3.129 15285563.00 1401292.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2026-01-01 3.999 331608.00 104001.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-06-01 6.500 28596544.00 1631019.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-01 2.854 1302515.00 700924.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-01 2.263 656173.00 258860.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-01 3.509 6947000.00 963331.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-01 3.603 10587155.00 1526639.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-06-01 6.500 1502733.00 104658.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-07-01 6.049 7647270.00 345249.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-01-01 3.259 758642.00 32798.44 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-01 2017-09-01 2017-09-01 N N N 0.0106 925000000.00 925000000.00 0.0136 N Y Y N - N/A - SOCIETE GENERALE- NY SOCIETE GENERALE- NY O2RNE8IBXP4R0TD8PU41 83365N 0000906433 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash Y N Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2037-05-20 1.530 1828.00 98.64 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2034-12-16 1.477 30642857.00 5183686.02 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2035-02-16 1.457 75428571.00 11864267.77 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2034-03-16 1.577 59200000.00 3113597.63 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2034-01-20 1.530 70572000.00 3904382.82 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2023-11-26 1.583 7329511.00 604371.13 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2033-05-16 1.777 23722946.00 1448134.50 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2027-12-20 2.250 47601438.00 126430.03 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2027-11-20 2.250 16762014.00 64175.78 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2027-11-20 2.250 260595902.00 805511.10 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2027-10-20 2.250 30793970.00 111816.98 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2027-10-20 2.250 568524778.00 2045515.91 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2027-09-20 2.125 189825324.00 434619.12 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2027-08-20 2.125 192217675.00 671691.43 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2027-07-20 2.125 21028840.00 92738.51 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2027-07-20 2.125 69768735.00 184932.69 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2027-06-20 2.625 27116857.00 129406.38 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2028-05-20 2.625 95097861.00 521551.45 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2027-05-20 2.625 239056718.00 790457.95 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2028-04-20 2.625 11167003.00 55961.23 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2028-02-20 2.375 24828703.00 146267.13 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2028-02-20 2.375 20000000.00 214220.95 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2026-06-20 2.625 100000000.00 489897.67 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2026-06-20 2.625 232713257.00 638370.97 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2026-05-20 2.625 67060895.00 213888.76 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2046-07-20 3.000 100000000.00 92390205.06 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2045-11-20 3.500 1735223.00 1282772.33 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2046-04-20 3.500 3577335.00 2960895.42 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2046-03-20 3.500 473195.00 370245.51 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2047-04-01 3.500 16986970.00 17094075.21 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2032-03-01 3.000 19282.00 19085.37 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2019-09-30 1.750 49949800.00 50721053.57 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2020-08-15 2.625 57271600.00 59285344.15 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2023-07-31 1.250 59714100.00 57731173.23 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2023-07-15 0.375 94416800.00 100963486.63 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2018-06-30 2.375 208000.00 210749.78 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2019-05-15 3.125 1501200.00 1560707.48 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2022-04-15 0.125 632210400.00 637750202.73 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2021-04-15 0.125 68628600.00 71166839.29 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2020-04-15 0.125 32910100.00 34579674.23 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2019-04-15 0.125 144754400.00 151569013.31 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2023-03-31 1.500 1529800.00 1513462.48 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2024-01-15 0.625 84302500.00 90774273.99 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2022-01-15 0.125 51053900.00 55478103.38 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2019-01-15 2.125 3596800.00 4237237.84 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2043-11-15 3.750 8206000.00 9909302.47 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2020-08-15 8.750 99998800.00 121394603.03 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2045-02-15 0.750 4737800.00 4724961.14 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2044-02-15 1.375 4606100.00 5369488.39 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2039-02-15 3.500 6547900.00 7551303.39 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2021-02-15 7.875 800.00 972.23 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2026-01-15 2.000 46836200.00 65609660.62 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2043-11-15 0.000 5972500.00 2863395.67 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2044-08-15 0.000 300.00 140.73 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2043-08-15 0.000 1492000.00 719218.59 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2041-08-15 0.000 84534300.00 43780313.96 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2020-05-15 0.000 850000.00 818771.00 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2045-02-15 0.000 23890000.00 11004211.80 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2017-11-09 0.000 800.00 798.53 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2018-07-19 0.000 800.00 791.59 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2020-06-01 5.722 77112475.00 126369.16 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2017-11-01 0.000 25000000.00 24956000.00 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2017-10-31 0.000 22144000.00 22106133.76 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2017-09-07 2017-09-07 2017-09-07 N N N 0.0110 1750000000.00 1750000000.00 0.0258 N N Y N - N/A - U.S. TREASURY BILLS U.S. TREASURY BILLS 912796ML0 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-01-11 2018-01-11 2018-01-11 N N N 0.0112 448366500.00 448366500.00 0.0066 N Y Y N - N/A - U.S. TREASURY BILLS U.S. TREASURY BILLS 912796MC0 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-11-16 2017-11-16 2017-11-16 N N N 0.0103 499027300.00 499027300.00 0.0074 N Y Y N - N/A - U.S. TREASURY BILLS U.S. TREASURY BILLS 912796MJ5 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-12-28 2017-12-28 2017-12-28 N N N 0.0111 647887760.00 647887760.00 0.0096 N Y Y N - N/A - U.S. TREASURY BILLS U.S. TREASURY BILLS 912796MH9 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-12-21 2017-12-21 2017-12-21 N N N 0.0112 797568720.00 797568720.00 0.0118 N Y Y N - N/A - U.S. TREASURY BILLS U.S. TREASURY BILLS 912796LV9 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-28 2017-09-28 2017-09-28 N N N 0.0099 74947972.50 74947972.50 0.0011 N Y Y N - N/A - U.S. TREASURY FRNS U.S. TREASURY FRNS 912828T75 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-09-01 2018-10-31 2018-10-31 N N N 0.0118 300690990.00 300690990.00 0.0044 N Y Y N - N/A - U.S. TREASURY NOTES U.S. TREASURY NOTES 912828UR9 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-02-28 2018-02-28 2018-02-28 N N N 0.0114 249560550.00 249560550.00 0.0037 N Y Y N - N/A - U.S. TREASURY NOTES U.S. TREASURY NOTES 912828PY0 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-02-28 2018-02-28 2018-02-28 N N N 0.0115 252023650.00 252023650.00 0.0037 N Y Y N - N/A - U.S. TREASURY NOTES U.S. TREASURY NOTES 912828UU2 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-04-02 2018-04-02 2018-04-02 N N N 0.0117 143637192.00 143637192.00 0.0021 N Y Y N - N/A - U.S. TREASURY NOTES U.S. TREASURY NOTES 912828QB9 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-04-02 2018-04-02 2018-04-02 N N N 0.0112 100982580.00 100982580.00 0.0015 N Y Y N - N/A - U.S. TREASURY NOTES U.S. TREASURY NOTES 912828K25 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-04-16 2018-04-16 2018-04-16 N N N 0.0119 333080197.40 333080197.40 0.0049 N Y Y N - N/A - U.S. TREASURY NOTES U.S. TREASURY NOTES 912828QG8 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-04-30 2018-04-30 2018-04-30 N N N 0.0117 100927730.00 100927730.00 0.0015 N Y Y N - N/A - U.S. TREASURY NOTES U.S. TREASURY NOTES 912828UZ1 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-04-30 2018-04-30 2018-04-30 N N N 0.0119 323749497.50 323749497.50 0.0048 N Y Y N - N/A - UBS SECURITIES LLC REPO UBS SECURITIES LLC REPO T6FIZBDPKLYJKFCRVK44 905310 0000230611 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-02-15 1.375 7826900.00 9124085.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2042-02-15 0.750 169500.00 178182.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-02-15 2.125 5140000.00 7303896.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-02-15 2.125 8025000.00 11495543.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-01-15 2.500 10637800.00 14824566.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-01-15 1.750 10656400.00 14091221.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-01-15 2.375 3617200.00 5190482.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-01-15 2.000 340100.00 476423.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-07-15 0.375 6468000.00 6468564.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-07-15 0.125 8278000.00 8283599.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-07-15 0.375 19225800.00 19979652.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-15 0.125 150300.00 154117.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-07-15 0.125 11119000.00 11914945.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-07-15 0.625 434300.00 485788.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2019-07-15 1.875 1750000.00 2093620.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-04-15 0.125 280300.00 290666.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-04-15 0.125 33470000.00 35167978.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2019-04-15 0.125 22612000.00 23676506.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2018-04-15 0.125 19511200.00 20622190.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-01-15 0.375 459400.00 463897.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-15 0.250 2372100.00 2440571.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-15 0.625 6423000.00 6916083.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-01-15 0.125 11313500.00 11999419.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-01-15 0.125 22649000.00 24611705.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2019-01-15 2.125 6034000.00 7108400.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2018-01-15 1.625 181311400.00 213294464.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-04-15 3.375 21553100.00 41820668.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-04-15 3.625 215600.00 435660.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-02-15 0.875 103900.00 104523.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2046-02-15 1.000 8518600.00 8982619.16 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2017-09-01 2017-09-01 2017-09-01 N N N 0.0115 500000000.00 500000000.00 0.0074 N Y Y N - N/A - WELLS FARGO SEC LLC WELLS FARGO SEC LLC 949750 0001224385 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-04-01 5.000 2325000.00 1048230.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-04-01 4.000 160000.00 94903.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-02-01 4.000 450000.00 207061.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-12-01 5.000 252261.00 91010.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-12-01 4.000 1250000.00 483661.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-09-01 5.000 249784.00 152352.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-06-01 5.000 781743.00 422799.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-05-01 6.500 96000.00 45135.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-06-01 3.555 1662633.00 1132439.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-06-01 5.500 126652.00 72108.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-02-01 5.500 30080.00 17758.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-07-01 2.500 1551696.00 857328.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-11-01 5.000 25059.00 14450.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-03-01 5.000 332966.00 178183.