N-MFP2/A 0000740766 XXXXXXXX 2020-01-31 0000740766 S000000128 4 N N 002-89359 BNY Mellon Investment Adviser, Inc. 801-08147 Ernst@Young New York NY none BNY Mellon Transfer Inc 0001285911 084-06102 N N N Exempt Government N 33 110 29843401170.81 32252316156.60 31717217255.89 32153821271.56 38005192077.45 41890429201.24 42554303860.64 40924706302.55 41460242100.58 43836952944.67 0.5270 0.5665 0.5775 0.5705 0.6429 0.7397 0.7474 0.7451 0.7356 0.7416 2367341.99 59034640479.57 59034640479.57 75815395.54 81276281.00 59031546936.10 59032430996.55 1.0000 0.0164 1.0001 1.0001 1.0001 1.0001 1.0002 C000000287 10000000.00 52215837890.52 52216648513.61 1.0001 1.0001 1.0001 1.0001 1.0002 3845660305.15 5134422894.82 5503849020.42 5472156597.96 5015419683.53 6799553292.78 5726683559.72 4955563722.22 9259447770.74 7028919856.24 29351060339.56 29390616364.02 0.0149 Y BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses. (2,584,165.02) C000000286 10000000.00 3229283125.67 3229302918.44 1.0001 1.0001 1.0001 1.0001 1.0002 72689841.05 91963047.66 142338391.24 184221359.13 152527504.43 91878843.25 984079582.15 368737152.34 661418755.32 238779923.32 2013054074.19 975580325.70 0.0124 Y BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses. (123,858.54) C000000288 10000000.00 2096258070.21 2096311128.52 1.0001 1.0001 1.0001 1.0001 1.0002 174639382.09 35220979.63 135116385.98 134061678.58 145018825.95 148554014.63 171001610.35 159224244.08 168277588.52 123518228.83 794053792.89 600579145.75 0.0139 Y BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses. (103,781.35) C000000289 10000000.00 1490167849.70 1490168435.98 1.0001 1.0001 1.0001 1.0001 1.0002 32401901.76 8183733.46 36419577.71 18622045.60 15615827.62 43861426.21 44199800.36 19595047.10 126002635.12 83990785.16 254639742.57 174253037.53 0.0109 Y BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses. (73,121.38) ABN AMRO BANK NV ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 1867 0000897878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2044-07-20 3.250 1570111.94 135816.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2044-10-20 3.000 4791666.66 533868.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-04-20 3.000 2105664.30 1195103.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-04-20 3.500 757298.33 255157.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-03-20 2.500 1079929.86 353820.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-02-20 3.000 2020118.05 656753.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-09-20 3.000 27215574.44 21850020.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-12-20 3.000 26174209.16 21339936.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2048-04-20 3.500 13888888.88 10640278.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2048-04-20 3.500 288312.50 191940.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 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BFXS5XCH7N0Y05NIXW11 2041-10-20 4.125 4166520.83 323622.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2041-12-15 4.000 41666666.66 8393566.43 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 125000000.00 125000000.00 0.0021 N Y Y N - N/A - ABN AMRO BANK NV ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 1867 0000897878 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-05-15 3.375 31824.00 40257.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-08-15 3.125 26000.00 31840.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-10-31 2.000 1907232.59 1948991.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-01-31 2.125 4094355.19 4117991.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-03-31 2.250 800844.19 813754.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-10-31 2.000 226200.00 229535.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-06-30 1.125 1064242.39 1060111.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-05-15 1.750 2600000.00 2630814.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-09-30 1.375 2600000.00 2612924.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-01-31 2.250 2600000.00 2688868.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-11-15 2.750 396492.19 418948.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-05-31 2.000 3120000.00 3151839.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2025-05-15 2.125 5590.00 5820.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2029-11-15 1.750 4073310.79 4159998.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2025-01-31 1.375 144853.79 144836.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2027-01-31 1.500 2458942.19 2463466.65 U.S. 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Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-10-20 4.542 1055098.00 117221.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-12-20 0.000 18079390.00 1729854.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2070-01-20 0.000 22839600.00 2185315.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-05-20 4.492 19125918.50 2262458.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-10-20 1.271 12282093.00 318240.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-01-20 1.672 18221037.50 1453064.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-01-20 4.000 33589206.00 33661027.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-01-20 3.500 8929464.50 736622.28 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 150000000.00 150000000.00 0.0025 N Y Y N - N/A - BANK OF MONTREAL BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 563 0000927971 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-06-25 3.000 18668926.00 9807036.54 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage 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National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-09-20 2.350 27007085.00 25538889.86 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-06-20 1.861 108458766.00 9023304.37 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-07-20 2.529 29718670.00 28518467.77 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-05-20 1.918 68437358.00 1774465.19 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-01-20 4.000 14685000.00 2143961.30 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 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4.492 15822612.00 2425274.95 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-09-20 4.392 6299785.00 1103937.35 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-12-20 4.392 42500000.00 9050123.90 Agency Debentures and Agency Strips Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-02-07 2020-02-07 2020-02-07 N N N 0.0157 250000000.00 250000000.00 0.0042 N N Y N - N/A - BANK OF NOVA SCOTIA/NEW YORK BANK OF NOVA SCOTIA/NEW YORK L3I9ZG2KFGXZ61BMYR72 36019 0000814020 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank-Agency Debentures and Agency Strips L3I9ZG2KFGXZ61BMYR72 2020-07-23 1.656 498000.00 498058.79 Agency Debentures and Agency Strips Government National Mortgage 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7592834.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-11-25 3.000 13327500.00 13383638.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 3.500 8949731.87 623380.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2028-09-25 2.250 7507681.87 7699086.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-25 4.339 10991919.37 1942157.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-25 4.339 18296361.25 3038382.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-25 4.289 11581844.37 3268519.67 Agency Mortgage-Backed Securities Federal National Mortgage 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5741071.87 5961101.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-20 2.500 446198.12 444411.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-20 2.500 488189.37 495023.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-20 4.500 1450965.00 1533730.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-20 5.000 398654.37 426463.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2061-04-15 2.815 1250000.00 1293933.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-15 5.500 494874.37 375441.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed 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Y N Federal Home Loan Banks-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2024-09-13 2.875 730000.00 784374.02 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2024-12-13 2.750 2690000.00 2857275.70 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2026-12-11 3.000 50000.00 54410.16 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2029-06-29 3.040 6015000.00 4307804.55 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2028-09-08 3.500 5495000.00 6333507.08 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2028-06-09 3.500 17270000.00 19645390.63 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2024-02-13 2.500 1775000.00 1867128.21 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2029-06-08 2.750 4975000.00 5348981.80 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2026-06-12 2.500 115000.00 121816.43 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2024-09-26 2.049 1150000.00 1155035.21 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2028-12-08 2.000 3000000.00 3050449.99 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2027-03-22 2.299 25805000.00 25826653.26 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2028-03-10 3.000 1370000.00 1511138.31 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2023-09-08 3.375 360000.00 388966.50 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2028-01-12 3.029 3869000.00 3904954.61 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2023-07-17 2.875 12000.00 12565.05 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2026-03-13 3.220 5169000.00 5240197.23 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2029-08-27 2.589 11992000.00 12139267.75 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2027-04-01 3.220 3599000.00 3644084.27 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2025-12-11 0.000 