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Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-04-15 0.625 306880.00 322244.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-08-15 2.875 25978187.19 28964454.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 2.750 22288022.40 22818943.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-10-31 2.875 25747747.19 27473650.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-01-15 0.875 4401387.20 4851343.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-04-15 0.500 1235584.00 1284632.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-30 2.098 22680000.00 22684859.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-05-15 2.375 25891040.00 28055157.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-31 2.125 29389080.00 29805037.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-15 0.625 491512.00 553780.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-01-15 0.250 16162596.80 17719191.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-08-15 2.000 25900526.40 26717667.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-15 1.375 183612.80 216941.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-01-31 1.750 23508867.19 23775472.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-15 2.625 6902694.40 7028478.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-01-15 0.125 7272977.60 8182601.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-01-15 0.125 21295646.40 23602906.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-29 1.250 27216044.80 27292305.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-15 0.375 873801.59 975378.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-15 1.375 26096056.00 26046485.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-15 2.750 25768691.19 27340734.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-07-15 0.125 18151873.60 19761818.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-07-31 2.250 22412364.80 22741473.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-15 0.125 25010272.00 26191881.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-07-15 0.375 5790948.79 6419572.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-07-31 2.875 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Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2032-11-15 0.000 4480000.00 3553267.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2033-05-15 0.000 6720000.00 5269084.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-05-15 0.000 5040000.00 4234608.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-02-15 0.000 5040000.00 4249072.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-08-15 0.000 3360000.00 2802441.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2031-02-15 0.000 7280000.00 6014590.40 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0215 616000000.00 616000000.00 0.0115 N Y Y N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 261700PLI2HF5NCF2442 4257 0001335241 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 2048-12-01 3.500 167681563.00 157267830.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2048-09-01 4.000 11460177.00 10078393.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2048-11-20 4.000 1587332.00 1531644.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2049-05-20 3.500 132807415.00 137122131.44 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0217 300000000.00 300000000.00 0.0056 N Y Y N - N/A - DAIWA CAPITAL MARKETS AMERICA DAIWA CAPITAL MARKETS AMERICA 36977 0000026617 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury-U.S. Treasuries (including strips) 2020-01-30 0.000 44429.41 44091.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-09-05 0.000 263823.52 263797.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-23 0.000 458135.29 452872.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-31 0.000 87635.29 87360.64 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-06-18 0.000 32094170.58 31645269.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-23 0.000 2523.52 2505.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-11-15 6.500 51847441.17 70606906.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-08-15 2.250 76.47 80.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-12-31 1.875 107396823.52 107686044.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-01-31 2.500 38235.29 40427.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2023-02-28 2.625 2241735.29 2360555.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2023-06-30 2.625 312000.00 327100.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-08-31 2.625 3823529.41 3904403.43 Agency Mortgage-Backed Securities United States 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Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-09-30 2.125 9941176.47 10148660.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-02-15 2.000 6882352.94 7091405.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-30 1.375 24583000.00 24611674.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-15 3.375 539882.35 546514.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-02-28 1.125 3809458.82 3801864.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2023-06-30 1.375 1338235.29 1338008.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-07-15 0.125 107288.23 116214.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-07-31 1.125 12235294.11 12145549.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-10-31 1.250 76470588.23 76681189.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-02-15 2.250 1527347.05 1613523.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-05-31 1.375 233235294.11 233185082.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-04-30 2.000 193700.00 199940.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-05-31 1.875 2294117.64 2330488.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-07-31 2.625 3823529.41 3859363.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2027-10-15 3.000 30373407.99 676271.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-01-01 4.500 4642992.05 1960898.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-01-01 2.500 191176.47 94106.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-04-01 5.000 625654.82 582445.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-04-01 4.618 788.41 16.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-03-01 4.924 2655.05 105.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-08-01 4.782 21732.17 301.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-01-01 4.647 6502194.70 732182.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-08-01 3.500 286430.52 239064.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-02-01 2.000 112466.05 110089.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-07-01 2.819 1517.94 350.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-10-01 2.346 2141176.47 1146129.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-02-01 3.686 82716.70 63157.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-03-01 3.517 2109096.29 2069132.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-03-01 3.665 5789099.58 5460044.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-04-01 3.500 28243972.82 28278752.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-10-01 3.500 2831546.82 2586022.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-03-01 3.500 923038.99 872005.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-03-01 5.000 878448.23 818658.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-01-01 4.500 218816.76 184864.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-04-01 3.500 2104352.82 2066202.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-05-01 3.000 30748.05 30573.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-08-01 4.500 7240844.76 7614682.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-08-01 3.500 8915209.58 4357533.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-02-01 4.000 2612128.23 2656171.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-10-01 4.000 925609.17 759613.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-04-01 4.000 5538045.11 5751242.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-05-01 4.000 1258262.35 1312432.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-08-01 3.500 1858960.99 1366212.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-02-01 4.000 1379677.76 1345336.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-04-01 4.000 2073294.29 1990239.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-06-01 4.000 448261.41 477915.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2023-05-15 0.000 405.37 383.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-01-01 3.500 350736.94 344930.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-08-01 3.500 5156488.23 5394245.88 Agency Mortgage-Backed Securities Federal Home Loan Banks-Agency Debentures and Agency Strips 2019-11-29 0.000 76470588.23 76097717.64 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2020-11-12 2.089 1988235.29 1989099.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-06-01 4.621 798.35 243.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2021-06-25 0.000 17260738.52 1014.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2021-10-25 0.000 3553588.23 1509.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2023-07-25 0.000 48176.47 33.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-01-25 2.745 220235.29 49745.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-08-25 4.354 59417838.23 457926.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 3.954 10924369.52 601533.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2028-07-25 3.500 1954368.76 44328.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-25 4.000 58414735.29 3025072.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2031-04-25 3.500 7849268.47 512452.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-07-25 3.500 1109478.88 73053.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-02-25 3.000 303588.23 13370.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-01-25 3.000 692058.82 33682.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-25 3.000 637254.64 41950.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-03-25 3.000 2465411.76 103696.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-25 4.054 15827697.29 2147980.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-25 4.054 15055146.29 1688077.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-07-25 4.000 40147058.82 3875962.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-25 4.004 20149122.11 2890763.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 2.595 6104371.00 5987407.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2032-02-01 6.500 464176.47 317.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-01-15 4.000 74366854.82 424419.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2025-05-15 4.000 1911764.70 60102.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-04-15 3.854 170264769.23 1591296.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-12-15 4.504 29288426.47 477646.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-11-15 3.500 17076098.76 527611.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-02-15 3.500 3945329.47 169734.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-02-15 3.804 27599302.82 3728907.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-08-15 3.500 8713823.52 322606.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-07-15 3.500 12172267.05 611889.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-05-15 2.495 36934967.58 31431088.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-04-15 3.854 19444067.88 2680049.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-01-15 3.854 29025879.99 3000117.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-08-01 3.910 1797.05 19.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 4.000 3640626.29 1522672.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-10-01 3.649 3244082.70 3189864.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-03-01 3.620 3823529.41 4131947.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-04-01 3.470 4056764.70 4066180.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-07-01 2.500 1560035.94 646537.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-08-01 3.500 1195445.58 797194.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2043-02-01 4.000 81584443.35 1190115.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-06-25 3.954 3823529.41 34326.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-02-25 2.845 9185161.47 79765.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-12-25 4.254 23705882.35 105035.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-12-25 4.254 38235294.11 35504.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-03-01 5.500 855.70 102.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-08-01 4.373 2556.41 119.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency 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Association-Agency Mortgage-Backed Securities 2047-04-01 4.500 2683218.35 2619656.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 4.500 3328387.70 3189967.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-01 4.000 1668656.29 1348783.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 3.746 6906899.23 6021949.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-01 4.000 7203529.41 6463555.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-04-01 4.000 1433077.94 1390952.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 4.500 913949.70 987612.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 4.500 1048183.88 1151189.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 4.500 3695091.70 2495019.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 4.000 799065.64 769440.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 4.500 587226.05 641508.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 4.500 1075596.29 1044976.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 3.500 994693.47 787677.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 3.500 1938641.05 1574277.88 Agency Mortgage-Backed Securities 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Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.500 23992.64 23929.