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-11-01 4.000 35000.00 23429.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-09-01 3.500 2410114.00 1651820.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-08-01 4.500 1182699.00 610048.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-05-01 5.000 26494.00 14701.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-01 3.500 39698.00 25925.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-02-01 4.000 25000.00 16584.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-01-01 3.500 53344.00 34547.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-08-01 3.000 210000.00 138121.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-01 3.000 500000.00 325638.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-03-01 3.000 69000.00 39599.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-03-01 3.500 3928539.00 2678604.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-01 3.000 2500000.00 1611747.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-01 3.000 12000000.00 7736595.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-11-01 5.500 50709.00 31845.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-09-01 5.000 450499.00 278399.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-07-01 5.000 504744.00 332643.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-01 3.500 800000.00 479888.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-11-01 3.000 335000.00 229329.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-01 3.500 86296.00 35946.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-01 3.000 1082616.00 649490.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-07-01 3.500 1014719.00 668645.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-08-01 3.500 4400000.00 2921912.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-01 4.000 830000.00 418962.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-01 4.000 1200000.00 802808.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-11-01 3.000 689935.00 677541.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 4.000 28700120.00 28232197.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-03-01 3.500 18424974.00 18184177.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 4.000 14042.00 13844.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 3.000 67325388.00 66109664.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-07-01 2.000 9097089.00 8917371.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-11-01 3.500 37593145.00 36798963.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-05-01 4.000 2828129.00 2784844.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-03-01 5.000 2142013.00 2102289.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-02-01 3.500 21807526.00 21542877.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-07-01 3.000 1254685.00 1238457.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 3.000 807140.00 795409.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-01 3.000 84059.00 82516.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-01 3.000 329577.00 322658.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 3.000 625559.00 613564.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 3.500 58162333.00 57181006.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-01 3.000 937820.00 920565.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 3.000 489170.00 480778.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-12-01 4.000 4879088.00 4798484.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-11-01 3.000 205854.00 202625.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-07-01 3.500 5857927.00 5765608.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 3.000 3134744.00 3082270.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-06-01 3.500 128197.00 126170.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-07-01 3.000 2500000.00 2452911.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 3.000 14686481.00 14484004.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 3.000 25821.00 25370.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 3.000 25000000.00 24516335.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-05-01 3.000 1230734.00 1214224.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-05-01 2.480 400000.00 393072.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-03-01 3.000 100000.00 98200.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2021-10-01 3.109 40000.00 39413.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 3.000 1134627.00 1116672.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-12-01 3.000 7945829.00 7799520.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 3.000 1176000.00 1157931.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-12-01 3.000 547691.00 536481.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-12-01 3.000 62332705.00 61161367.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-11-01 3.000 16887633.00 16555968.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 3.000 1452902.00 1424994.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-01 4.000 500000.00 319375.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-06-01 3.500 1800000.00 1229044.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-06-01 3.500 75000.00 36265.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-05-01 3.500 1131609.00 636693.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 4.000 2431519.00 949699.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-03-01 3.500 7430000.00 3350787.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-02-01 4.000 1533239.00 748277.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-12-01 4.000 220000.00 81428.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-09-01 4.000 4825000.00 2042875.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-08-01 4.000 2000000.00 953664.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-08-01 4.500 2251932.00 782304.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-06-01 5.000 99611.00 49407.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-04-01 4.500 4573.00 1752.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-01-01 3.500 1200000.00 809044.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2022-12-01 5.500 912437.00 534918.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-08-01 5.000 65834.00 29844.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-05-01 5.000 45973.00 22907.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-04-01 5.000 62658.00 32815.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-04-01 5.000 94925.00 46046.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-01-01 5.500 54990.00 32778.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-04-01 2.950 28369326.00 18056205.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-01 2.315 20000.00 11182.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-04-01 2.499 10000000.00 5370195.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2022-12-01 2.500 1100000.00 379585.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-09-01 3.120 3146388.00 2162665.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-06-01 3.536 4000000.00 1449908.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-03-01 5.000 47745.00 17185.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-01-01 4.000 3000.00 1073.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-01-01 4.000 45000.00 19047.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-10-01 5.000 57932.00 24349.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-03-01 4.500 2565000.00 1041579.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-01-01 4.500 2217146.00 801852.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-01-01 4.500 2105000.00 888687.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-11-01 4.000 50000.00 28513.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-09-01 4.000 15019.00 7801.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-03-01 3.000 13938000.00 9331949.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-12-01 4.000 3020000.00 1315523.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-11-01 3.000 86977.00 59384.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-03-01 4.000 770000.00 260838.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-10-01 2.729 4665898.00 1774794.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-05-01 3.244 3200000.00 1621566.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2022-08-01 2.500 1000000.00 350794.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-03-01 3.000 84326710.00 35051708.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-09-01 3.500 200000.00 77556.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-06-01 4.000 533557.00 254492.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-08-01 3.500 2200000.00 1365998.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-06-01 3.000 1150000.00 746668.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-06-01 3.000 1250000.00 805883.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-04-01 3.000 1250000.00 803812.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-04-01 3.500 1378000.00 641020.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-03-01 3.500 1555000.00 629380.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-03-01 3.500 1550000.00 656488.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-03-01 3.000 2400000.00 1124908.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-01-01 3.000 1400000.00 805595.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-12-01 3.000 4442000.00 2774455.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-06-01 2.000 1800000.00 1030679.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-02-01 3.000 4099000.00 2616878.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-02-01 2.000 10340000.00 5965212.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-12-01 3.000 122096.00 81019.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-11-01 3.999 16000.00 6676.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-10-01 3.500 25000.00 14308.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-08-01 3.500 4000.00 2334.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-07-01 4.500 140457.00 73329.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-06-01 5.000 279882.00 109584.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-01 3.000 5593100.00 3821978.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-03-01 4.000 5269.00 2375.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-03-01 4.500 699000.00 289333.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-02-01 3.500 4000.00 2191.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-09-01 4.500 1249224.00 799532.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-12-01 3.500 152206.00 103011.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-12-01 4.000 2322763.00 788378.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-09-01 6.000 1750274.00 1024105.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-05-01 4.000 184611.00 64169.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2021-04-01 4.000 121871.00 48759.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-10-01 4.500 20000.00 10579.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-08-01 4.500 7000.00 3475.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-02-15 6.000 152404589.00 3615215.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-01-15 6.000 48475556.00 1683732.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-11-15 6.000 21355371.00 2795103.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-09-15 5.500 1470.00 95.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-04-15 6.000 16438212.00 1575826.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-11-15 6.000 199994624.00 11783000.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-15 3.000 1020885.00 952906.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-12-20 3.000 855376.00 465480.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-20 3.500 41837367.00 43431855.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-01-20 3.000 10808480.00 8905383.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-09-15 7.500 200000000.00 864954.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-08-15 6.000 1180.00 31.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-08-15 7.500 101026318.00 386094.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-07-15 7.000 439791422.00 2678502.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-03-15 7.000 7607.00 89.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-02-15 6.999 199904456.00 2062606.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2022-12-15 8.500 50000000.00 305005.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-08-15 7.000 82568946.00 536167.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-08-15 7.000 101000000.00 1026749.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-03-15 7.000 50553550.00 309606.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-01-15 7.000 51646148.00 292313.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-09-15 7.500 100003804.00 311917.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-12-15 3.500 431254.00 57727.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-04-15 3.500 9077500.00 2344155.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-12-15 3.500 263585.00 28401.