147000.00 133084.98 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2029-05-15 6.250 9461000.00 13156058.20 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2029-05-15 6.250 500000.00 695278.41 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2026-09-24 1.875 11608000.00 11909163.75 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2024-02-05 2.500 16479000.00 17353058.97 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2024-07-02 1.750 1600000.00 1623553.77 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2024-10-15 1.625 25570000.00 25882367.38 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2024-01-17 1.875 20053000.00 20070688.41 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2023-06-19 2.750 1000.00 1046.83 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2037-12-20 17.122 782569.00 26258.88 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-04-16 5.000 368115.00 15712.68 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2039-08-20 4.500 569922.00 7597.15 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2040-04-20 5.000 36681810.00 17346.62 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-11-20 4.119 100000.00 1860.28 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-02-20 2.500 1000.00 1098.79 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-07-20 3.500 1000000.00 22712.07 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-04-20 1.612 6231340.00 94121.60 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-04-20 5.000 3165173.00 130694.13 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-05-20 4.392 100000.00 18342.27 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2025-11-01 6.750 424000.00 551989.27 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2030-05-01 7.125 287000.00 430615.82 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2056-04-01 5.375 674000.00 1107548.72 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2048-01-15 4.875 131000.00 191215.62 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2038-06-15 5.500 1200000.00 1753653.60 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2060-09-15 4.625 12657000.00 18953778.39 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2021-02-15 3.875 2025000.00 2109431.19 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2022-08-15 1.875 452000.00 460210.01 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2024-09-15 2.875 395000.00 423476.43 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2065-09-15 4.250 18773000.00 26823284.79 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2065-09-15 4.250 9000000.00 12859402.50 Agency Debentures and Agency Strips Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 250000000.00 250000000.00 0.0042 N Y Y N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 261700PLI2HF5NCF2442 4257 0001335241 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-04-30 1.625 18597716.50 18824983.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-05-31 1.625 181.77 183.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-31 1.375 227.21 227.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-15 2.000 1466986.31 1488063.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-06-30 1.375 620976.64 621846.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-31 1.250 68288571.92 68021563.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-15 2.000 2666950.39 2723635.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-09-30 1.375 9974798.02 10024381.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 1.125 454.42 453.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-31 1.250 681.64 681.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-15 1.625 6862871.17 6958200.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-30 2.125 363.54 375.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-30 1.750 454973.88 458988.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 2.000 2169805.54 2197234.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-01-15 0.125 6459883.91 7236255.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 2.000 2170759.84 2231898.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-29 1.250 181.77 182.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.125 227.21 227.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-12-31 2.250 272.65 282.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-02-15 2.250 32953433.17 35005867.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-31 1.375 181.77 182.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-15 0.375 10616360.28 11961522.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 2.000 90.88 91.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 2.500 40898980.41 42967690.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 2.125 45.44 45.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 2.000 45.44 45.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-15 1.375 8861.35 8914.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-02-29 2.125 1752140.24 1819797.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-28 1.875 454.42 462.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-15 1.625 625611.81 629412.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.875 19258955.51 19576751.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.750 727.08 731.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-15 2.750 2233789.08 2360304.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-30 2.250 43630050.68 44280435.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-05-15 2.500 41875229.31 44044720.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-27 0.000 23084.97 23058.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-26 0.000 1216323.51 1213459.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-23 0.000 272748.02 271780.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-21 0.000 8949289.07 8906690.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-18 0.000 806519.82 801794.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-16 0.000 4731283.07 4698012.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-13 0.000 17172901.15 17031499.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-06 0.000 11360714.28 11357919.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-13 0.000 3680871.42 3678843.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-20 0.000 811336.77 810643.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-05 0.000 6328826.71 6319630.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-10 0.000 363.54 360.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-19 0.000 713452.85 711984.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-02 0.000 136783.00 136419.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-08 0.000 681.64 674.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-05 0.000 4089948.02 4042995.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-09 0.000 4213461.71 4201057.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-16 0.000 3805384.85 3793093.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-30 0.000 3181000.00 3168743.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-07 0.000 1012466.85 1008241.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-03 0.000 364497.15 359999.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-14 0.000 9838378.57 9794509.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-28 0.000 227.21 226.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 0.000 9968799.57 9834141.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-02 0.000 52034798.00 51698913.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-28 0.000 1067907.14 1052230.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-04 0.000 708908.57 708791.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-11 0.000 8289686.00 8285955.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-18 0.000 15905000.00 15892784.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-03 0.000 236302.85 235980.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-09 0.000 22721.42 22568.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-23 0.000 1863157.14 1849507.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-10 0.000 726176.85 724972.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-24 0.000 33196007.14 33120751.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-08-15 0.000 1388733.71 783266.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-31 2.000 40026114.01 40434579.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 2.125 636.19 643.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-07-15 0.125 52932476.19 58196535.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-07-31 2.250 2227245.31 2252992.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-30 1.750 31129993.08 31516474.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-30 1.875 20508315.98 20825764.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-04-30 2.000 2172804.77 2239716.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-05-15 2.375 4923597.24 5253744.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 1.500 227.21 227.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-05-31 1.875 847963.71 860201.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 2.125 181.77 185.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.625 366269.42 366820.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 1.625 318.09 318.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-15 1.500 2238060.71 2241742.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 2.500 3021995.44 3039641.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-07-15 2.625 2272370.07 2312895.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 2.625 545.31 548.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 1.578 9485287.57 9484481.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-31 2.750 136.32 142.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-07-31 1.750 13632857.14 13853300.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-07-31 1.875 39595270.28 40625539.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-08-15 1.625 1181287.07 1197721.