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.000 2739295.00 2519508.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 3.500 1551503.35 1216619.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-01 3.500 1777546.58 1749094.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-01 3.500 7965675.82 7883907.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-03-01 3.500 5275900.11 5133159.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 3.867 1059662.11 1079352.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 3.750 6618046.88 5881977.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 3.500 1655799.29 1578620.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 3.500 17131.70 17115.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 4.500 1304812.29 1341901.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-04-01 3.500 1512882.64 1516399.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 4.000 1476375.58 1574833.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-01 4.000 886153.41 922233.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-01 3.174 10858965.76 11156857.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-01 4.000 8227585.29 8327591.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-01 3.500 1879672.29 1954160.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 5.000 330449.29 278027.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-01 3.500 341410.58 312623.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-01 3.500 232622.76 230920.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-01 3.500 874254.58 866304.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-01 3.500 46259.35 48054.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-04-01 5.500 880.17 41.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 5.500 2346.88 159.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2020-01-01 4.000 2806.47 0.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-07-01 4.500 1979.05 500.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 3.500 408014.17 384095.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 4.500 25460.11 22381.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 4.500 129254.41 108453.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 3.500 2385985.58 2362138.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-01 3.000 741554.41 746867.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-01 5.000 238014.70 241839.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-06-01 2.500 104783.82 97638.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-01 4.500 1826550.47 1919166.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-08-01 3.500 164411.76 171097.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-01 4.000 337538.11 352184.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-03-01 4.500 11001.05 30.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-06-01 5.500 4298.41 291.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-10-15 5.000 1313.76 49.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-11-20 4.000 5081.47 1262.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-12-20 4.000 2534.23 182.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-01-20 4.000 6696320.64 983240.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-20 3.000 1651996.41 1222532.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-20 3.500 46791751.88 31346982.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-20 4.000 1027662.99 617691.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-20 4.000 4129498.17 2553076.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-12-20 3.000 120172.76 116394.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-20 3.500 12225694.76 10104907.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-20 4.500 40138647.82 23880832.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-20 4.000 5390733.70 5134487.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-20 4.500 21327166.05 21653138.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-20 4.500 12680645.05 12974209.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-20 3.500 766534.29 793877.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-20 2.500 202238.70 204373.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-20 4.000 43138022.35 45095579.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2034-07-20 3.500 913964.99 943794.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-20 3.500 4942646.64 5062453.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-20 5.000 10031656.47 10642782.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-20 5.500 1121060.35 1198774.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-20 3.500 12453644.41 12786897.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-20 4.000 13479618.94 14120604.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-20 4.500 5650639.64 5988745.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-20 5.000 1416502.17 1500367.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-20 6.000 764.70 838.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-15 4.500 26885.52 20445.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-15 4.500 187601.47 105590.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-15 5.000 764.70 449.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-15 3.500 221728.76 203578.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-20 5.500 881358.70 839180.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-15 4.500 53419.29 26850.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-15 4.500 18983.05 15315.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-20 5.000 778690.05 820692.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-20 5.000 1090253.41 1141346.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-15 4.000 156825.88 164282.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-20 5.000 10926771.47 11591762.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-20 4.000 1172021.88 1219299.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-10-15 4.500 833516.41 802501.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-15 4.500 158191.64 40524.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-15 4.500 748205.82 256452.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-20 4.500 1480078.29 1556304.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-15 4.500 88533.05 38110.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2040-08-20 3.750 8094411.76 701904.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2038-12-20 4.125 12467.76 235.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-02-20 4.500 344117.64 69.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-11-20 4.500 107058.82 97.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-06-16 5.000 20769411.00 1448614.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-20 3.500 135352.94 6591.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-08-20 4.000 10849514.76 506298.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-11-20 4.000 26822058.82 2914143.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-03-20 3.500 7499797.88 189037.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 2.472 1596400.76 1335689.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-20 3.000 18582352.94 689373.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-20 3.000 5425781.70 204957.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 4.500 40803764.52 5524725.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-20 4.500 36992613.41 4909100.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-20 3.500 14871453.23 805402.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 2.472 36016136.76 33085956.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 4.027 10227941.17 1819678.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-05-20 4.500 22612352.94 2764341.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 4.027 44460594.94 6601797.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-20 3.977 43206004.70 5279197.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 4.000 4779411.76 129141.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 3.877 42271470.64 5021903.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 3.927 9011676.47 1460004.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 2.622 11975866.88 11965794.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 4.000 3515876.76 631033.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 4.000 16651918.70 976670.18 Agency Mortgage-Backed Securities Y 2019-09-03 2019-09-03 2019-09-03 N Y DAIWA SECURITIES CO LTD 0.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0217 1300000000.00 1300000000.00 0.0242 N Y Y N - N/A - DEUTSCHE BANK SECURITIES INC DEUTSCHE BANK SECURITIES INC 36035 0001074042 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2019-09-12 0.000 8202196.96 8196537.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-12 0.000 1015909.09 1015208.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-10-10 0.000 1209090.90 1206323.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-10-10 0.000 30730303.03 30659961.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-11-07 0.000 2874242.42 2863521.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-12-05 0.000 16666.66 16580.33 U.S. Treasuries (including strips) United States 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U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-10-31 0.000 2720757.57 2711667.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-11-21 0.000 3409090.90 3393804.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-06-18 0.000 6768484.84 6672365.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-12-19 0.000 7901287.87 7854883.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-01-09 0.000 973333.33 966642.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-01-09 0.000 681818.18 677131.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-13 0.000 2729090.90 2683624.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-02-06 0.000 75.75 75.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-17 0.000 5572803.03 5567107.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-24 0.000 1456590.90 1454535.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-24 0.000 235606.06 235273.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-10-01 0.000 1078257.57 1076273.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-10-08 0.000 220454.54 219982.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-10-08 0.000 10368787.87 10346598.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-10-15 0.000 6653030.30 6635932.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-10-22 0.000 4153181.81 4141096.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-16 0.000 2832575.75 2829856.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-16 0.000 100757.57 100660.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-02-15 0.000 388636.36 385492.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-15 0.000 4545.45 4490.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-15 0.000 20757.57 20422.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-15 0.000 309090.90 301855.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-05-15 0.000 405303.03 394436.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-15 0.000 1932575.75 1874695.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-11-15 0.000 173106.06 167279.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-15 0.000 276515.15 264860.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-15 0.000 899242.42 858614.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 0.000 802727.27 764225.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-15 0.000 6060.60 5730.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 0.000 303030.30 281621.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 0.000 18939.39 17526.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-15 0.000 62878.78 57759.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 0.000 274242.42 249769.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-15 0.000 1879545.45 1701608.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 0.000 856818.18 771744.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-02-15 0.000 748484.84 671091.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 0.000 1082575.75 963643.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 0.000 3990909.09 3538978.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 0.000 392348.48 343297.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-15 0.000 1430454.54 1246912.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-15 0.000 846969.69 735542.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-08-15 0.000 5762878.78 4963798.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-05-15 0.000 408030.30 347286.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-02-15 0.000 228939.39 170525.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-05-15 0.000 404848.48 300106.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-05-15 0.000 3396287.87 2449640.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-02-15 0.000 144090.90 101401.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-08-15 0.000 14261515.15 9934143.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-11-15 0.000 753484.84 520341.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-08-15 0.000 406060.60 274346.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-11-15 0.000 293484.84 196555.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-02-15 0.000 1011893.93 674467.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-05-15 0.000 3359090.90 2218948.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-08-15 0.000 20833.33 13628.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-11-15 0.000 1446818.18 939621.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.000 57424.24 37072.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-05-15 0.000 537196.96 344069.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-08-15 0.000 3936136.36 2502910.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 0.000 3207727.27 2025711.