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-12-15 5.500 16607749.00 4557757.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-20 4.500 1544344.00 1685550.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-20 4.500 1196343.00 1312424.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-20 4.500 3148056.00 3440337.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-15 4.500 5150691.00 5614946.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-15 4.500 5797062.00 6283753.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-15 4.000 1423083.00 1536930.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-15 3.000 1000716.00 1020933.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-20 4.500 2219838.00 2429084.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-15 4.500 1000.00 1080.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-20 4.500 1002072.00 1101237.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-20 4.500 1786592.00 1955036.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-15 5.000 1000.00 1098.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-06-15 4.000 412830.00 427972.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-07-15 3.000 1999800.00 1640079.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-01-15 3.000 2089995.00 1112655.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-08-15 4.000 78305628.00 31842981.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-05-15 3.999 337668.00 201409.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-20 4.000 114255.00 121316.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-20 4.000 7193782.00 7731159.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-20 4.000 1990930.00 2135834.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-20 4.500 3890338.00 4284833.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-20 4.000 1644818.00 1768911.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-20 4.000 1833223.00 1971527.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-20 4.000 165005.00 176018.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-20 4.000 4913240.00 5186523.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-20 4.500 1029866.00 1111750.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-15 4.500 2081581.00 2275495.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-15 4.500 984606.00 1056835.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-20 5.000 1629046.00 1751456.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-20 4.500 1246658.00 1367821.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-20 4.500 1130427.00 1243365.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-20 4.000 3033170.00 3215738.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-20 3.000 30337109.00 31019376.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-08-20 3.000 100344.00 104528.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-07-20 2.500 654621.00 665892.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-20 5.000 228837.00 242682.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-20 3.500 14319376.00 14893214.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-09-20 4.000 1000.00 800.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-08-20 3.500 100000048.00 93506772.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-06-20 3.500 364754736.00 324600088.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-20 5.000 2134536.00 2252398.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-05-20 3.500 815568.00 702884.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-05-20 3.500 903746.00 936394.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-20 4.500 131621.00 136621.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-04-20 3.500 162583620.00 150212654.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-11-20 3.500 20202000.00 14934430.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-10-20 3.500 66107496.00 47373751.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-09-20 3.500 1038.00 729.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-07-20 3.500 150000000.00 104540224.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-05-20 3.999 93357080.00 54639074.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-05-20 3.500 150000000.00 98842624.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-05-20 2.500 1711837.00 1243037.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-04-20 4.500 97779936.00 41527923.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-04-20 3.500 143642736.00 89836808.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-03-20 3.999 565408.00 321262.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-12-20 4.500 44804513.00 17166543.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-12-20 3.999 565443828.00 260474716.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-11-20 3.999 8704797.00 3761735.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-10-20 4.000 350000000.00 146896551.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-10-20 4.500 427521638.00 160242129.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-09-20 3.999 114625033.00 46977956.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-08-20 4.000 95365100.00 38920454.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-08-20 4.500 173805824.00 65192248.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-07-20 2.500 1000.00 584.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-05-20 3.999 393896839.00 149957206.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-20 4.500 1033.00 397.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-20 4.000 31665920.00 12402117.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-03-20 3.999 163008489.00 92952350.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-02-20 4.500 7565900.00 3061270.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-02-20 3.999 39914330.00 20300920.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-02-20 4.500 200227675.00 75777507.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-20 3.000 43007520.00 24339555.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-20 3.500 77009164.00 36522565.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-12-20 3.500 281499.00 134007.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-11-20 3.000 13609408.00 7211113.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-20 3.500 1547.00 714.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-20 3.500 2040256.00 952352.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-07-20 3.000 3441.00 1738.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-01-20 2.499 3000000.00 1498664.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-11-20 3.500 1347.00 695.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-11-15 3.000 2000.00 983.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-15 3.000 24064.00 13063.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-15 3.000 19077100.00 10289054.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-15 3.000 2020675.00 931272.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-12-01 4.000 552096.00 227871.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-12-01 5.000 200000.00 83624.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-09-01 4.500 300000.00 101701.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-09-01 4.500 85000.00 32159.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-12-01 5.000 319840.00 115253.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-11-01 4.000 20000.00 7486.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-02-01 3.500 22000.00 7667.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-06-01 5.000 120422.00 46357.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-02-01 4.500 1510000.00 556681.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-02-01 5.000 2464000.00 924823.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-12-01 3.500 8027212.00 4483506.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-10-01 3.500 1100000.00 633356.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-10-01 3.500 4421563.00 2259637.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-10-01 3.500 6313000.00 3313961.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-09-01 3.500 1191242.00 747703.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-09-01 3.500 17059507.00 8416088.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-08-01 3.500 1291000.00 699449.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-07-01 3.500 1042000.00 552951.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-06-01 3.500 923131.00 449828.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-06-01 3.500 997276.00 483350.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-06-01 3.000 3351423.00 1628883.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-05-01 3.999 7555000.00 4487857.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-01 5.000 67509.00 36658.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-04-01 2.500 260000.00 159726.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-03-01 3.000 2177055.00 1131761.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-02-01 3.500 389048.00 168683.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-01-01 3.500 1050000.00 677131.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-01-01 3.000 1250000.00 800858.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-01-01 3.500 3047171.00 1721058.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-12-01 3.000 4350000.00 2507177.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-12-01 3.000 6141468.00 2586602.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-11-01 4.000 400000.00 237658.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-11-01 3.000 1221396.00 517693.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-01 3.999 3600000.00 2468021.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-09-01 3.000 13000.00 8557.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-09-01 3.000 1300000.00 685340.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-09-01 2.000 425000.00 193328.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-08-01 3.500 175000.00 118726.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-07-01 3.000 3334000.00 2129308.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-07-01 2.000 5000000.00 2138548.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-06-01 3.000 2136000.00 1323420.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-06-01 3.000 1750000.00 833493.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-05-01 3.000 1375000.00 650943.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-04-01 3.000 1150000.00 716419.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-04-01 3.000 1460000.00 662335.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-04-01 2.500 2300000.00 828678.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-03-01 2.000 1130000.00 424134.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-01 2.500 25923.00 16910.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-02-01 3.999 646067.00 241130.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-02-01 3.500 378536.00 164025.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-02-01 3.000 987976.00 436055.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-01-01 3.000 1351164.00 576614.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-01-01 3.500 1220111.00 531915.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-08-01 5.000 410427.00 142465.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-09-01 4.500 1240000.00 461611.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 3.500 500000.00 342689.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 3.500 65000.00 33457.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 3.500 315000.00 194225.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-01 3.000 248000.00 161736.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-04-01 2.500 6111018.00 3491112.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-04-01 3.000 27422300.00 13837393.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-04-01 3.000 40106624.00 20277482.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-01 2.500 125818.00 76019.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-09-01 4.500 50976.00 25007.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-01 4.000 1020625.00 613763.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-03-01 3.000 66957.00 44815.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-03-01 2.500 140000.00 75513.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-03-01 3.000 2633952.00 1653612.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-12-01 2.000 42752275.00 21989484.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-12-01 2.500 87000000.00 44005766.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-01 3.000 13366000.00 8960784.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-01-01 2.500 260241.00 143880.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-11-01 3.000 5800000.00 2626071.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-01 3.000 2569000.00 1634069.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-01 3.500 225000.00 134728.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-07-01 3.500 26000.00 15293.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-07-01 3.500 155000.00 92464.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-06-01 4.000 1657450.00 1629094.