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-08-31 1.375 48669300.00 48697992.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-08-31 1.250 67696996.81 67679674.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-09-15 1.500 45479302.31 45890745.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 1.500 19767915.51 19884565.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-31 1.835 8043385.71 8066196.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-31 1.500 3373405.05 3390276.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-10-31 1.625 22721428.57 23046507.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-11-15 1.750 3739401.82 3818983.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-30 1.500 6707138.50 6733866.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-12-31 1.750 938395.00 956909.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-12-31 1.750 2613873.14 2663511.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 1.625 91340.14 91841.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-01-15 0.125 14019121.42 14299849.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 8.750 136.32 141.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-15 8.750 1224730.44 1319492.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-15 7.875 227.21 250.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 8.125 6793934.35 7731233.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-15 8.000 1740552.31 1969767.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-15 7.250 909129.79 1071740.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-11-15 7.625 3453929.79 4098356.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 7.125 9088934.97 10940103.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 6.250 8179714.28 9786042.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-11-15 7.500 772.52 1003.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-02-15 7.625 5161854.14 6905280.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-08-15 6.875 272.65 360.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-02-15 6.000 1715467.85 2216837.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-08-15 6.750 318.09 433.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-11-15 6.500 45.44 60.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-08-15 6.375 90.88 125.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-11-15 6.125 68300.61 92600.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-04-15 3.625 18176597.54 37920798.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-08-15 5.500 90976.59 122322.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-11-15 5.250 2167624.28 2857400.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-02-15 5.250 6135240.14 8207638.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-04-15 3.875 2046291.85 4391671.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-08-15 6.125 363.54 521.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-05-15 6.250 196994.78 287506.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2031-02-15 5.375 3636201.09 5122444.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2032-04-15 3.375 14157040.50 29118304.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-01-15 2.375 83114.98 127600.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-15 2.000 9798252.52 14317657.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2036-02-15 4.500 406622.68 571796.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-01-15 2.375 1737325.87 2602806.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-01-15 1.750 9627660.04 13551410.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2038-05-15 4.500 363.54 519.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-01-15 2.500 2643592.77 3899904.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-02-15 3.500 4463988.18 5724512.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-08-15 4.500 90.88 132.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-05-15 0.000 139509.57 126674.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-02-15 2.125 11793512.05 19415260.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-05-15 4.375 38626428.57 55139257.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-02-15 4.750 408.98 618.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-02-15 2.125 104973.00 172240.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-05-15 4.375 6816428.57 9779828.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-08-15 3.750 45443266.12 60579394.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-11-15 3.125 408.98 495.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-02-15 0.750 15818840.34 19867447.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-05-15 3.000 47401807.82 56349238.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-08-15 2.750 17268467.48 19836462.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-11-15 2.750 5680675.24 6486094.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 3.125 22721428.57 27710877.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 0.625 107926.78 129975.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-02-15 1.375 3128059.07 4337709.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-02-15 0.750 33265716.48 40335453.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-11-15 3.000 20449512.92 24512220.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 2.500 227.21 250.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 1.000 5884531.89 7527859.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-05-15 2.500 42489162.31 46632300.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-08-15 2.250 31355980.41 32973788.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-02-15 0.875 1467804.28 1802576.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-11-15 2.750 36740913.54 42517110.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2048-05-15 3.125 45443129.79 56435122.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2048-08-15 3.000 42443674.01 51936506.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2049-02-15 1.000 11430878.05 14032893.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2049-05-15 2.875 11531443.10 13758300.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2049-08-15 2.250 15711413.42 16644559.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2049-11-15 2.375 11188940.28 12114534.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-31 1.125 34733202.67 34718222.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-15 1.500 45.44 45.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-07-31 2.125 500280.41 516559.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-15 1.500 11088647.89 11158934.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-08-15 2.250 28735199.95 30599047.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-31 1.625 30447214.15 30846692.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-15 1.375 68618759.72 68890689.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-09-30 1.875 22721564.89 23164663.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-15 1.625 136.32 137.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-15 1.750 45443402.45 45678886.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-11-30 2.125 2271870.19 2358314.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-15 2.000 90.88 91.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-01-31 2.500 633564.31 667542.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-15 2.250 10436361.12 10621636.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-29 2.250 318.09 321.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-02-28 2.750 924807.58 997052.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-03-15 2.375 727.08 740.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 2.250 22312670.07 22503454.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-15 2.375 17015214.44 17311571.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-30 2.375 9088753.19 9158943.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-30 1.568 1331657.48 1331633.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-31 2.500 181.77 183.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-08-15 2.875 22848259.58 25621195.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 2.750 14080878.27 14534255.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 2.625 15918451.08 16186735.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-08-31 2.750 6120698.42 6627786.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 2.750 227.21 231.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-15 2.875 21812889.52 22523632.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 2.875 2694170.67 2739423.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.580 2255329.00 2254787.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-11-15 3.125 45442448.15 51683994.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-11-30 2.875 181.77 197.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 2.750 59075986.94 59931021.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 2.500 636.19 643.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-12-31 2.625 318.09 333.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-01-15 2.500 4998.71 5108.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-01-15 0.875 16591505.24 18362461.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-31 2.500 38626746.67 38993314.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-31 2.500 18184186.50 18977562.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-31 2.625 10175110.14 10868706.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-28 2.500 45.44 46.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-02-29 2.375 3181090.88 3338392.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-03-31 2.250 1403184.54 1480670.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-15 2.250 2477999.00 2540299.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-04-15 0.500 5390840.69 5642307.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-30 1.674 4916917.14 4918697.06 U.S. 