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 0.000 283333.33 177905.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-05-15 0.000 135454.54 84602.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-08-15 0.000 14314772.72 8893625.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-11-15 0.000 885530.30 546531.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 0.000 1998106.06 1226277.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-05-15 0.000 14369621.21 8761445.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-08-15 0.000 208787.87 126523.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-11-15 0.000 64393.93 38830.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.000 14395303.03 8631092.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-05-15 0.000 309015.15 184423.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-08-15 0.000 10102272.72 5991657.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-11-15 0.000 3607575.75 2131463.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 0.000 167196.96 98040.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-05-15 0.000 284848.48 166280.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 0.000 158257.57 91847.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-11-15 0.000 747348.48 432086.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-11-15 0.000 23165303.03 13105075.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 0.000 65833.33 37062.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-05-15 0.000 607272.72 340139.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 0.000 3970681.81 2195056.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-02-15 8.500 3256212.12 3363858.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-15 8.750 6771969.69 7271799.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-15 8.750 2052272.72 2194672.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-15 7.875 12015833.33 13122166.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-15 8.125 703484.84 793876.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-15 7.250 18939.39 22136.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-15 7.250 8414242.42 9834685.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 7.125 1264772.72 1508674.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-15 6.250 7599696.96 9018473.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 7.500 5184015.15 6869276.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 6.000 350757.57 449251.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 6.000 3241893.93 4152232.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 6.500 1020000.00 1388659.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-02-15 6.625 7294545.45 9952476.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 6.125 1191969.69 1639243.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 6.125 7202045.45 9904534.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 5.500 64393.93 86030.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-15 5.250 438636.36 585994.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-15 5.250 2972575.75 3957006.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-05-15 6.250 930833.33 1380819.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-02-15 5.375 41666.66 58477.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 2.375 71136.36 109076.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-02-15 4.500 376515.15 529634.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 2.375 21212.12 31725.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-01-15 1.750 537121.21 754074.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-05-15 4.500 656818.18 954085.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-02-15 4.625 5288636.36 7839489.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-11-15 4.250 234090.90 335339.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-02-15 4.750 2023636.36 3065457.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-08-15 3.750 350757.57 468551.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-11-15 3.125 9545.45 11745.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-08-15 2.750 1882575.75 2171927.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 2.750 91666.66 106378.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 3.125 25757.57 31564.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 0.625 387878.78 462407.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-05-15 2.875 227.27 269.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-11-15 3.750 678409.09 923276.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 3.625 3787878.78 5033399.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 2.500 607954.54 673357.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 2.500 6515151.51 7216045.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 2.250 732575.75 774542.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-11-15 2.875 151.51 181.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-11-15 2.875 896136.36 1074167.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-05-15 3.000 3787.87 4652.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 3.000 11363.63 13909.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 1.000 8441287.87 10346543.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-05-15 3.125 6060.60 7642.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-08-15 3.000 133333.33 163543.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-08-15 3.000 8510454.54 10438692.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 3.000 168181.81 206911.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-05-15 2.875 4831136.36 5847556.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-05-15 2.875 1375757.57 1665202.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-08-15 2.250 227272.72 241294.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-05-15 0.000 212121.21 192232.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-05-15 0.000 303030.30 270515.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-15 0.000 21212.12 20378.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-15 0.000 30303.03 28631.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-11-15 0.000 34090.90 33950.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-02-15 0.000 4817196.96 4775480.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 0.000 757575.75 661846.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-15 0.000 36363.63 31653.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-15 1.500 3888636.36 3885156.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-07-15 0.375 6757878.78 7321023.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-07-15 0.375 5175757.57 5607061.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-07-31 1.875 11452727.27 11602386.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-15 1.500 5274015.15 5262841.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 2.250 7596212.12 8036641.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 2.250 757575.75 801500.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-30 1.375 1741212.12 1749727.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-15 1.625 12836969.69 12899006.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-10-31 2.000 174015.15 178064.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-11-30 1.750 885681.81 888844.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-30 2.125 14848484.84 15436833.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-30 2.125 711363.63 739550.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-15 2.250 12241742.42 12355800.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-03-31 2.250 7010454.54 7090971.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-03-31 2.250 151515.15 153255.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-04-15 2.375 2860530.30 2919829.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-30 2.375 3409090.90 3447114.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-30 1.992 383333.33 383624.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-05-15 2.875 96969.69 108601.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-31 2.500 687121.21 694664.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-31 2.750 115151.51 121377.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-31 2.750 8852121.21 9626374.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-09-15 2.750 9382348.48 9728504.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-09-30 2.750 1182878.78 1208820.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-09-30 2.875 295454.54 315682.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-31 2.875 2772196.96 2834574.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-15 3.125 10954393.93 12562348.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-15 3.125 2486363.63 2851327.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-30 2.875 57575.75 62818.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-11-30 2.875 680075.75 724950.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-12-15 2.625 7529318.18 7760097.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-12-31 2.625 3329166.66 3575938.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-01-15 2.500 1245833.33 1278393.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-15 2.625 14393.93 15808.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-05-15 2.375 28030.30 30373.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-06-30 1.750 7244393.93 7373734.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-06-30 1.875 2098636.36 2160281.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-07-31 1.750 5396590.90 5424095.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-07-31 2.179 12104545.45 12121525.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-30 2.000 12545833.33 12650373.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-28 2.000 12826363.63 13021012.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-15 2.375 1097272.72 1147240.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-09-30 2.125 614393.93 627115.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-30 1.750 112878.78 113646.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-30 1.750 757575.75 762729.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-10-31 1.500 12295606.06 12343347.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-11-30 1.875 9090.90 9203.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-11-30 1.875 2694242.42 2727629.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-11-30 1.500 1257651.51 1260519.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-12-31 1.625 2957878.78 2962148.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-01-31 1.250 100000.00 99808.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-01-31 1.500 12200909.09 12217292.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 2.000 13111136.36 13502309.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-03-31 1.750 2651212.12 2688893.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-03-31 1.375 1628787.87 1633298.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-15 0.125 5569090.90 6036031.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-30 1.375 12364772.72 12380085.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-15 2.000 623484.84 643155.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-31 1.875 2121212.12 2166508.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-31 1.375 4320909.09 4333083.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-31 1.375 181136.36 181646.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-09-30 1.750 1722727.27 1750321.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-09-30 1.750 996136.36 1012092.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-09-30 1.375 683333.33 684324.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-15 2.250 668939.39 704337.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-30 2.000 7337878.78 7499918.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-30 1.625 10902803.03 10933225.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-12-31 2.125 985606.06 1010637.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-12-31 1.750 5607045.45 5625945.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-15 0.625 63636.36 71424.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 1.625 19318.18 19511.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-28 1.125 27848484.84 27784556.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-15 2.625 11521969.69 11731928.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-15 2.625 8625530.30 8782708.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-15 3.625 129545.45 133395.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-04-15 0.125 107196.96 114776.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-04-30 1.375 356060.60 356252.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-04-30 1.375 4050151.51 4052332.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-07-15 0.625 6140000.00 7028749.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-31 1.625 1691969.69 1709830.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-06-30 1.125 5910681.81 5871817.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-06-30 1.125 1045454.54 1038580.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-02-15 2.000 931363.63 943653.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-09-30 1.125 9258787.87 9222883.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-10-15 1.000 8701136.36 8720584.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-10-31 1.250 11175227.27 11153927.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-07-15 0.125 893181.81 994489.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-07-15 0.125 10008106.06 11143263.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-30 1.000 1250757.57 1254681.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-30 1.000 2444848.48 2452517.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-15 1.625 297727.27 300720.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-11-15 1.000 13147348.48 13158413.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-11-15 1.000 6210606.06 6215832.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-11-30 2.125 4373560.60 4518957.