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-06-01 3.500 10276714.00 10110907.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-10-01 5.500 78956.00 77474.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-01 4.500 4634996.00 4566818.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 3.000 32684568.00 32155867.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 3.000 67876010.00 66457017.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-02-01 3.000 1070000.00 1052465.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-07-01 6.000 104000.00 51019.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-05-01 6.000 4308000.00 2011174.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-01-01 5.500 77051.00 39064.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-12-01 5.500 67000.00 23136.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-12-01 5.500 65000.00 23221.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-12-01 5.000 61576.00 21457.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-11-01 5.000 1336000.00 594000.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-08-01 4.500 409000.00 232749.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-07-01 4.000 300000.00 137464.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-07-01 6.000 121000.00 52981.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-06-01 4.500 2700000.00 1237227.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-06-01 4.500 242140.00 89407.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-02-01 5.000 26643990.00 11428784.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-01-01 5.500 13000.00 4695.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-11-01 3.000 2000000.00 1210165.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-11-01 5.000 180289.00 72513.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-12-01 3.500 10000.00 6144.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-06-01 3.500 580000.00 245435.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-07-01 3.500 50000.00 28087.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-06-01 3.000 55000.00 30966.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 3.500 535000.00 295982.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-12-01 4.000 54816.00 30089.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-11-01 3.500 350000.00 184090.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-09-01 4.000 750000.00 321141.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-07-01 4.500 265000.00 94752.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-03-01 2.500 365000.00 137715.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-11-01 4.000 995750.00 354720.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-06-01 5.000 290000.00 99386.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-08-01 4.500 1008043.00 670625.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-01-01 4.500 4655704.00 1562837.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-09-01 5.000 109654.00 51557.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-03-01 2.500 122964.00 80624.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-09-01 3.999 492454.00 237830.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-10-01 3.500 425720.00 292347.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-09-01 4.000 350000.00 217016.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-03-01 5.000 56475.00 28174.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-09-01 4.000 10000000.00 6508766.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-09-01 3.500 7502445.00 4939038.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-08-01 4.500 18749.00 8991.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-03-01 3.500 40000.00 26605.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-01-01 4.000 1870836.00 1204510.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-01-01 3.500 762042.00 429651.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-01-01 5.000 54921.00 27693.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-11-01 3.500 8136833.00 4038573.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-01-01 5.000 414806.00 206661.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-01-01 4.000 500000.00 283632.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-10-01 4.000 1998974.00 1323594.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-10-01 4.000 4050000.00 2754804.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-10-01 4.000 8890819.00 6046845.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-09-01 3.000 4459083.00 2432061.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-01-01 2.500 154867.00 77583.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-08-01 5.000 26912.00 9603.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-07-01 5.000 92212.00 42451.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-07-01 3.500 690066.00 319532.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-01-01 3.500 3000000.00 2032451.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-06-01 4.000 2250000.00 1481228.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-07-01 4.000 57357.00 29410.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-06-01 3.500 278747.00 103890.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-01 4.500 3338785.00 2108874.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-05-01 3.500 5601648.00 2818035.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-04-01 3.000 35473.00 22291.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-01-01 4.500 1190603.00 630138.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-01-01 3.500 7000000.00 4465329.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-01-01 3.500 953707.00 356310.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-02-01 3.500 1448000.00 915035.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-12-01 3.500 1006843.00 495831.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-12-01 3.500 1144974.00 719150.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-12-01 4.000 2710000.00 1676757.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-10-01 3.500 41757.00 28356.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 3.000 67873.00 35860.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 4.000 530000.00 316812.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 4.000 775000.00 520849.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-08-01 3.000 5000000.00 1947838.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-09-01 3.000 3860000.00 2300860.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-07-01 3.000 4038452.00 2546156.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-10-01 4.000 475000.00 281994.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 3.999 100000.00 57389.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 4.000 1000000.00 428970.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 4.000 1000000.00 447863.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 3.500 217000.00 144582.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 4.000 675000.00 407653.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-08-01 3.500 1472321.00 718181.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-08-01 2.500 28000.00 16934.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-07-01 3.000 268000.00 169302.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-06-01 2.500 35357.00 22835.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 3.500 37870.00 24630.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-06-01 3.000 1449342.00 784567.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-06-01 3.000 2067074.00 1411853.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-05-01 3.000 2909231.00 1570293.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-05-01 3.000 11604212.00 6474269.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 3.500 250000.00 169241.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 3.000 16444433.00 10909896.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-01 3.000 17202000.00 10933414.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 3.000 300000.00 195305.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 3.000 1274000.00 846959.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-01 3.500 50000.00 33791.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-01 2.500 250954.00 171523.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 3.000 4094624.00 2805320.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-10-01 4.000 8241226.00 4052432.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-01 3.000 1900000.00 956415.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-11-01 3.500 38332.00 20209.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-03-01 4.000 895000.00 591998.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-03-01 3.500 2442517.00 1531175.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-12-01 2.500 29968.00 19542.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-12-01 3.500 75000.00 50259.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-11-01 4.000 2433.00 1279.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-09-01 3.500 3815337.00 2080684.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-08-01 4.000 11071.00 5262.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-08-01 3.500 46164.00 23498.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-08-01 3.500 489261.00 217473.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-08-01 3.500 717321.00 396156.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-07-01 3.500 4525079.00 2533455.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-06-01 3.500 2207921.00 1199181.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-05-01 5.000 34109.00 17061.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-01 4.000 15000.00 6890.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-01 5.000 89862.00 33364.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-01 5.000 125211.00 64014.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-04-01 3.000 4350000.00 2363536.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-03-01 5.000 107103.00 53360.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-11-01 4.000 185149.00 122117.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-11-01 3.000 829792.00 324075.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-10-01 2.500 104764.00 70956.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-01-01 5.000 275785.00 117035.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-10-01 4.500 1120000.00 489789.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-10-01 3.500 424674.00 193657.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-10-01 3.500 230952.00 87141.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-09-01 2.500 5844292.00 3368228.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 3.500 1200000.00 810047.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 4.000 1290000.00 731544.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-01 2.500 66375.00 38431.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-03-01 2.500 25142.00 14351.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-01 2.500 3466374.00 2378877.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-01 2.500 88473.00 59325.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-12-01 3.000 12561000.00 8312449.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-01 3.500 25000.00 15248.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-12-01 2.500 120000000.00 62222301.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 3.000 77986.00 48554.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-01-01 2.500 500000.00 264355.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-01 2.500 25000.00 16979.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-11-01 1.944 7936465.00 2780265.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-11-01 3.000 67435.00 45588.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-11-01 3.000 76567.00 50754.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-11-01 2.500 1560210.00 802865.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-11-01 3.000 1400000.00 883208.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-11-01 3.000 10040000.00 5091740.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-11-01 3.000 268696.00 165571.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-01 2.500 92870.00 59239.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-11-01 2.500 25891.00 17686.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-01 3.500 688788.00 455491.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-12-01 2.500 409936.00 266932.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-08-01 3.500 413987.00 239797.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-08-01 3.000 8979000.00 5429770.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-08-01 4.000 1005000.00 582503.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-08-01 4.000 4014830.00 2371503.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-07-01 3.500 46253.00 26192.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-07-01 3.500 840000.00 411250.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-01 3.500 10000.00 6033.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-06-01 3.500 150000.00 95441.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-06-01 3.500 22373.00 11798.