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States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-11-15 2.250 19808223.32 20693247.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-30 1.875 1866383.58 1887541.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 2.125 10314074.39 10469298.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-01-15 0.250 1555554.44 1722226.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-01-31 1.500 2208977.28 2212865.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-28 1.750 45.44 46.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.750 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AMERICA DAIWA CAPITAL MARKETS AMERICA 36977 0000026617 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-09-01 3.029 487142.85 452981.55 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-01-01 4.500 2688853.64 1076874.24 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-03-01 4.924 751.08 29.51 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-01-01 4.354 3765663.44 322926.09 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-07-01 2.831 898.55 177.42 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-10-01 3.000 12014634.57 12251156.07 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-08-01 5.000 2830221.61 2515659.19 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-02-01 4.000 1512967.84 1340433.59 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-03-01 4.000 1652807.95 1640429.09 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-08-01 3.500 4900753.68 3334200.14 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-02-01 4.500 1350303.31 1058116.45 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-02-01 4.500 680325.55 685745.97 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-02-01 4.000 799000.19 651189.13 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-04-01 4.000 3210507.91 3016735.18 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-06-01 4.000 3090253.60 2720101.13 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-06-01 4.500 5449211.00 3807455.67 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-08-01 5.000 2592648.24 2740578.38 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-11-01 4.500 13441402.48 12370148.26 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-08-01 3.500 15571031.62 16055326.46 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-10-01 3.500 2780052.54 2867521.59 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips 2022-01-21 1.600 3985714.28 3997830.85 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-06-01 4.326 492.89 132.79 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2021-06-25 0.000 9996054.07 292.17 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2021-10-25 0.000 2057957.14 329.70 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2023-07-25 0.000 27900.00 14.55 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-08-25 4.839 34410110.71 184625.05 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-03-25 3.000 1592071.42 68924.91 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-25 4.500 2966207.54 210910.87 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-25 4.489 11668777.31 1306222.66 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2032-02-01 6.500 268814.28 174.88 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2020-06-30 1.350 442.85 442.79 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-12-01 4.000 8591428.57 2533175.43 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-02-01 3.000 961894.12 155270.16 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-04-01 3.000 828500.24 266476.49 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 4.000 2108362.69 816272.49 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-12-01 4.400 558.44 98.33 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-05-01 5.500 587.22 13.31 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-02-01 4.057 8126526.00 2858199.16 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-03-01 5.500 495.55 55.62 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-08-01 4.250 1476.48 61.81 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2022-02-01 6.030 521939.91 434471.11 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-06-01 6.000 21932.50 85.37 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-01 2.708 1990676.95 1184356.90 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 2.884 1764488.55 861010.41 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 4.500 2515373.65 2431984.25 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-01 4.500 3251309.67 2963444.53 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 4.500 1751625.77 1562187.75 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 4.500 1553907.77 1476425.63 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 4.500 1927538.81 1747440.53 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-01 4.000 966353.69 741595.81 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 4.000 12621912.61 11819236.36 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-11-01 3.500 3284078.44 2755159.86 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-01 4.000 4171714.28 3585612.81 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-04-01 4.000 829925.35 780203.39 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency 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Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.500 593384.72 605275.06 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.000 1586382.92 1169249.08 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-03-01 3.500 3055383.91 2294657.14 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-01 3.500 2210610.44 2283491.50 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 4.500 755644.04 777025.30 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-04-01 3.500 876141.92 826748.81 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 4.000 854999.92 716615.21 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-01 4.000 336195.00 326675.90 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-09-01 3.000 4980282.85 4862877.48 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-01 3.000 1464724.31 1496315.31 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-01 5.500 12426.57 8318.83 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-10-01 3.500 4990918.95 5188728.23 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-01 3.500 211242.85 214231.40 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-01 3.500 3844170.05 3793488.30 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 3.000 21389390.62 21546906.39 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 3.500 8857142.85 8784074.25 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 3.500 17715449.09 18335746.47 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 3.500 3344554.57 3528282.81 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-02-01 4.500 4874046.29 5225490.15 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-04-01 5.500 11809110.32 500972.71 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 5.500 1360.45 91.60 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-07-01 4.500 1147.44 267.41 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-01 3.500 6200000.00 2962524.56 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-01 5.000 102410.71 85567.99 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-09-01 3.500 95214.28 92148.41 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-09-01 4.500 4622.98 4449.53 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 4.000 4535920.00 4776515.27 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-03-01 4.500 21044.57 26.70 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-06-01 5.500 4242.12 263.36 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-10-15 5.000 762.60 27.92 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-12-20 4.000 1478.25 97.16 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-01-20 4.000 3877979.09 416922.23 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-11-20 3.500 80863.50 49359.77 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-20 4.000 2391478.61 1263891.30 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-12-20 3.000 69594.55 66706.33 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-20 3.500 8901428.57 5542931.06 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-20 5.000 2483932.57 2608735.05 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2034-11-20 2.500 130274.39 131678.55 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2034-11-20 3.500 143293.07 148409.05 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-20 5.000 309487.17 327672.35 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-20 5.500 140526.54 148362.85 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-20 6.000 77465.45 87819.40 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-20 3.500 443916.01 444978.74 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2034-07-20 3.500 529296.21 530840.95 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2034-09-20 4.000 24940.82 25877.42 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-20 5.000 24165.38 24996.40 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-20 4.000 3544892.51 3725867.15 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-20 4.500 25957.18 27437.83 Agency Debentures and Agency Strips 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Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-12-25 2.040 73600000.00 8770255.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2028-08-25 3.163 14500000.00 2145275.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2031-10-25 3.165 30710000.00 6627217.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-01-25 2.394 18600000.00 3198897.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-08-25 4.397 56100000.00 305555.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2034-12-25 3.569 238122000.00 1590319.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-03-25 5.000 45400000.00 347845.