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-11-30 1.000 10971136.36 10969231.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-12-31 1.125 9784242.42 9774515.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-01-31 1.375 12795909.09 12778761.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-01-31 1.375 996969.69 995633.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 2.000 6143560.60 6262347.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-01-15 1.375 5728560.60 5727843.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 0.375 60606.06 66130.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-01-31 1.875 2946666.66 2976718.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-30 1.125 4783712.12 4777826.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-07-15 0.375 3163257.57 3530976.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-31 2.000 12446060.60 12486266.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-15 2.500 6479545.45 6748893.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-09-30 2.000 5447651.51 5505865.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-02-28 1.875 945454.54 962911.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-31 1.750 31060.60 31244.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-06-30 2.125 9332424.24 9456848.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-15 0.125 11161666.66 12151628.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-04-30 1.750 8995227.27 9112089.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-15 1.500 42424.24 42567.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-05-15 2.375 9993636.36 10714233.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-15 1.500 1060606.06 1062580.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-15 2.125 9090909.09 9480315.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-06-30 1.625 275000.00 275256.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-06-30 1.625 5700909.09 5706231.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-07-15 0.375 4545.45 5038.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-31 2.000 1278787.87 1318715.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-06-15 1.500 10485757.57 10488953.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-06-30 1.750 11950606.06 12080040.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-06-30 2.000 12431060.60 12798587.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-06-30 2.000 151.51 155.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-06-30 2.500 6962575.75 7029514.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-31 2.002 406060.60 406230.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-31 2.002 12780530.30 12785875.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-07-31 2.750 10049924.24 10566860.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-07-31 2.875 29545.45 31975.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-31 1.875 3512121.21 3610230.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-15 1.500 9350606.06 9368011.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-08-15 0.000 5606818.18 4572640.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-02-15 0.000 1008333.33 813916.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-08-15 0.000 15355303.03 12250000.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-02-15 0.000 5552863.63 4380543.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-08-15 0.000 1250965.15 975189.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-08-15 0.000 4651009.84 3539976.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-08-15 0.000 125303.03 93167.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-02-15 0.000 5378429.54 3962396.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-02-15 0.000 13566515.15 9774945.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-11-15 0.000 7962121.21 6605057.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-11-15 0.000 70.15 56.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-05-15 0.000 14970454.54 11738183.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-11-15 0.000 5940151.51 4602132.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-05-15 0.000 42045.45 32198.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-11-15 0.000 14962878.78 11320914.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-15 0.000 863977.27 826500.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 0.000 7257196.96 6414128.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 0.000 14785593.93 12833008.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-11-15 0.000 2973484.84 2197464.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-08-15 0.000 255303.03 217439.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-08-15 0.000 8762430.30 6220449.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-02-15 0.000 5395454.54 3788855.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-05-15 0.000 24242.42 16945.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-11-15 0.000 8474621.21 5700403.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-02-15 0.000 9655069.69 6455669.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-05-15 0.000 15476818.18 10301060.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-05-15 0.000 502272.72 294264.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.000 7280303.03 4627506.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-08-15 0.000 14022132.57 8785146.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 0.000 17803787.87 11088021.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 0.000 12934768.93 7998990.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-08-15 0.000 200000.00 122492.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-08-15 0.000 723800.75 431993.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.000 3717424.24 2190380.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-08-15 0.000 15709661.36 9153752.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-11-15 0.000 17267424.24 10008717.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 0.000 19106818.18 11018519.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-05-15 0.000 11363.63 6523.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 0.000 13709848.48 7829968.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-11-15 0.000 90151.51 51246.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.000 18484.84 10446.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-05-15 0.000 1700757.57 956557.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-08-15 0.000 13950757.57 7801821.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-11-15 0.000 961363.63 535133.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 0.000 431818.18 239520.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-05-15 0.000 1352272.72 746697.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-08-15 0.000 6778030.30 3724798.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-11-15 0.000 77272.72 42257.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 0.000 569696.96 308485.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-05-15 0.000 4286363.63 2291318.54 U.S. Treasuries (including strips) Y FITCH'S RATING F2 MOODY'S RATING NR S&P RATING A-2 2019-09-03 2019-09-03 2019-09-03 N N N 0.0216 1250000000.00 1250000000.00 0.0233 N Y Y N - N/A - FANNIE DISCOUNT NOTE FANNIE DISCOUNT NOTE 313588PE9 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-11-13 2019-11-13 2019-11-13 N N N 0.0197 199226888.00 199226888.00 0.0037 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384SC4 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-01-22 2020-01-22 2020-01-22 N N N 0.0204 158815600.00 158815600.00 0.0030 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384MM8 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2019-10-03 2019-10-03 2019-10-03 N N N 0.0214 823611252.75 823611252.75 0.0153 N N Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384MR7 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2019-10-07 2019-10-07 2019-10-07 N N N 0.0213 264694056.74 264694056.74 0.0049 N N Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384LG2 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2019-09-04 2019-09-04 2019-09-04 N N N 0.0225 597065833.94 597065833.94 0.0111 N N Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384PE3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2019-11-13 2019-11-13 2019-11-13 N N N 0.0200 227118652.32 227118652.32 0.0042 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EHB77 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F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-09-15 2021-01-15 2021-01-15 N N N 0.0226 250013827.50 250013827.50 0.0047 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EKDM5 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-09-03 2021-03-18 2021-03-18 N N N 0.0224 32994080.46 32994080.46 0.0006 N N N 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+ 2019-09-03 2019-09-05 2019-09-05 N N N 0.0218 59999851.20 59999851.20 0.0011 N N Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EJHP7 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-09-03 2020-03-26 2020-03-26 N N N 0.0235 155075622.95 155075622.95 0.0029 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EHM42 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 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8NAV47T0Y26Q87Y0QP81 2047-06-20 5.000 60488418.00 11158880.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-04-20 3.877 69562130.00 12761300.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-03-20 3.877 54658368.00 7170067.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-01-20 4.000 62169770.00 6505177.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-20 4.000 71497910.00 7223075.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-03-20 3.927 46960249.00 8067389.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-04-20 3.877 54816363.00 8696790.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-02-16 3.000 13540000.00 13395688.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-05-20 3.927 44165714.00 7915812.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-11-20 3.000 14566596.00 14837057.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-06-20 3.877 35576285.00 6641630.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-06-20 3.877 91342489.00 11219556.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-06-20 3.927 49500000.00 7103724.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-07-20 3.927 51428571.00 9172742.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-07-20 3.927 52223873.00 6742593.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-08-20 3.710 75000000.00 6155141.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-08-20 2.649 12476514.00 12479746.80 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0216 850000000.00 850000000.00 0.0158 N Y Y N - N/A - MERRILL LYNCH PIERCE FENNER & SMITH MERRILL LYNCH PIERCE FENNER & SMITH 59021OBF4 8NAV47T0Y26Q87Y0QP81 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-01-15 2.752 49443199.00 20323618.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2058-10-15 2.545 29163959.00 26679941.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2056-08-15 2.595 20597664.00 18544912.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2031-10-15 4.500 35441008.00 36786428.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2030-01-15 4.000 8832348.00 9186323.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2030-01-15 4.000 18262939.00 18855632.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2030-08-15 4.000 28029000.00 29455300.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2057-08-15 3.000 22456325.00 22632487.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-03-15 3.000 38866900.00 39779676.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-05-20 2.500 32517722.00 18937499.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-10-20 3.000 69300000.00 48550692.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-10-20 2.522 32174979.00 28828095.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-02-20 2.622 36577293.00 35632180.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-05-20 3.927 181000000.00 26941763.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-08-20 3.000 50372000.00 50002233.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-05-20 2.622 25268356.00 24787593.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-07-20 2.500 32045000.00 32228473.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-08-20 3.500 4215807.00 4288350.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-07-20 3.000 21455241.00 21851161.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-07-20 2.572 23528761.00 23456011.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-12-20 3.500 24467616.00 24839436.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-01-20 3.500 24707689.00 25018399.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-08-20 2.790 50000000.00 49740600.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-07-25 2.750 40000000.00 21418795.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-11-25 2.645 33605000.00 25281940.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-11-25 2.445 48983748.00 34696167.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-05-25 2.445 25071829.00 22469736.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2058-10-25 2.495 21202829.00 18169321.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-06-25 4.054 166241009.00 17839847.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-12-25 2.445 21405310.00 18666264.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-02-25 4.000 39950000.00 37119047.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2059-06-25 3.904 93863450.00 16991225.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-07-25 2.545 20864326.00 20053329.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-08-25 2.545 35752263.00 35018287.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2059-08-25 2.595 17100700.00 16962289.