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-05-01 3.000 1105636.00 617202.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-11-01 6.500 511049.00 337450.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-12-01 5.000 57853.00 38821.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-12-01 3.500 80000.00 51778.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-12-01 6.000 25575.00 15364.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-09-01 5.500 170000.00 112093.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-09-01 6.000 479812.00 321209.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-04-01 5.500 1109990.00 743192.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-03-01 6.000 101124.00 69283.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-12-01 4.500 2359.00 1262.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-11-01 5.000 323855.00 189790.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-10-01 3.432 15000.00 10142.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-09-01 5.500 387881.00 224337.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-05-01 5.000 267000.00 144919.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-04-01 5.500 666808.00 400681.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-03-01 2.906 16000000.00 8859561.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-02-01 4.500 36000.00 16272.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-12-01 2.500 5000000.00 3398031.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-12-01 3.500 19900000.00 13505567.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-11-01 5.000 64953.00 29272.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-11-01 3.500 575000.00 324409.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-09-01 5.000 31530.00 15215.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-09-01 3.500 750000.00 449629.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-04-01 5.500 509471.00 257077.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-01-01 5.000 61309.00 28009.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-11-01 2.495 4688339.00 1837791.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-10-01 3.084 71000.00 25874.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 4.500 225000.00 110087.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-01 4.500 474000.00 196492.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-01-01 5.000 80034.00 38634.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-01-01 5.500 1397347.00 589414.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 4.000 285000.00 163426.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-09-01 6.000 105257.00 43411.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-07-01 3.500 1500000.00 1024804.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-07-01 3.999 130283.00 85599.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-06-01 4.000 1775000.00 942253.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-04-01 3.500 1253306.00 521319.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-03-01 2.879 1480000.00 691203.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-12-01 3.500 139932.00 90447.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-12-01 3.500 670000.00 365293.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-12-01 3.000 26558000.00 17220767.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-09-01 5.500 412486.00 140238.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-02-01 3.000 9831428.00 5322232.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-01 3.500 30000.00 17736.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-12-01 4.000 1335000.00 695428.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-08-01 3.500 25000.00 13644.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-08-01 3.500 70000.00 39234.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-08-01 5.000 2011.00 721.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-03-01 4.000 200423.00 96169.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-02-01 4.000 1500000.00 645880.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-06-01 3.500 36677.00 20098.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 3.500 250000.00 109525.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-01 3.000 994998.00 544888.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 3.500 65791.00 33128.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 3.500 60000.00 30782.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-02-01 4.000 342000.00 156690.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-01-01 3.500 124000.00 72433.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-03-01 4.000 3590000.00 1967846.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-12-01 3.500 50000.00 19725.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-01-01 3.500 220000.00 123345.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-12-01 3.999 18491.00 10074.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-12-01 4.000 202141.00 96489.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-12-01 3.000 50000.00 19313.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-12-01 3.500 55000.00 24210.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-11-01 5.000 43888.00 17518.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-01-01 4.000 292994.00 150878.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-12-01 3.000 4250000.00 1640657.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-09-01 5.000 660000.00 345848.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-07-01 5.000 32000.00 14941.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-09-01 5.000 65101.00 38772.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-06-01 5.000 35832.00 17178.90 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2017-09-01 2017-09-01 2017-09-01 N N N 0.0107 3000000000.00 3000000000.00 0.0443 N Y Y N - N/A - WELLS FARGO SEC LLC WELLS FARGO SEC LLC 949750 0001224385 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2022-08-15 1.625 153683900.00 153000048.40 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2017-09-29 2017-09-29 2017-09-29 N N N 0.0106 150000000.00 150000000.00 0.0022 N N N Y - N/A - WELLS FARGO SEC LLC WELLS FARGO SEC LLC 949750 0001224385 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-04-01 5.000 2325000.00 1048230.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-04-01 4.000 160000.00 94903.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-02-01 4.000 450000.00 207061.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-12-01 5.000 252261.00 91010.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-12-01 4.000 1250000.00 483661.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-09-01 5.000 249784.00 152352.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-06-01 5.000 781743.00 422799.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-05-01 6.500 96000.00 45135.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-06-01 3.555 1662633.00 1132439.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-06-01 5.500 126652.00 72108.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-02-01 5.500 30080.00 17758.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-07-01 2.500 1551696.00 857328.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-11-01 5.000 25059.00 14450.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-03-01 5.000 332966.00 178183.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-11-01 4.000 35000.00 23429.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-09-01 3.500 2410114.00 1651820.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-08-01 4.500 1182699.00 610048.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-05-01 5.000 26494.00 14701.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-01 3.500 39698.00 25925.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-02-01 4.000 25000.00 16584.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-01-01 3.500 53344.00 34547.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-08-01 3.000 210000.00 138121.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-01 3.000 500000.00 325638.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-03-01 3.000 69000.00 39599.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-03-01 3.500 3928539.00 2678604.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-01 3.000 2500000.00 1611747.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-01 3.000 12000000.00 7736595.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-11-01 5.500 50709.00 31845.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-09-01 5.000 450499.00 278399.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-07-01 5.000 504744.00 332643.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-01 3.500 800000.00 479888.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-11-01 3.000 335000.00 229329.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-01 3.500 86296.00 35946.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-01 3.000 1082616.00 649490.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-07-01 3.500 1014719.00 668645.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-08-01 3.500 4400000.00 2921912.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-01 4.000 830000.00 418962.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-01 4.000 1200000.00 802808.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-11-01 3.000 689935.00 677541.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 4.000 28700120.00 28232197.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-03-01 3.500 18424974.00 18184177.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 4.000 14042.00 13844.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 3.000 67325388.00 66109664.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-07-01 2.000 9097089.00 8917371.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-11-01 3.500 37593145.00 36798963.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-05-01 4.000 2828129.00 2784844.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-03-01 5.000 2142013.00 2102289.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-02-01 3.500 21807526.00 21542877.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-07-01 3.000 1254685.00 1238457.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 3.000 807140.00 795409.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-01 3.000 84059.00 82516.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-01 3.000 329577.00 322658.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 3.000 625559.00 613564.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 3.500 58162333.00 57181006.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-01 3.000 937820.00 920565.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 3.000 489170.00 480778.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-12-01 4.000 4879088.00 4798484.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-11-01 3.000 205854.00 202625.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-07-01 3.500 5857927.00 5765608.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 3.000 3134744.00 3082270.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-06-01 3.500 128197.00 126170.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-07-01 3.000 2500000.00 2452911.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 3.000 14686481.00 14484004.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 3.000 25821.00 25370.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 3.000 25000000.00 24516335.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-05-01 3.000 1230734.00 1214224.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-05-01 2.480 400000.00 393072.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-03-01 3.000 100000.00 98200.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2021-10-01 3.109 40000.00 39413.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 3.000 1134627.00 1116672.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-12-01 3.000 7945829.00 7799520.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 3.000 1176000.00 1157931.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-12-01 3.000 547691.00 536481.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-12-01 3.000 62332705.00 61161367.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-11-01 3.000 16887633.00 16555968.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 3.000 1452902.00 1424994.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-01 4.000 500000.00 319375.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-06-01 3.500 1800000.00 1229044.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-06-01 3.500 75000.00 36265.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-05-01 3.500 1131609.00 636693.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 4.000 2431519.00 949699.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-03-01 3.500 7430000.00 3350787.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-02-01 4.000 1533239.00 748277.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-12-01 4.000 220000.00 81428.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-09-01 4.000 4825000.00 2042875.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-08-01 4.000 2000000.00 953664.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-08-01 4.500 2251932.00 782304.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-06-01 5.000 99611.00 49407.