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2050-02-01 3.000 104820059.00 106652383.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2049-12-01 3.500 99998596.00 106740988.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2045-02-01 3.500 49134572.00 52003414.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2049-06-01 4.500 130708543.00 111340507.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2049-08-01 3.000 107890871.00 105447392.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-11-25 0.100 602689000.00 3135173.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-10-25 4.910 500000.00 525604.82 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1 2020-02-07 2020-02-07 2020-02-07 N N N 0.0155 1100000000.00 1100000000.00 0.0186 N N Y N - N/A - MERRILL LYNCH PIERCE FENNER & SMITH MERRILL LYNCH PIERCE FENNER & SMITH 59021OBF4 8NAV47T0Y26Q87Y0QP81 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-07-25 4.500 13499444.00 2204000.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-08-25 4.439 35752263.00 5198311.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-11-25 3.500 7998579.00 1076576.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-04-25 4.000 62809403.00 4367623.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-10-25 4.339 28912500.00 5557654.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-01-25 4.339 179112321.00 27073631.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage 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Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2059-07-25 4.245 154280428.00 26015627.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-05-15 4.873 170601296.00 1384070.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-07-15 4.223 19659440.00 299665.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-08-15 4.923 37722098.00 1123734.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-08-15 5.500 13240000.00 422101.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-07-15 4.973 31000000.00 195130.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-09-15 4.373 45243726.00 187765.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-06-15 5.500 8400000.00 153514.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2027-05-15 3.000 30835000.00 603655.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-10-15 4.973 11000000.00 228061.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-05-15 5.023 14100000.00 592389.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-11-15 1.609 500000.00 214924.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-09-15 4.423 23714285.00 1272035.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-10-15 5.422 1370597.00 832383.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-10-15 3.500 15142857.00 506414.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-04-15 0.000 19760200.00 3.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-11-15 4.000 4583000.00 111915.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-12-15 4.500 46030252.00 2082631.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-12-15 4.000 7822250.00 155312.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-09-15 3.500 6071429.00 171992.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-06-15 3.000 19672194.00 2121112.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-05-15 3.500 6000000.00 419048.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-07-15 4.503 8284072.00 846015.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-11-15 4.000 1471000.00 61481.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-11-15 4.473 8524857.00 643443.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-06-15 3.500 34232000.00 2193523.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-05-15 4.323 14702046.00 1439658.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-05-15 4.423 96000000.00 7500622.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-06-15 4.423 336858354.00 26625516.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-03-15 3.000 5442416.00 325978.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-05-15 4.523 19675578.00 2293256.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-05-15 4.573 22715305.00 2094327.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-06-15 4.573 36890467.00 5749478.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-09-15 3.000 1800000.00 164077.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2057-08-15 4.423 50000000.00 10423959.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-12-15 4.423 23359600.00 3010447.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-03-15 4.500 44996965.00 5579720.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-05-15 4.123 5000000.00 709873.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-15 4.323 8937809.00 1470215.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 8NAV47T0Y26Q87Y0QP81 2049-08-25 4.373 29963544.00 5620766.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-06-15 4.373 30386099.00 3976759.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 8NAV47T0Y26Q87Y0QP81 2049-09-25 4.393 7004592.00 1595306.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 8NAV47T0Y26Q87Y0QP81 2049-09-25 4.373 75939309.00 11935998.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 8NAV47T0Y26Q87Y0QP81 2049-08-25 4.500 22069333.00 3939035.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 8NAV47T0Y26Q87Y0QP81 2049-10-25 4.373 37957596.00 4451801.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 8NAV47T0Y26Q87Y0QP81 2049-10-25 4.373 30893921.00 4321595.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 8NAV47T0Y26Q87Y0QP81 2049-10-25 4.373 23977404.00 3929317.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 8NAV47T0Y26Q87Y0QP81 2049-04-25 4.323 57247570.00 9241058.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 8NAV47T0Y26Q87Y0QP81 2042-06-25 4.823 32154855.00 5020418.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 8NAV47T0Y26Q87Y0QP81 2049-11-25 4.323 10000000.00 2146089.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-02-15 4.000 10843500.00 1544062.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-12-15 3.500 68588097.00 4466548.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-10-15 4.000 32397229.00 1277289.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2032-12-15 3.671 9226436.00 283499.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-12-15 3.967 21236953.00 641196.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2028-08-15 7.073 38216160.00 54115.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2029-06-15 6.923 36910722.00 41969.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2021-10-25 0.000 20000.00 3.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2029-11-18 16.039 111112.00 189489.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-09-25 4.839 190093527.00 8351358.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-12-25 4.859 30200000.00 390928.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-01-25 4.339 25147650.00 803027.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-25 4.500 9333333.00 277634.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-25 4.839 82028157.00 3693397.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-08-25 4.889 30474900.00 769952.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-07-25 4.889 14951541.00 393474.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-03-25 4.989 39053000.00 574797.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2032-08-25 3.500 5714285.00 190282.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-09-25 4.419 16935361.00 551734.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-01-25 3.000 29132000.00 675843.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-10-25 1.406 2603522.00 2086185.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-10-25 4.000 13384919.00 798653.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-07-25 4.000 8095312.00 411033.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-01-25 3.000 1362000.00 41946.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-12-25 3.000 24500000.00 610422.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-01-25 3.508 250000.00 226852.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-10-25 5.224 3669382.00 3156413.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-12-25 3.000 2331000.00 21921.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-11-25 3.000 22035666.00 304334.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-01-25 3.500 3000000.00 172116.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-05-25 9.356 610000.00 102190.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-01-25 3.000 2399983.00 33354.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-12-15 1.000 3673570.00 141585.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-02-15 4.000 18750000.00 2976641.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-04-15 4.373 55138286.00 7992150.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2032-03-25 6.439 55000000.00 45321.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2033-01-25 5.339 62019059.00 115626.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2023-06-25 5.439 49714285.00 56822.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2033-07-25 7.439 5000000.00 156708.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-04-25 5.039 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Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-05-25 4.539 13474569.00 2502098.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-05-25 4.539 53390539.00 6897876.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-03-25 4.500 13040333.00 1185228.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-04-25 4.539 57325923.00 7317877.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-03-25 4.500 4439230.00 382356.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized 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Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-05-15 4.733 100000000.00 96474.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-05-15 5.073 74117533.00 106379.