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2059-08-25 3.000 22800936.00 22966934.51 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1 2019-12-03 2019-12-03 2019-12-03 N N N 0.0214 875000000.00 875000000.00 0.0163 N N N Y - N/A - MERRILL LYNCH PIERCE FENNER & SMITH MERRILL LYNCH PIERCE FENNER & SMITH 8NAV47T0Y26Q87Y0QP81 36022 0000914246 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-12-15 3.500 68588097.00 4502815.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-09-25 4.354 70093527.00 3252287.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-12-25 3.854 77161995.00 4165487.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-06-25 4.354 100813781.00 2983758.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-06-25 3.854 111496711.00 3358997.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-11-25 4.104 47251685.00 2992381.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-09-25 4.500 50000000.00 5042099.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-06-25 4.054 21381273.00 2922827.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-05-25 3.000 36200000.00 3731608.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-06-25 4.054 45000000.00 4820730.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-08-25 4.104 23880865.00 4179928.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-03-25 3.904 30861825.00 4735164.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-12-25 3.000 35500000.00 4231280.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-11-25 4.000 42614069.00 2687335.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-07-25 4.000 48352292.00 3851108.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-01-25 4.054 24507190.00 3386047.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-04-25 3.904 38120665.00 4846189.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-04-25 3.904 40327554.00 4689005.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-06-25 3.904 23000000.00 3141355.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-01-25 3.904 25400000.00 3355449.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-06-25 3.904 20000000.00 4602243.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-07-25 3.904 49025500.00 5356376.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-07-25 3.854 40000000.00 3737574.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-07-25 3.904 29602364.00 4683997.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-07-25 3.904 19037784.00 3353095.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2059-08-25 3.904 17100700.00 3324597.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2033-10-15 4.354 64332666.00 2607315.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-07-15 3.904 96362100.00 4661919.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-02-15 6.500 53846154.00 3828355.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-08-15 3.904 40000000.00 3230294.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-03-15 4.104 34215872.00 4269344.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-12-15 3.904 23359600.00 3318676.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-03-15 4.500 44996965.00 5013443.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-04-15 3.804 17318538.00 3032796.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-04-15 3.854 21800000.00 2924654.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-12-15 3.954 42907865.00 5735952.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-06-15 3.854 30386099.00 3689413.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-06-15 2.067 50000000.00 2832041.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-04-15 6.000 22809734.00 5467888.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2025-11-15 5.500 15000000.00 3269692.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-11-25 4.474 134458914.00 2670203.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-12-25 3.874 120486092.00 3161028.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-01-16 4.602 164358468.00 3433610.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-01-20 5.000 139149400.00 3184676.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-08-20 1.360 129024726.00 3264936.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-02-20 0.913 186771085.00 2666399.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-11-20 2.014 21093420.00 2691525.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-11-20 1.634 60917522.00 2604540.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-12-20 1.819 33225396.00 3103688.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 1.999 46316374.00 5846922.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-06-20 1.832 42006273.00 2631654.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-12-20 1.399 101392184.00 3684072.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-09-20 1.758 45197047.00 3567969.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-11-20 1.972 52452415.00 4380296.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-06-16 4.602 54541566.00 3661243.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-03-20 4.000 95000000.00 5842607.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 2.627 31712373.00 3883635.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-03-20 4.297 33619574.00 2889525.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-03-20 3.577 126375000.00 2846308.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-09-20 4.437 43058548.00 3262272.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-12-20 4.427 34719678.00 3020005.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-07-20 3.927 58192713.00 2796872.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 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Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2055-11-16 0.868 100000000.00 4787923.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2057-07-16 0.846 100888000.00 3728133.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-04-20 3.427 52238884.00 4752095.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-08-20 4.000 78951885.00 2887087.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-08-20 3.567 111022080.00 5183783.27 Agency Collateralized Mortgage Obligation Government National Mortgage 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1487321.17 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2034-01-01 3.500 200195.00 173388.04 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-06-01 3.000 11027.00 5418.38 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-02-01 5.500 2000000.00 46772.84 Agency Debentures and Agency Strips United States Treasury-U.S. Treasuries (including strips) 2020-04-15 0.125 2800000.00 3034765.86 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-07-01 5.500 521512.00 11907.37 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-02-01 3.000 1562000.00 1403341.50 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-07-01 6.000 2000000.00 46537.31 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-12-01 3.000 20763052.00 16616675.24 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-10-01 5.500 1645548.00 244028.61 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-02-01 6.500 1326242.00 6543.38 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2039-11-01 5.500 47878.00 12321.49 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2030-05-01 7.500 7801682.00 151063.20 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-02-01 2.500 5000000.00 1759098.18 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2034-05-01 5.000 136216.00 7618.49 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2030-12-01 7.500 8002672.00 26423.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2031-01-01 7.500 1507317.00 43367.36 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-02-01 2.000 1605000.00 285513.31 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-09-01 3.000 3066220.00 2981964.52 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips 2020-01-02 2.133 6130000.00 6138090.23 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips 2019-09-27 2.031 6000000.00 6021303.99 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips 2019-09-11 2.261 6000000.00 6030206.66 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips 2020-02-07 1.999 5000000.00 5003735.69 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-10-01 4.000 1675320.00 819525.35 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-11-01 5.500 2355994.00 1825770.25 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-02-01 5.500 2357420.00 2259241.04 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-05-01 4.000 816083.00 847258.10 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-04-01 5.500 539054.00 584640.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-07-01 3.500 10000.00 9051.59 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-11-01 4.000 2929779.00 2707726.96 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-08-01 3.500 27365323.00 28087670.70 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-07-01 4.000 27000000.00 28739316.81 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-06-01 3.500 474379.00 200450.36 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-11-01 3.500 4295156.00 1699645.11 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2030-06-01 3.000 6063409.00 3870988.69 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-02-01 4.000 2029305.00 1810896.15 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-12-01 5.500 1636002.00 1611575.92 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-01-01 5.000 2202416.00 2193116.63 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-01-01 4.000 87470.00 79420.31 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-02-01 4.500 2638180.00 2869622.55 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-02-01 5.500 2038873.00 1608269.34 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-03-01 5.000 345854.00 378733.32 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-05-01 4.000 1473690.00 1535818.57 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-02-01 5.500 2407627.00 2587781.38 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-04-01 4.500 1098037.00 1169667.16 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-05-01 4.500 158891.00 172687.19 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-10-01 4.500 367721.00 368261.76 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-12-01 3.000 1147534.00 1067804.62 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-03-01 4.000 64900.00 66595.11 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-05-01 3.000 1359233.00 1292228.25 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-10-01 4.500 333912.00 305073.41 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-06-01 5.500 1645425.00 1837364.85 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-07-01 5.000 1507364.00 1625387.25 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2039-01-01 5.500 22800000.00 12029139.52 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-11-01 4.000 1214000.00 1106584.93 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2022-12-01 5.500 339216.00 1861.53 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-08-01 4.000 500000.00 10832.58 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-06-01 5.000 3916.00 53.83 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2020-11-17 7.799 619124.00 476.08 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-08-01 3.500 27302145.00 28177166.50 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips 2036-07-15 5.500 10000.00 14958.15 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2034-10-01 4.738 1010.00 44.26 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-07-01 7.500 1163273.00 25472.10 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-07-01 7.500 12740000.00 24561.65 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-07-01 7.500 482558.00 11623.18 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-10-01 5.000 3636183.00 70547.58 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2019-09-25 4.500 60319.00 16.19 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-06-01 5.500 1724.00 46.74 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-09-01 5.500 610633.00 6803.53 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-09-25 3.883 36495749.00 8003169.01 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-10-01 8.000 4713304.00 9766.62 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-08-01 7.000 63686451.00 153791.65 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-08-01 7.500 21836307.00 10045.95 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-11-01 4.000 3144000.00 1007733.36 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-05-01 3.500 13372590.00 7131459.16 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-04-01 3.500 7994414.00 2984976.80 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 4.610 38566060.00 2007968.22 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-05-01 6.000 3467280.00 53408.31 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-01-01 4.492 4031251.00 536606.58 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-12-01 3.499 15237588.00 2524853.95 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-11-01 4.500 425000.00 72490.18 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-12-01 4.500 500000.00 67944.91 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-12-01 3.584 2122192.00 280183.68 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-04-01 4.434 1750000.00 362050.47 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-06-01 3.024 38645120.00 14295759.11 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-05-01 5.500 805000.00 25557.20 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-01 4.000 14135592.00 5921921.77 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-01 2.452 4254210.00 1530160.27 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-06-01 2.373 21571275.00 8821092.30 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 4.258 9842585.00 631486.98 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-06-01 4.121 42584167.00 11870894.56 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-07-01 4.459 8032397.00 1651943.82 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-03-01 7.000 100000.00 21091.44 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-05-01 4.442 1022000.00 226649.15 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-01-01 2.928 9883368.00 3284390.36 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-07-01 2.958 17466622.00 4649305.56 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-09-01 4.806 8106083.00 1960623.55 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-07-01 4.357 100000000.00 29728493.14 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-10-01 4.000 6143009.00 4390349.64 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2021-05-01 4.500 871000.00 31732.16 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-11-01 3.500 6916438.00 5711797.65 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-01 2.579 21477.00 15518.66 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-01 3.427 4000000.00 872999.46 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-04-01 4.583 12024370.00 3191035.09 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-03-01 6.500 457802.00 273435.59 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-04-01 2.954 4048010.00 2501577.