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-04-01 4.500 4573.00 1752.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-01-01 3.500 1200000.00 809044.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2022-12-01 5.500 912437.00 534918.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-08-01 5.000 65834.00 29844.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-05-01 5.000 45973.00 22907.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-04-01 5.000 62658.00 32815.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-04-01 5.000 94925.00 46046.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-01-01 5.500 54990.00 32778.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-04-01 2.950 28369326.00 18056205.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-01 2.315 20000.00 11182.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-04-01 2.499 10000000.00 5370195.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2022-12-01 2.500 1100000.00 379585.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-09-01 3.120 3146388.00 2162665.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-06-01 3.536 4000000.00 1449908.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-03-01 5.000 47745.00 17185.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-01-01 4.000 3000.00 1073.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-01-01 4.000 45000.00 19047.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-10-01 5.000 57932.00 24349.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-03-01 4.500 2565000.00 1041579.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-01-01 4.500 2217146.00 801852.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-01-01 4.500 2105000.00 888687.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-11-01 4.000 50000.00 28513.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-09-01 4.000 15019.00 7801.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-03-01 3.000 13938000.00 9331949.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-12-01 4.000 3020000.00 1315523.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-11-01 3.000 86977.00 59384.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-03-01 4.000 770000.00 260838.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-10-01 2.729 4665898.00 1774794.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-05-01 3.244 3200000.00 1621566.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2022-08-01 2.500 1000000.00 350794.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-03-01 3.000 84326710.00 35051708.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-09-01 3.500 200000.00 77556.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-06-01 4.000 533557.00 254492.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-08-01 3.500 2200000.00 1365998.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-06-01 3.000 1150000.00 746668.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-06-01 3.000 1250000.00 805883.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-04-01 3.000 1250000.00 803812.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-04-01 3.500 1378000.00 641020.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-03-01 3.500 1555000.00 629380.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-03-01 3.500 1550000.00 656488.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-03-01 3.000 2400000.00 1124908.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-01-01 3.000 1400000.00 805595.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-12-01 3.000 4442000.00 2774455.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-06-01 2.000 1800000.00 1030679.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-02-01 3.000 4099000.00 2616878.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-02-01 2.000 10340000.00 5965212.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-12-01 3.000 122096.00 81019.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-11-01 3.999 16000.00 6676.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-10-01 3.500 25000.00 14308.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-08-01 3.500 4000.00 2334.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-07-01 4.500 140457.00 73329.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-06-01 5.000 279882.00 109584.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-01 3.000 5593100.00 3821978.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-03-01 4.000 5269.00 2375.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-03-01 4.500 699000.00 289333.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-02-01 3.500 4000.00 2191.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-09-01 4.500 1249224.00 799532.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-12-01 3.500 152206.00 103011.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-12-01 4.000 2322763.00 788378.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-09-01 6.000 1750274.00 1024105.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-05-01 4.000 184611.00 64169.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2021-04-01 4.000 121871.00 48759.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-10-01 4.500 20000.00 10579.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-08-01 4.500 7000.00 3475.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-02-15 6.000 152404589.00 3615215.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-01-15 6.000 48475556.00 1683732.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-11-15 6.000 21355371.00 2795103.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-09-15 5.500 1470.00 95.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-04-15 6.000 16438212.00 1575826.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-11-15 6.000 199994624.00 11783000.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-15 3.000 1020885.00 952906.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-12-20 3.000 855376.00 465480.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-20 3.500 41837367.00 43431855.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-01-20 3.000 10808480.00 8905383.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-09-15 7.500 200000000.00 864954.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-08-15 6.000 1180.00 31.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-08-15 7.500 101026318.00 386094.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-07-15 7.000 439791422.00 2678502.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-03-15 7.000 7607.00 89.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-02-15 6.999 199904456.00 2062606.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2022-12-15 8.500 50000000.00 305005.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-08-15 7.000 82568946.00 536167.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-08-15 7.000 101000000.00 1026749.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-03-15 7.000 50553550.00 309606.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-01-15 7.000 51646148.00 292313.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-09-15 7.500 100003804.00 311917.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-12-15 3.500 431254.00 57727.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-04-15 3.500 9077500.00 2344155.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-12-15 3.500 263585.00 28401.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-12-15 5.500 16607749.00 4557757.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-20 4.500 1544344.00 1685550.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-20 4.500 1196343.00 1312424.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-20 4.500 3148056.00 3440337.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-15 4.500 5150691.00 5614946.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-15 4.500 5797062.00 6283753.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-15 4.000 1423083.00 1536930.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-15 3.000 1000716.00 1020933.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-20 4.500 2219838.00 2429084.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-15 4.500 1000.00 1080.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-20 4.500 1002072.00 1101237.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-20 4.500 1786592.00 1955036.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-15 5.000 1000.00 1098.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-06-15 4.000 412830.00 427972.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-07-15 3.000 1999800.00 1640079.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-01-15 3.000 2089995.00 1112655.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-08-15 4.000 78305628.00 31842981.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-05-15 3.999 337668.00 201409.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-20 4.000 114255.00 121316.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-20 4.000 7193782.00 7731159.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-20 4.000 1990930.00 2135834.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-20 4.500 3890338.00 4284833.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-20 4.000 1644818.00 1768911.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-20 4.000 1833223.00 1971527.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-20 4.000 165005.00 176018.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-20 4.000 4913240.00 5186523.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-20 4.500 1029866.00 1111750.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-15 4.500 2081581.00 2275495.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-15 4.500 984606.00 1056835.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-20 5.000 1629046.00 1751456.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-20 4.500 1246658.00 1367821.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-20 4.500 1130427.00 1243365.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-20 4.000 3033170.00 3215738.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-20 3.000 30337109.00 31019376.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-08-20 3.000 100344.00 104528.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-07-20 2.500 654621.00 665892.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-20 5.000 228837.00 242682.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-20 3.500 14319376.00 14893214.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-09-20 4.000 1000.00 800.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-08-20 3.500 100000048.00 93506772.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-06-20 3.500 364754736.00 324600088.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-20 5.000 2134536.00 2252398.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-05-20 3.500 815568.00 702884.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-05-20 3.500 903746.00 936394.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-20 4.500 131621.00 136621.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-04-20 3.500 162583620.00 150212654.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-11-20 3.500 20202000.00 14934430.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-10-20 3.500 66107496.00 47373751.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-09-20 3.500 1038.00 729.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-07-20 3.500 150000000.00 104540224.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-05-20 3.999 93357080.00 54639074.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-05-20 3.500 150000000.00 98842624.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-05-20 2.500 1711837.00 1243037.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-04-20 4.500 97779936.00 41527923.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-04-20 3.500 143642736.00 89836808.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-03-20 3.999 565408.00 321262.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-12-20 4.500 44804513.00 17166543.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-12-20 3.999 565443828.00 260474716.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-11-20 3.999 8704797.00 3761735.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-10-20 4.000 350000000.00 146896551.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-10-20 4.500 427521638.00 160242129.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-09-20 3.999 114625033.00 46977956.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-08-20 4.000 95365100.00 38920454.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-08-20 4.500 173805824.00 65192248.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-07-20 2.500 1000.00 584.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-05-20 3.999 393896839.00 149957206.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-20 4.500 1033.00 397.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-20 4.000 31665920.00 12402117.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-03-20 3.999 163008489.00 92952350.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-02-20 4.500 7565900.00 3061270.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-02-20 3.999 39914330.00 20300920.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-02-20 4.500 200227675.00 75777507.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-20 3.000 43007520.00 24339555.