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-09-15 0.000 95058510.00 387.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-05-15 4.423 74000000.00 194086.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-07-15 4.913 10000000.00 102980.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2032-05-15 0.000 79890963.00 382.15 Agency 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Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-01-25 0.000 46460176.00 9.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-04-25 0.000 23019827.00 4.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-07-25 0.000 14420183.00 8.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-06-25 0.000 16108173.00 3.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-02-25 0.000 5654180.00 0.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-11-15 4.743 20000000.00 362164.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-02-15 4.623 50000000.00 238127.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-03-15 5.173 50000000.00 755553.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-03-15 3.990 83500000.00 1339402.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-06-25 4.189 105000000.00 2346115.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-08-15 0.000 79982750.00 24.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 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Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-07-15 0.000 77242219.00 12.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-06-15 0.000 10000000.00 132.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-07-15 4.123 56066666.00 55066.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-03-25 4.089 100000000.00 116526.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-11-25 4.589 103151785.00 668834.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-10-25 4.489 173241126.00 1919372.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-03-25 4.589 62500000.00 209872.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-02-25 4.589 99707712.00 154557.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-04-15 4.923 20000000.00 74906.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-10-15 4.473 50814314.00 962730.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-12-15 4.623 33000000.00 250025.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-11-25 4.359 90000000.00 1742988.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-10-25 5.000 11408517.00 117989.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-04-25 4.789 100000000.00 1099921.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-04-25 4.839 90000000.00 95674.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-05-25 4.739 42500000.00 107341.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-06-25 4.839 118367053.00 698631.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-02-15 4.563 76754703.00 883427.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2049-08-20 3.500 110948826.00 113030840.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2049-12-20 3.000 20431793.00 21012311.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-08-16 5.500 9327272.00 58859.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2033-02-16 5.500 85335227.00 17389.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-06-20 5.500 18897399.00 134468.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-10-16 5.500 18772090.00 137070.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-03-20 4.000 4379279.00 189542.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-02-20 4.000 6863623.00 296915.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-06-16 7.000 14641435.00 506301.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-07-20 4.500 4100000.00 41452.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-01-20 3.500 24812769.00 696627.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-12-20 3.000 2949542.00 31343.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-06-20 3.500 4223713.00 100785.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-07-20 4.500 10068999.00 138679.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-20 3.000 5000000.00 139141.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-10-20 4.500 58636500.00 974161.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-02-20 4.500 66145413.00 2677817.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-11-20 3.500 43787716.00 2344869.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-09-16 5.000 404000.00 21789.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-08-20 3.500 68400000.00 2210874.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 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Securities 2024-01-01 7.500 1024.00 0.80 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2022-10-01 7.500 972064.00 645.60 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2025-09-01 7.500 448859.00 515.15 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2020-08-01 5.500 1252.00 2.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-06-01 7.000 79569.00 197.40 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-05-01 7.000 1000.00 6.40 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-04-01 3.500 34001.00 14027.79 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2027-01-01 5.500 1104.00 51.38 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2022-11-01 5.000 501142.00 5405.97 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2025-04-01 7.500 7907132.00 12373.96 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2025-11-01 7.500 21402.00 51.33 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-10-01 7.500 1002.00 18.12 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-11-01 6.000 6404.00 668.90 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-01-01 7.000 234312.00 9220.30 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2020-08-01 5.000 2000000.00 6234.14 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-07-01 5.500 1000.00 4.31 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-09-01 5.000 1760000.00 7930.97 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-11-01 6.000 1000.00 4.26 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-12-01 4.500 1008.00 1.99 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-12-01 6.500 1041.00 33.16 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2039-10-01 5.500 1496100.00 169325.15 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2022-11-01 6.000 1001.00 27.84 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-01-01 6.000 1000.00 11.58 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-04-01 5.000 8336000.00 71607.74 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-05-01 4.000 1625000.00 184524.23 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-08-01 5.000 1625000.00 166657.79 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-01-01 6.000 400000.00 5446.41 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-11-01 4.500 1000.00 31.16 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-04-01 5.000 1000.00 110.24 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2022-04-01 3.000 2559942.00 129467.76 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-03-01 2.000 1000000.00 124029.89 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-06-01 5.000 343666.00 10768.00 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-07-01 5.500 1035704.00 21687.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-06-01 5.000 1000.00 170.50 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2031-05-01 4.000 1020.00 392.84 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-06-01 4.500 1839.00 1526.98 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-03-01 3.000 216031.00 142733.56 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2020-10-01 5.000 2181951.00 7181.49 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-03-01 4.500 2000.00 16.79 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-03-01 4.000 1000.00 23.10 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2025-01-01 4.000 1350.00 53.81 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-08-01 3.500 240000.00 165015.76 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2034-12-01 3.000 201930.00 92033.50 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-07-01 5.500 8090.00 210.87 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2027-03-01 5.000 750000.00 14704.92 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2027-08-01 5.500 3581050.00 126223.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-02-01 4.000 300000.00 6995.83 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-02-01 3.000 150000.00 72831.16 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-09-01 3.000 64285.00 36528.36 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-04-01 3.000 150000.00 90752.