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-11-01 3.250 1794000.00 1718152.43 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-12-01 3.490 5000000.00 4976748.19 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-01-01 3.700 2453000.00 2439182.50 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-03-01 3.600 6325000.00 6249753.69 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-03-01 3.339 2036730.00 1979631.29 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-03-01 3.359 2385500.00 2325318.94 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-03-01 3.419 3800000.00 3716786.04 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-04-01 3.660 499497.00 498235.62 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-10-01 3.259 10320000.00 10379147.27 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-11-01 2.975 390000.00 413999.24 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-03-01 2.480 19204288.00 19767507.09 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-06-01 3.629 975000.00 1055939.44 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-12-01 2.529 11597920.00 12033793.67 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-09-01 3.080 7650000.00 8327714.34 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-04-01 3.620 5287079.00 5982097.84 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-08-01 3.720 6954824.00 7840045.59 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-06-01 3.879 10000000.00 11456055.55 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-06-01 3.589 118222.00 132398.22 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-07-01 2.577 6087064.00 2041370.56 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-01 2.330 14365799.00 5592187.61 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-01 3.500 3857605.00 2307019.36 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-01-01 3.500 170990.00 72667.30 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-05-01 3.500 2556989.00 1650963.46 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-01 2.314 13561072.00 5157397.88 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-08-01 3.500 1880976.00 858113.40 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-09-01 2.000 1000000.00 142892.50 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-03-01 4.000 20563932.00 7171639.82 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-10-01 2.964 13976720.00 3053484.64 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-11-01 5.000 971652.00 569234.79 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-04-01 2.500 735571.00 540981.34 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-04-01 2.500 385187.00 271013.11 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-04-01 2.500 42243.00 38481.95 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-05-01 2.500 48826.00 42566.73 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-04-01 7.000 5287328.00 47258.95 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-06-01 6.500 1205806.00 5687.84 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2022-12-01 6.000 915144.00 15389.71 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-10-01 5.500 3700000.00 41795.66 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-09-01 8.000 21666010.00 261791.22 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-01-01 4.722 1750000.00 88336.92 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-11-01 7.500 396377.00 5217.63 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-05-01 5.500 3570000.00 86606.85 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2021-01-01 4.500 3513915.00 17485.44 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2021-04-01 6.000 6974248.00 11415.20 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-07-01 4.570 794460.00 14440.98 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2020-08-01 5.500 1223834.00 9148.95 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2020-08-01 5.500 899526.00 6639.38 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2020-09-01 5.000 812907.00 7079.36 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-07-01 4.147 35000000.00 1581620.13 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2020-10-01 5.000 861857.00 4977.90 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2020-08-01 4.500 1552255.00 5727.58 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-08-01 2.500 1156537.00 989151.89 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 4.000 1119746.00 946096.56 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-01 3.177 5373092.00 4516341.76 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-12-01 3.500 1004570.00 939343.74 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 5.000 1316384.00 386713.39 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-02-01 3.500 18525790.00 16095562.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 3.500 18739718.00 17240683.36 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-02-01 4.000 11042175.00 9993982.42 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 3.500 9240660.00 8713638.34 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-01 3.178 4707507.00 3104559.88 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-01 2.681 25182212.00 15720955.72 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-01 3.500 6952178.00 6224400.35 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-01 4.000 7767.00 7637.24 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-11-01 4.000 30449.00 23084.19 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-11-01 4.000 15149.00 14441.79 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-12-01 4.000 10982.00 9751.56 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-01 4.500 3511984.00 2520810.10 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-01 4.500 1353438.00 1273381.23 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-03-01 3.470 1863900.00 2090271.17 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-03-01 3.470 14840000.00 16315144.64 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-03-01 3.960 3336000.00 3732370.17 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-04-01 3.560 22077500.00 24974217.63 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-05-01 3.290 18241000.00 20144562.86 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-07-01 3.279 28367.00 32069.18 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-07-01 3.279 1000.00 1103.25 Agency Debentures and Agency Strips Federal National Mortgage 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Mortgage-Backed Securities 2039-10-15 4.500 1463460.00 313446.77 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2024-10-15 4.000 3275000.00 238806.69 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-03-15 3.000 2066269.00 1521812.78 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-10-15 4.500 118997.00 75906.82 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2031-10-15 4.500 122564.00 91550.55 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2039-04-15 4.500 22428939.00 2912173.65 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-10-20 3.955 12422898.00 1741710.31 Agency Debentures and Agency 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46848609.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-03-31 2.500 83655100.00 87588187.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-10-15 2.875 28982700.00 30101594.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-01-15 2.500 44398200.00 45558546.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-03-15 2.375 42242700.00 43644413.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-15 2.125 56851400.00 58166297.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-06-30 1.625 159439700.00 159999909.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-07-15 1.750 156269200.00 157825250.55 U.S. Treasuries (including strips) United 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(including strips) 2022-11-15 1.625 54566600.00 55115150.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-04-30 2.250 212244900.00 215999350.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-06-15 1.500 62026900.00 62045802.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-07-15 2.625 199162000.00 203627460.99 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2019-09-03 2019-09-03 2019-09-03 N N N 0.0215 1350000000.00 1350000000.00 0.0252 N Y Y N - N/A - RBC DOMINION SECURITIES INC/CANADA RBC DOMINION SECURITIES INC/CANADA 36026 0000029617 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) 2022-08-31 1.625 6437100.00 6519564.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-09-30 1.875 2068700.00 2111346.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-30 1.375 4147000.00 4167280.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-31 2.750 75896000.00 79999501.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-06-30 2.625 64761000.00 67878673.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-31 2.750 24598000.00 26172352.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-10-31 2.875 7382300.00 7877144.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-15 2.125 52339700.00 53550247.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-31 2.000 700.00 713.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-30 1.375 15866300.00 15885949.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-31 1.375 66920200.00 67108756.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-12-31 1.750 8616900.00 8645945.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-04-30 1.375 100.00 100.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-09-30 1.125 78282400.00 77978831.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-10-31 1.250 29695000.00 29638401.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-11-15 1.000 300.00 300.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-12-31 2.000 100.00 101.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-03-15 1.625 149000.00 149901.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-11-15 2.750 58723700.00 62306193.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-31 1.500 8700.00 8709.30 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2019-09-06 2019-09-19 2019-09-19 N N N 0.0218 500000000.00 500000000.00 0.0093 N N N N - N/A - RBC DOMINION SECURITIES INC/CANADA RBC DOMINION SECURITIES INC/CANADA 36026 0000029617 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury-U.S. Treasuries (including strips) 2042-08-15 2.750 100.00 115.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-11-15 3.750 4058100.00 5522844.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-02-15 1.000 3870000.00 4743485.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-11-15 2.250 2675200.00 2848505.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-02-29 2.375 1913100.00 2014162.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-08-15 2.000 100.00 103.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-11-01 2.649 5031947.00 4349058.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-25 2.000 22015520.00 11176481.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-09-01 4.500 65610000.00 8855068.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-09-01 4.500 82020000.00 12077103.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2034-09-15 5.000 2300000.00 1162960.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-01 4.000 24080000.00 24809165.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.000 492028741.00 441293965.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-01 3.500 30000000.00 26296951.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 3.500 11199186.00 10508687.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-01 3.500 372807106.00 376812437.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-01 3.500 950000000.00 980123972.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-08-01 5.000 149804919.00 23076223.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-09-01 5.000 26176609.00 3014275.61 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2019-09-06 2019-09-06 2019-09-06 N N N 0.0219 1900000000.00 1900000000.00 0.0354 N N Y N - N/A - RBC DOMINION SECURITIES INC/CANADA RBC DOMINION SECURITIES INC/CANADA 36026 0000029617 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury-U.S. Treasuries (including strips) 2046-08-15 0.000 37568700.00 21803746.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-15 0.000 468700.00 266451.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-11-15 0.000 118732500.00 67169349.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-02-15 0.000 22881500.00 12881598.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-08-15 0.000 700.00 390.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-11-15 3.750 921000.00 1253428.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-11-15 2.250 3100.00 3300.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-08-31 2.750 719700.00 782648.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-11-15 3.125 100.00 114.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-05-31 1.500 100.00 100.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-06-15 1.500 37973100.00 37984672.