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-20 3.500 77009164.00 36522565.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-12-20 3.500 281499.00 134007.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-11-20 3.000 13609408.00 7211113.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-20 3.500 1547.00 714.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-20 3.500 2040256.00 952352.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-07-20 3.000 3441.00 1738.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-01-20 2.499 3000000.00 1498664.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-11-20 3.500 1347.00 695.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-11-15 3.000 2000.00 983.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-15 3.000 24064.00 13063.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-15 3.000 19077100.00 10289054.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-15 3.000 2020675.00 931272.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-12-01 4.000 552096.00 227871.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-06-01 4.000 1657450.00 1629094.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-06-01 3.500 10276714.00 10110907.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-10-01 5.500 78956.00 77474.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-01 4.500 4634996.00 4566818.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 3.000 32684568.00 32155867.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 3.000 67876010.00 66457017.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-02-01 3.000 1070000.00 1052465.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-12-01 5.000 200000.00 83624.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-09-01 4.500 300000.00 101701.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-09-01 4.500 85000.00 32159.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-12-01 5.000 319840.00 115253.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-11-01 4.000 20000.00 7486.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-02-01 3.500 22000.00 7667.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-06-01 5.000 120422.00 46357.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-02-01 4.500 1510000.00 556681.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-02-01 5.000 2464000.00 924823.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-12-01 3.500 8027212.00 4483506.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-10-01 3.500 1100000.00 633356.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-10-01 3.500 4421563.00 2259637.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-10-01 3.500 6313000.00 3313961.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-09-01 3.500 1191242.00 747703.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-09-01 3.500 17059507.00 8416088.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-08-01 3.500 1291000.00 699449.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-07-01 3.500 1042000.00 552951.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-06-01 3.500 923131.00 449828.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-06-01 3.500 997276.00 483350.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-06-01 3.000 3351423.00 1628883.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-05-01 3.999 7555000.00 4487857.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-01 5.000 67509.00 36658.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-04-01 2.500 260000.00 159726.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-03-01 3.000 2177055.00 1131761.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-02-01 3.500 389048.00 168683.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-01-01 3.500 1050000.00 677131.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-01-01 3.000 1250000.00 800858.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-01-01 3.500 3047171.00 1721058.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-12-01 3.000 4350000.00 2507177.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-12-01 3.000 6141468.00 2586602.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-11-01 4.000 400000.00 237658.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-11-01 3.000 1221396.00 517693.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-01 3.999 3600000.00 2468021.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-09-01 3.000 13000.00 8557.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-09-01 3.000 1300000.00 685340.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-09-01 2.000 425000.00 193328.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-08-01 3.500 175000.00 118726.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-07-01 3.000 3334000.00 2129308.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-07-01 6.000 104000.00 51019.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-05-01 6.000 4308000.00 2011174.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-01-01 5.500 77051.00 39064.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-12-01 5.500 67000.00 23136.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-12-01 5.500 65000.00 23221.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-12-01 5.000 61576.00 21457.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-11-01 5.000 1336000.00 594000.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-08-01 4.500 409000.00 232749.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-07-01 4.000 300000.00 137464.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-07-01 6.000 121000.00 52981.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-06-01 4.500 2700000.00 1237227.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-06-01 4.500 242140.00 89407.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-02-01 5.000 26643990.00 11428784.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-01-01 5.500 13000.00 4695.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-11-01 3.000 2000000.00 1210165.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-11-01 5.000 180289.00 72513.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-12-01 3.500 10000.00 6144.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-06-01 3.500 580000.00 245435.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-07-01 2.000 5000000.00 2138548.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-06-01 3.000 2136000.00 1323420.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-06-01 3.000 1750000.00 833493.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-05-01 3.000 1375000.00 650943.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-04-01 3.000 1150000.00 716419.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-04-01 3.000 1460000.00 662335.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-04-01 2.500 2300000.00 828678.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-03-01 2.000 1130000.00 424134.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-01 2.500 25923.00 16910.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-02-01 3.999 646067.00 241130.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-02-01 3.500 378536.00 164025.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-02-01 3.000 987976.00 436055.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-01-01 3.000 1351164.00 576614.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-01-01 3.500 1220111.00 531915.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-08-01 5.000 410427.00 142465.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-09-01 4.500 1240000.00 461611.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 3.500 500000.00 342689.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 3.500 65000.00 33457.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 3.500 315000.00 194225.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-01 3.000 248000.00 161736.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-04-01 2.500 6111018.00 3491112.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-04-01 3.000 27422300.00 13837393.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-04-01 3.000 40106624.00 20277482.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-01 2.500 125818.00 76019.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-09-01 4.500 50976.00 25007.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-01 4.000 1020625.00 613763.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-03-01 3.000 66957.00 44815.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-03-01 2.500 140000.00 75513.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-03-01 3.000 2633952.00 1653612.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-12-01 2.000 42752275.00 21989484.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-12-01 2.500 87000000.00 44005766.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-01 3.000 13366000.00 8960784.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-01-01 2.500 260241.00 143880.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-11-01 3.000 5800000.00 2626071.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-01 3.000 2569000.00 1634069.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-01 3.500 225000.00 134728.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-07-01 3.500 26000.00 15293.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-07-01 3.500 155000.00 92464.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-07-01 3.500 50000.00 28087.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-06-01 3.000 55000.00 30966.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 3.500 535000.00 295982.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-12-01 4.000 54816.00 30089.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-11-01 3.500 350000.00 184090.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-09-01 4.000 750000.00 321141.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-07-01 4.500 265000.00 94752.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-03-01 2.500 365000.00 137715.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-11-01 4.000 995750.00 354720.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-06-01 5.000 290000.00 99386.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-08-01 4.500 1008043.00 670625.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-01-01 4.500 4655704.00 1562837.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-09-01 5.000 109654.00 51557.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-03-01 2.500 122964.00 80624.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-09-01 3.999 492454.00 237830.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-10-01 3.500 425720.00 292347.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-09-01 4.000 350000.00 217016.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-03-01 5.000 56475.00 28174.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-09-01 4.000 10000000.00 6508766.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-09-01 3.500 7502445.00 4939038.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-08-01 4.500 18749.00 8991.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-03-01 3.500 40000.00 26605.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-01-01 4.000 1870836.00 1204510.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-01-01 3.500 762042.00 429651.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-01-01 5.000 54921.00 27693.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-11-01 3.500 8136833.00 4038573.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-01-01 5.000 414806.00 206661.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-01-01 4.000 500000.00 283632.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-10-01 4.000 1998974.00 1323594.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-10-01 4.000 4050000.00 2754804.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-10-01 4.000 8890819.00 6046845.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-09-01 3.000 4459083.00 2432061.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-01-01 2.500 154867.00 77583.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-08-01 5.000 26912.00 9603.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-07-01 5.000 92212.00 42451.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-07-01 3.500 690066.00 319532.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-01-01 3.500 3000000.00 2032451.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-06-01 4.000 2250000.00 1481228.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-07-01 4.000 57357.00 29410.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-06-01 3.500 278747.00 103890.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-01 4.500 3338785.00 2108874.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-05-01 3.500 5601648.00 2818035.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-04-01 3.000 35473.00 22291.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-01-01 4.500 1190603.00 630138.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-01-01 3.500 7000000.00 4465329.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-01-01 3.500 953707.00 356310.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-02-01 3.500 1448000.00 915035.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-12-01 3.500 1006843.00 495831.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-12-01 3.500 1144974.00 719150.