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-09-01 3.500 10714318.00 7991722.27 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-09-01 3.500 9542107.00 7045729.62 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2022-11-01 4.500 12840920.00 115274.45 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-08-01 5.000 1700000.00 149390.94 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-11-01 4.500 8733.00 671.16 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2025-06-01 4.000 1000000.00 55464.36 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2025-06-01 4.500 2607465.00 125229.77 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-09-01 3.500 173922.00 30232.25 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2027-01-01 3.500 252305.00 51786.40 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2022-04-01 2.500 2498760.00 162709.01 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-06-01 6.000 1136406.00 5389.70 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2040-08-01 4.500 7010.00 662.07 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2030-01-01 8.000 6490.00 83.17 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-09-01 6.000 15096.00 676.35 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-01-01 6.000 801647.00 123670.61 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-04-01 7.500 2295687.00 27261.13 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2027-08-01 3.000 355463.00 99481.10 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2027-09-01 3.000 128587.00 31582.27 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-09-01 3.500 42240.00 10142.64 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2031-06-01 3.000 5206.00 2753.79 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips 2021-11-29 1.875 5000000.00 5055985.41 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips 2021-10-12 3.000 2010000.00 2080269.60 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips 2026-03-06 3.250 5970000.00 6055776.96 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips 2029-03-27 3.419 1735000.00 1758580.38 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-08-01 5.000 600000.00 30889.48 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2040-10-01 5.000 127623.00 34913.02 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-01-01 3.000 1253132.00 10571.57 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-11-01 4.000 240000.00 96950.21 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-10-01 4.000 46820.00 37401.33 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-10-01 4.000 124680.00 55429.34 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-06-01 4.000 239041.00 105512.50 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-06-01 3.500 24996240.00 7765720.68 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-11-01 4.000 270000.00 94943.42 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-01-01 3.500 117000.00 52207.35 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-01-01 4.000 43745.00 30917.42 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-11-01 3.500 1591114.00 1215856.65 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-12-01 3.500 10601.00 8117.77 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-04-01 3.500 138786.00 103420.70 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-07-01 3.500 7417354.00 6769600.26 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-08-01 3.500 136631005.00 130065023.77 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-08-01 4.000 93000.00 86456.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-09-01 3.500 4136059.00 4092612.36 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-11-01 5.000 243000.00 252316.42 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-01-01 4.500 2188672.00 2304708.44 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-01-01 3.500 60645.00 62951.29 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-08-01 3.500 14707.00 15004.49 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-04-01 5.000 450489.00 115930.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-02-01 3.000 3231411.00 1508012.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-11-01 4.000 1056.00 327.41 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-07-01 5.000 293074.00 122546.76 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-05-01 4.000 11646109.00 9262687.04 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-12-01 3.000 11681703.00 10330130.89 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-11-01 3.500 1391610.00 1076779.60 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-01-01 4.000 1000.00 662.31 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-03-01 5.000 886544.00 895575.54 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-05-01 4.000 189900.00 197200.16 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-05-01 4.000 12372384.00 11926301.82 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-03-01 5.500 1507156.00 1242141.33 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-05-01 3.000 11406266.00 8321059.24 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-01-01 3.000 821720.00 607323.05 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-04-01 3.500 204064.00 144285.23 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-08-01 3.500 102659.00 96592.09 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-09-01 3.500 43859.00 32823.93 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips 2021-01-29 0.000 350000.00 344655.50 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-06-01 3.500 104356.00 106962.19 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2034-02-01 8.000 651245.00 347814.10 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-04-01 4.500 550000.00 334499.76 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2025-02-01 5.500 2780060.00 95502.58 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-03-01 5.000 2160246.00 15146.32 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips 2020-02-27 0.000 600000.00 599304.59 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips 2020-03-05 0.000 7800000.00 7788651.00 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips 2020-03-06 0.000 1575000.00 1572631.20 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips 2020-03-18 0.000 170982000.00 170634222.61 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips 2020-03-20 0.000 1100000.00 1097668.00 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips 2020-04-13 0.000 400000.00 398725.20 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips 2020-04-15 0.000 2200000.00 2192788.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-09-01 5.000 1327590.00 1424236.40 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-09-01 5.000 89120.00 97569.53 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-08-01 4.000 35904110.00 36959614.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-01-01 4.500 1963670.00 2145177.90 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-01-01 3.500 2705261.00 2885099.83 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-12-01 3.000 24182.00 25157.46 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-12-01 4.500 1594630.00 1743995.42 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-12-01 4.500 40936.00 44719.91 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips 2034-10-30 2.580 11305000.00 11471217.41 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips 2021-05-28 1.634 197285000.00 197260577.76 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-10-01 3.500 1114733.00 1155330.57 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-07-01 4.500 16512.00 14643.29 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-12-01 3.500 4551360.00 4717313.59 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-01-01 3.500 37131187.00 38546715.71 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 3.500 131632135.00 137463760.34 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips 2036-07-15 5.500 9600000.00 14041695.99 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-03-01 2.500 798716.00 711481.07 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2029-09-15 0.000 49684000.00 40818734.82 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2029-12-14 0.000 45449000.00 37250909.38 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2032-07-15 0.000 4557000.00 3510530.52 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-07-01 7.500 54150.00 171.60 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2028-02-06 0.000 1700000.00 1456815.00 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2038-08-06 0.000 3849000.00 2420820.85 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2029-05-15 0.000 111000.00 91901.45 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2030-01-15 0.000 24512000.00 19981912.76 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2029-05-15 6.250 1000.00 1390.55 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2030-01-15 7.125 666000.00 990300.54 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2030-05-15 7.250 1432000.00 2182230.76 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2027-11-15 0.000 4549000.00 3918235.66 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2028-11-15 0.000 7352000.00 6179356.00 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2029-05-15 0.000 4517000.00 3745812.58 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2028-07-15 0.000 4451000.00 3775649.77 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2029-11-15 0.000 14665000.00 12007335.37 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2026-04-24 2.125 4000.00 4157.09 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2021-05-06 1.250 10000.00 10000.76 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2023-01-19 2.375 624000.00 642012.19 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2021-06-22 2.750 5000.00 5104.31 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2023-09-12 2.875 248000.00 262886.40 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2020-10-30 1.605 10000000.00 10003945.83 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2024-07-02 1.750 3000000.00 3044163.33 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2022-09-06 1.375 3000.00 3011.73 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2025-01-07 1.625 292000.00 294415.65 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2024-09-06 2.625 107000.00 113758.44 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-12-15 0.000 221099691.00 816439.35 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2027-09-23 0.000 1000000.00 863730.00 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-05-01 4.500 1089000.00 117775.96 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-08-01 6.500 41604739.00 165858.63 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-06-01 5.500 56049.00 637.18 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-06-01 6.000 2984.00 116.89 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-12-01 6.000 1590401.00 50902.18 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-07-01 5.000 35900.00 454.59 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-07-01 6.089 5313.00 391.12 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-01-01 6.000 210940.00 646.94 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2022-01-13 