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-08-15 0.000 25.98 24.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-11-01 2.649 15994935.00 13824253.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-25 2.000 14587097.00 7405340.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-05-15 2.000 40000000.00 17293325.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2054-04-15 3.000 27500000.00 18338160.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-10-15 6.000 5590.00 529.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 5.000 213543660.00 220646731.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.000 1270.00 1139.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 3.500 3189845.00 2993171.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-01 3.500 67337815.00 68061272.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-08-01 5.000 20325081.00 3130912.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-09-01 5.000 161094756.00 18550301.73 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2019-09-06 2019-09-06 2019-09-06 N N N 0.0212 500000000.00 500000000.00 0.0093 N N Y N - N/A - ROYAL BANK OF CANADA NY ROYAL BANK OF CANADA NY 983 0000352613 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2027-10-15 3.000 23330865.00 552197.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2032-12-15 3.500 376558.00 18481.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-05-01 3.500 859226.00 857442.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-25 4.354 41333787.00 1396030.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-25 3.804 107483023.00 2016435.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-25 4.354 81032023.00 2514696.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-25 4.354 56053492.00 2217951.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-11-25 4.404 48866666.00 1924997.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-11-25 4.404 12182354.00 232501.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-04-25 4.404 26600000.00 868173.55 Agency Collateralized Mortgage 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Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-25 0.000 5284080.00 2649438.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-25 0.000 6348389.00 4374378.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-06-25 5.000 26012000.00 279040.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-25 6.000 19223505.00 1334947.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-12-25 3.954 26166666.00 1395680.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-06-25 4.500 6225777.00 261376.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-06-25 6.000 35294937.00 2390765.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-03-25 3.500 45313519.00 1266640.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-05-25 6.000 45844380.00 4008332.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-25 4.054 25382533.00 1932442.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-25 3.454 66792278.00 4005543.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-25 1.962 13800000.00 282592.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-25 3.504 24019083.00 1333094.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-09-25 4.000 32428031.00 1946732.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-25 4.104 30200841.00 2469882.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-25 5.000 5391263.00 2243642.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-25 3.954 31000000.00 1930087.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-03-25 3.500 10778285.00 586228.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-25 6.000 14651350.00 1689374.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-11-25 3.854 26405618.00 3344138.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-25 3.954 20820222.00 1515189.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-25 3.500 8514785.00 327119.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-04-25 6.000 18513919.00 2036847.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-25 5.500 18394482.00 1899973.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-25 4.104 39632837.00 3878400.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-09-25 4.104 22331447.00 2796206.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-04-25 4.000 356808.00 23095.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-25 4.104 18518656.00 2370714.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-25 4.054 16500000.00 1732823.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-07-25 4.054 24184515.00 3801354.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-25 5.000 13071003.00 1822207.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-25 4.000 49303440.00 4113199.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-25 4.500 52393038.00 7011613.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-09-25 5.000 19134766.00 3008212.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-25 4.500 14947666.00 1405091.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 3.904 20276372.00 2623671.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 3.904 26281074.00 2883417.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2035-03-01 5.000 39738301.00 256638.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2037-09-01 6.000 41835049.00 147274.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-06-15 4.274 19673666.00 289879.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-05-15 4.254 46220588.00 1770327.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-12-15 4.314 65714285.00 3261174.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 3.754 25742360.00 1519511.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 3.744 85892593.00 4167553.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-03-15 5.500 32181818.00 1580776.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2027-05-15 3.000 82083333.00 1488475.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-09-15 3.000 220489236.00 4450901.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-08-15 3.854 46819626.00 2498924.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 4.404 25000000.00 1956011.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-10-15 3.954 22285714.00 1913565.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 6.000 71242350.00 1842941.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-01-15 3.500 5357233.00 305013.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-10-15 3.000 7380595.00 291981.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-02-15 4.000 53250000.00 4947402.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-03-15 3.904 22243120.00 1986066.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-04-15 4.000 6250000.00 279374.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-02-15 3.904 66345563.00 3013828.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-07-15 3.904 70000000.00 3386542.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-03-15 3.954 66000000.00 2307293.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-05-15 3.804 25053150.00 2069639.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-06-15 4.004 50000000.00 2545352.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-07-15 4.004 61834251.00 2721475.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2050-11-15 3.804 23484774.00 1457342.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-09-15 4.454 31000727.00 3037288.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-09-15 3.904 40958642.00 3594383.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-01-15 3.954 22285714.00 1808290.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-07-15 6.000 37038563.00 2545910.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-04-15 5.500 42094518.00 3309515.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-05-15 3.904 22368052.00 1348795.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-04-15 3.500 14285714.00 1342433.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-04-15 3.500 29111489.00 1948772.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2034-01-15 3.000 23333333.00 1489324.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-05-15 3.904 58365893.00 3227323.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-06-15 3.704 18318856.00 1805213.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-08-15 3.904 19000000.00 1534390.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-15 3.704 25000000.00 2980375.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-08-15 3.904 42323839.00 5713286.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-08-15 3.904 26045439.00 3569241.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-08-15 3.904 17492338.00 2650296.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-04-15 4.000 49787213.00 5696284.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-10-15 4.500 28311206.00 2975205.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-07-15 3.904 18144177.00 2732618.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-06-15 3.884 9800000.00 2302628.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-11-25 7.000 147589139.00 277817.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-05-25 0.000 75000000.00 2976893.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-08-25 4.904 50492769.00 274727.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-03-25 4.454 50000000.00 564873.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 3.484 268645998.00 3941874.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-06-15 4.101 844641.00 9805.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-25 4.454 188178601.00 1823501.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-05-25 4.594 63752857.00 1329590.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-08-25 5.084 210102717.00 2037635.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-11-15 4.154 225000000.00 1959291.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-02-25 4.354 112500000.00 1325236.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-01-25 4.454 76007776.00 1695297.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-25 4.384 69000000.00 2604640.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-25 4.084 118012223.00 2038748.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 3.854 109000000.00 3831841.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 3.884 135667226.00 3834014.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-06-20 4.497 150000000.00 2625487.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-16 3.602 157025072.00 2396720.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-11-20 4.077 19234064.00 1395798.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-08-20 2.570 64689025.00 2280459.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-05-16 3.852 92857830.00 2207724.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-07-20 3.757 68833750.00 1679226.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-20 3.827 97000000.00 2140432.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-08-20 4.427 49696251.00 3128554.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-20 3.227 106421750.00 2184618.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-20 3.227 67197000.00 1566578.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-02-16 4.352 76318500.00 2755746.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-04-20 4.477 76309666.00 2383433.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-16 4.452 41331611.00 1564358.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-05-16 3.912 87600000.00 2214561.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-16 3.902 38336781.00 1780818.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-11-16 3.852 30987353.00 1645978.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-16 4.402 20000000.00 2755613.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-03-20 4.500 105727647.00 2642176.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-16 2.302 198453000.00 2927809.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-20 5.000 50469918.00 1392310.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-16 3.902 36200359.00 2061926.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-20 4.027 15853103.00 1458083.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-16 5.500 42848054.00 1308375.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-16 3.952 55536059.00 2892587.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-20 3.977 51500000.00 2343159.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-16 3.818 61118213.00 3563282.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-20 3.877 32400000.00 1514826.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-20 4.477 45694819.00 2450531.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-16 3.902 37514550.00 1678458.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-20 4.577 85277575.00 6100265.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-03-16 4.002 24713912.00 1334544.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-20 4.007 82000000.00 4035452.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-20 3.927 62014000.00 2208889.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-16 3.402 40000000.00 1862181.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-20 3.427 30000000.00 1731690.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-06-16 3.902 41406066.00 1921555.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-20 3.427 34400000.00 2798140.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 3.977 28571428.00 3515161.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-20 4.027 31000000.00 3220024.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-09-20 4.027 39093773.00 1407985.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-10-16 3.402 33572196.00 1751397.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-01-20 3.447 30478045.00 2573113.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-02-16 6.000 38029926.00 2939850.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-04-20 3.427 27191887.00 2296402.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-20 4.000 21375000.00 1878642.