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-12-01 4.000 2710000.00 1676757.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-10-01 3.500 41757.00 28356.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 3.000 67873.00 35860.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 4.000 530000.00 316812.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 4.000 775000.00 520849.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-08-01 3.000 5000000.00 1947838.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-09-01 3.000 3860000.00 2300860.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-07-01 3.000 4038452.00 2546156.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-10-01 4.000 475000.00 281994.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 3.999 100000.00 57389.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 4.000 1000000.00 428970.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 4.000 1000000.00 447863.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 3.500 217000.00 144582.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 4.000 675000.00 407653.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-08-01 3.500 1472321.00 718181.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-08-01 2.500 28000.00 16934.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-07-01 3.000 268000.00 169302.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-06-01 2.500 35357.00 22835.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 3.500 37870.00 24630.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-06-01 3.000 1449342.00 784567.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-06-01 3.000 2067074.00 1411853.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-05-01 3.000 2909231.00 1570293.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-05-01 3.000 11604212.00 6474269.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 3.500 250000.00 169241.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 3.000 16444433.00 10909896.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-01 3.000 17202000.00 10933414.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 3.000 300000.00 195305.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 3.000 1274000.00 846959.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-01 3.500 50000.00 33791.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-01 2.500 250954.00 171523.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 3.000 4094624.00 2805320.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-10-01 4.000 8241226.00 4052432.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-01 3.000 1900000.00 956415.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-11-01 3.500 38332.00 20209.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-03-01 4.000 895000.00 591998.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-03-01 3.500 2442517.00 1531175.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-12-01 2.500 29968.00 19542.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-12-01 3.500 75000.00 50259.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-11-01 4.000 2433.00 1279.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-09-01 3.500 3815337.00 2080684.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-08-01 4.000 11071.00 5262.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-08-01 3.500 46164.00 23498.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-08-01 3.500 489261.00 217473.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-08-01 3.500 717321.00 396156.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-07-01 3.500 4525079.00 2533455.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-06-01 3.500 2207921.00 1199181.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-05-01 5.000 34109.00 17061.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-01 4.000 15000.00 6890.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-01 5.000 89862.00 33364.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-01 5.000 125211.00 64014.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-04-01 3.000 4350000.00 2363536.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-03-01 5.000 107103.00 53360.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-11-01 4.000 185149.00 122117.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-11-01 3.000 829792.00 324075.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-10-01 2.500 104764.00 70956.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-01-01 5.000 275785.00 117035.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-10-01 4.500 1120000.00 489789.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-10-01 3.500 424674.00 193657.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-10-01 3.500 230952.00 87141.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-09-01 2.500 5844292.00 3368228.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 3.500 1200000.00 810047.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 4.000 1290000.00 731544.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-01 2.500 66375.00 38431.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-03-01 2.500 25142.00 14351.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-01 2.500 3466374.00 2378877.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-01 2.500 88473.00 59325.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-12-01 3.000 12561000.00 8312449.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-01 3.500 25000.00 15248.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-12-01 2.500 120000000.00 62222301.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 3.000 77986.00 48554.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-01-01 2.500 500000.00 264355.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-01 2.500 25000.00 16979.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-11-01 1.944 7936465.00 2780265.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-11-01 3.000 67435.00 45588.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-11-01 3.000 76567.00 50754.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-11-01 2.500 1560210.00 802865.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-11-01 3.000 1400000.00 883208.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-11-01 3.000 10040000.00 5091740.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-11-01 3.000 268696.00 165571.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-01 2.500 92870.00 59239.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-11-01 2.500 25891.00 17686.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-01 3.500 688788.00 455491.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-12-01 2.500 409936.00 266932.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-08-01 3.500 413987.00 239797.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-08-01 3.000 8979000.00 5429770.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-08-01 4.000 1005000.00 582503.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-08-01 4.000 4014830.00 2371503.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-07-01 3.500 46253.00 26192.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-07-01 3.500 840000.00 411250.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-01 3.500 10000.00 6033.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-06-01 3.500 150000.00 95441.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-06-01 3.500 22373.00 11798.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-05-01 3.000 1105636.00 617202.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-11-01 6.500 511049.00 337450.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-12-01 5.000 57853.00 38821.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-12-01 3.500 80000.00 51778.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-12-01 6.000 25575.00 15364.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-09-01 5.500 170000.00 112093.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-09-01 6.000 479812.00 321209.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-04-01 5.500 1109990.00 743192.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-03-01 6.000 101124.00 69283.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-12-01 4.500 2359.00 1262.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-11-01 5.000 323855.00 189790.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-10-01 3.432 15000.00 10142.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-09-01 5.500 387881.00 224337.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-05-01 5.000 267000.00 144919.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-04-01 5.500 666808.00 400681.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-03-01 2.906 16000000.00 8859561.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-02-01 4.500 36000.00 16272.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-12-01 2.500 5000000.00 3398031.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-12-01 3.500 19900000.00 13505567.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-11-01 5.000 64953.00 29272.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-11-01 3.500 575000.00 324409.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-09-01 5.000 31530.00 15215.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-09-01 3.500 750000.00 449629.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-04-01 5.500 509471.00 257077.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-01-01 5.000 61309.00 28009.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-11-01 2.495 4688339.00 1837791.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-10-01 3.084 71000.00 25874.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 4.500 225000.00 110087.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-01 4.500 474000.00 196492.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-01-01 5.000 80034.00 38634.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-01-01 5.500 1397347.00 589414.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 4.000 285000.00 163426.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-09-01 6.000 105257.00 43411.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-07-01 3.500 1500000.00 1024804.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-07-01 3.999 130283.00 85599.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-06-01 4.000 1775000.00 942253.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-04-01 3.500 1253306.00 521319.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-03-01 2.879 1480000.00 691203.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-12-01 3.500 139932.00 90447.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-12-01 3.500 670000.00 365293.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-12-01 3.000 26558000.00 17220767.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-09-01 5.500 412486.00 140238.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-02-01 3.000 9831428.00 5322232.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-01 3.500 30000.00 17736.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-12-01 4.000 1335000.00 695428.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-08-01 3.500 25000.00 13644.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-08-01 3.500 70000.00 39234.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-08-01 5.000 2011.00 721.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-03-01 4.000 200423.00 96169.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-02-01 4.000 1500000.00 645880.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-06-01 3.500 36677.00 20098.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 3.500 250000.00 109525.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-01 3.000 994998.00 544888.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 3.500 65791.00 33128.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 3.500 60000.00 30782.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-02-01 4.000 342000.00 156690.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-01-01 3.500 124000.00 72433.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-03-01 4.000 3590000.00 1967846.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-12-01 3.500 50000.00 19725.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-01-01 3.500 220000.00 123345.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-12-01 3.999 18491.00 10074.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-12-01 4.000 202141.00 96489.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-12-01 3.000 50000.00 19313.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-12-01 3.500 55000.00 24210.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-11-01 5.000 43888.00 17518.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-01-01 4.000 292994.00 150878.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-12-01 3.000 4250000.00 1640657.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-09-01 5.000 660000.00 345848.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-07-01 5.000 32000.00 14941.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-09-01 5.000 65101.00 38772.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-06-01 5.000 35832.00 17178.90 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2017-09-11 2017-09-11 2017-09-11 N N N 0.0107 500000000.00 500000000.00 0.0074 N N N Y - N/A - Dreyfus Government Cash Management Funds 2017-09-07 /S/John Delise John Delise Treasury Manager