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-20 3.527 37971611.00 2900881.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-11-20 4.000 25967000.00 1793689.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-20 4.027 34844356.00 2362188.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-20 3.927 34187896.00 3770791.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 4.500 54318666.00 2317345.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-01-20 3.477 69198033.00 4248386.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-01-20 4.027 26432125.00 1674057.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-20 3.927 52386883.00 6511061.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-20 3.877 9387940.00 1322020.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-20 3.877 46406286.00 5243166.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-05-20 3.877 37128963.00 3120690.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-20 3.000 39400000.00 1201496.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-16 5.000 38483022.00 2167683.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-20 4.000 81102125.00 7518683.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-11-20 3.500 23855428.00 3055533.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-20 4.000 12355625.00 1251573.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-20 4.500 2946871.00 352550.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-20 4.500 80588694.00 6987327.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-20 4.000 48799030.00 3775335.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-20 3.493 18665246.00 1653950.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 4.077 27790198.00 4305312.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 3.500 68005918.00 3411213.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-20 3.000 37933512.00 2074372.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 4.000 22952070.00 1186694.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 4.027 23639000.00 2689518.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-04-16 2.452 53136148.00 3329213.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-10-20 4.000 22349777.00 2429121.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-20 4.027 12096774.00 1813499.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-20 4.027 34291573.00 6543358.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 4.027 51000000.00 4130824.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 4.027 19565606.00 1496003.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-20 1.627 50000000.00 4070697.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-10-20 4.077 16855076.00 2484451.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-20 4.027 30737202.00 2756024.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-20 3.977 30597675.00 5382463.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-20 3.947 45033333.00 6918370.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-20 5.000 12718112.00 1940415.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 3.877 55278077.00 6567104.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 3.877 41954006.00 6071726.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-20 3.500 88722637.00 4384238.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 4.000 27526408.00 1664402.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-05-20 3.500 26652427.00 3048044.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 5.000 10202299.00 1320113.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 3.877 17977140.00 2596045.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 3.927 23764203.00 2608505.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 3.927 60000000.00 7490385.09 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 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Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-09-03 2019-09-03 2019-09-03 N N N 0.0200 16000000.00 16000000.00 0.0003 N Y Y N - N/A - UBS SECURITIES LLC UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 36029 0000230611 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2019-09-12 0.000 9270700.00 9264303.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2019-12-05 0.000 496900.00 494326.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-01-02 0.000 500.00 496.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-05-21 0.000 300.00 296.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 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strips) T6FIZBDPKLYJKFCRVK44 2024-12-31 2.250 92000.00 96161.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-01-31 1.959 499000.00 499514.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-02-15 2.250 100.00 100.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-03-15 2.375 200.00 204.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-03-31 2.625 9201000.00 9878208.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-04-15 2.375 100.00 102.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-04-15 0.625 209000.00 219463.66 U.S. Treasuries (including strips) United 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Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 3.500 13499400.00 12391175.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-02-01 4.000 1438000.00 1328782.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-01 3.500 275000.00 259147.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-01 3.500 400000.00 378574.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-07-01 5.000 24291614.00 22462476.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 3.218 20704614.00 19391103.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-11-01 2.500 1975727.00 1857877.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-02-01 3.500 12595000.00 12181897.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-02-01 2.716 19095559.00 17815495.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.000 200000.00 194551.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 4.000 89118101.00 82092244.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-08-01 3.000 1000000.00 956344.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-02-01 3.000 125000.00 116092.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-01 3.085 26539216.00 24646627.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-11-01 4.500 6000.00 5799.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-10-01 2.500 15752396.00 14871220.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 3.500 916154.00 862043.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-11-01 4.500 7348351.00 7038815.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-06-01 2.000 14033952.00 12954211.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-11-01 2.000 40606022.00 37559991.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-12-01 3.000 26511106.00 24708494.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-02-01 4.500 7431701.00 7327455.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-08-01 4.506 7939557.00 7409362.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 3.547 34070658.00 31284593.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-05-01 4.602 23198116.00 22254021.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 4.623 36367945.00 35001765.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 3.410 27949869.00 26302430.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 3.500 5048927.00 4859371.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.500 111324.00 106794.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.500 98496.00 93919.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.000 75000.00 70062.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 4.000 5055040.00 4831479.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 4.000 65000.00 63258.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 4.500 956482.00 894555.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.500 5249252.00 4808584.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 5.000 40267.00 38249.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 4.000 1085152.00 1038807.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 4.500 1122587.00 1042945.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 4.500 11178.00 10616.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-01 4.000 156841.00 154780.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 4.500 16726344.00 16468603.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 4.500 111829111.00 108264475.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-04-01 3.500 950015.00 894202.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-01-01 4.000 69730.00 67865.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 3.500 388000.00 370249.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 4.000 1795799.00 1690730.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 4.000 16160328.00 15872369.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 5.000 1951166.00 1819050.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 3.500 747094.00 712271.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-01-01 3.500 4696785.00 4394227.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 4.000 6028586.00 5612302.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 3.500 224546408.00 222431418.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 5.000 1506288.00 1379129.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 5.000 475862.00 462566.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-01 4.500 31177442.00 30279241.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 4.000 1828825.00 1702634.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 3.500 560000.00 551145.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-05-01 2.500 1740444.00 1627494.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-01 3.500 3000000.00 2809341.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-02-01 3.500 510000.00 483451.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-02-01 4.000 325000.00 300309.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 3.500 7429010.00 7259471.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.500 151192572.00 142185141.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.500 367630.00 343054.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 4.500 158141713.00 153187701.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 4.000 100000.00 94641.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 4.000 48294.00 45169.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 4.000 12483309.00 12332891.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.000 8000000.00 7453312.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 3.500 245257.00 230532.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-12-01 2.500 6172938.00 5982180.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 4.000 2358087.00 2162902.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 5.000 8238449.00 7917159.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 4.000 2835078.00 2628968.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 4.000 281765000.00 269080502.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 4.000 18592056.00 17292417.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-03-01 4.500 6039981.00 5876663.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-01 4.500 598817.00 580862.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-01 3.500 30781967.00 30334694.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-06-01 2.500 46278371.00 45357691.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-11-01 2.500 20967426.00 20591936.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-01 3.500 43637826.00 43240983.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-06-01 4.000 16942845.00 16630179.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-01-01 2.000 30835131.00 29701182.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-01 4.000 2624886.00 2558727.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-01-01 3.000 41117402.00 39805949.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-08-01 2.500 678786.00 625282.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-09-01 4.500 2985457.00 2760023.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.000 404858978.00 367595968.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-01-01 4.000 2343000.00 2187768.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 3.500 764509.00 719692.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-12-01 3.500 112743.00 107460.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-02-01 4.000 600690.00 556734.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-01 3.000 4000000.00 3696587.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-01 3.000 105628.00 100364.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-07-01 4.500 657683.00 615168.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-03-01 4.000 417700.00 387303.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 5.000 1737975.00 1705304.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-01 3.500 276284604.00 260403137.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-01 4.000 50591847.00 47316301.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-01 4.500 919694.00 863483.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-01 5.000 1702648.00 1603944.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-05-01 3.000 25000.00 24597.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 3.500 36361338.00 35997913.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 4.000 54856201.00 53957931.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 3.000 31452604.00 30992268.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-06-01 2.500 139353461.00 137592365.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-06-01 3.000 1436014.00 1393979.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-05-01 2.500 3989177.00 3889114.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-06-01 2.500 400000.00 372723.33 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0217 3000000000.00 3000000000.00 0.0559 N Y Y N - N/A - Dreyfus Government Cash Management Funds 2019-09-05 /S/John Delise John Delise Treasury Manager