2.375 534000.00 544111.03 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2021-08-12 1.125 1022000.00 1022729.70 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2020-11-17 1.875 35000.00 35219.52 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2021-02-16 2.375 260000.00 264945.05 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2023-06-19 2.750 1006000.00 1053112.93 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2022-06-01 3.100 160959.00 142336.91 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-02-01 3.500 14114211.00 1887428.13 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-01-01 3.500 2031780.00 521193.40 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-07-01 5.000 1875000.00 211432.17 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-09-01 4.500 2600000.00 342801.04 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-09-01 6.000 1750000.00 84411.06 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-09-01 5.000 3000000.00 634523.79 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-06-01 4.500 2777000.00 1289646.19 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-04-01 8.000 65119.00 33777.25 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-06-01 3.140 1000.00 1083.09 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-06-01 3.009 1248.00 1282.07 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-06-01 2.850 1000.00 1069.04 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-05-01 3.000 1521.00 501.84 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-07-01 3.500 1085340.00 383654.51 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-12-01 5.000 2484.00 706.40 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-09-01 3.500 3100000.00 1367658.27 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-03-01 4.500 1059229.00 629966.50 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-01-01 4.500 2914328.00 990406.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-04-01 2.500 1333051.00 665868.40 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-03-01 5.000 3595516.00 63164.66 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-11-01 5.000 1777180.00 56842.40 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-09-01 4.500 1388580.00 68095.98 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-10-01 6.000 1056253.00 191698.97 Agency Debentures and Agency Strips Federal 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Treasuries (including strips) 2026-08-31 1.375 400.00 400.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-10-31 1.500 100.00 100.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-12-15 1.625 21402200.00 21603953.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-01-31 1.375 100.00 99.96 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 300000000.00 300000000.00 0.0051 N Y Y N - N/A - RBC DOMINION SECURITIES INC/CANADA RBC DOMINION SECURITIES INC/CANADA 36026 0000029617 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-04-01 4.500 145467.00 98641.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-06-01 4.500 150000.00 109945.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-12-01 4.500 9553455.00 5307107.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-02-01 4.500 2501281.00 1700208.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-09-01 4.500 147435.00 98735.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-10-01 4.000 7340000.00 5079709.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-03-01 4.500 1591422.00 1062228.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-06-01 4.500 1685920.00 1399095.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-07-01 4.500 4114472.00 3613860.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-09-01 4.500 432375.00 414829.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-01-01 3.000 174977083.00 178647869.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-12-01 3.000 1806792.00 1854113.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-05-01 5.500 1838.00 40.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.000 50083923.00 35392963.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 4.500 127446000.00 80369505.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-01 3.500 1599134.00 1404978.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-01 3.500 95341566.00 91879452.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 3.500 99995000.00 99066212.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-12-15 1.625 2477200.00 2500551.94 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2020-02-07 2020-02-07 2020-02-07 N N N 0.0164 500000000.00 500000000.00 0.0085 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 Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-02-01 4.500 119845.00 81462.84 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Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-07-01 4.500 1209294.00 1062157.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-08-01 4.500 3487519.00 3157357.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-09-01 3.000 11810.00 11779.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-12-01 3.000 9020000.00 9273921.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-12-01 3.000 9533208.00 9782892.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-05-01 5.500 5998.00 133.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-08-01 4.500 31525000.00 4360002.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-10-15 6.000 613000.00 52860.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-01 3.000 132392960.00 130983108.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-11-01 3.000 2975781.00 3052721.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.000 2880.00 2035.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-01 3.500 140820056.00 123722720.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 3.500 613747712.00 608047013.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-12-15 1.625 10767600.00 10869103.45 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 900000000.00 900000000.00 0.0152 N Y Y N - N/A - ROYAL BANK OF CANADA NY ROYAL BANK OF CANADA NY 983 0000352613 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-20 4.442 17238000.00 114217.11 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-20 4.442 3248919.00 40011.71 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-20 5.042 15191436.00 522904.69 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-16 4.980 37161517.00 1770476.75 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2026-11-20 4.000 31200000.00 157229.64 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-20 4.992 15971038.00 1074234.03 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-20 4.992 67094382.00 853692.66 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-20 4.942 3018000.00 110757.80 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-16 4.930 10511815.00 668616.17 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-01-20 4.000 24271963.00 108316.12 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-20 4.500 10000000.00 105186.51 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-16 4.500 9676333.00 413716.36 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-20 4.992 23436428.00 2421891.37 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-20 4.000 32600000.00 164954.22 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-20 4.492 2773074.00 40572.04 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-03-20 4.492 23510693.00 622028.57 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-20 4.542 24045126.00 920979.49 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-20 4.442 4559000.00 136555.60 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-16 4.500 54005500.00 786647.24 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-20 4.542 5072993.00 444327.09 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-02-20 4.500 6833711.00 223324.43 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-20 4.462 3594000.00 155746.08 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-20 4.542 17272370.00 637387.11 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-20 4.392 52363129.00 2158796.92 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-20 4.592 15000000.00 154171.74 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-20 4.392 16066000.00 679130.72 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-20 4.542 29551666.00 882883.08 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-20 4.492 25389000.00 303714.04 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-20 4.492 37269289.00 807513.23 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-03-16 4.530 25000000.00 1026827.70 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2027-10-15 3.000 8345515.00 170956.50 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2032-12-15 3.500 9751585.00 441626.82 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2042-08-15 0.000 175560.00 63122.32 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2042-08-15 0.000 27509620.00 9841667.71 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-10-01 4.000 1648630.00 1141602.28 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-04-01 4.000 3698701.00 2623834.69 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-12-01 4.000 1392839.00 1255043.93 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-01-15 4.000 2693210.00 122051.17 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-12-15 4.000 2867533.00 120449.28 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-08-15 4.273 56567347.00 3891946.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 4.500 4832779.00 181139.00 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2043-01-15 4.500 2569838.00 133383.36 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 3.000 152284856.00 9148963.44 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 3.500 10398000.00 589439.40 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2030-07-01 3.000 9820590.00 4503430.22 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-03-01 4.500 631971.00 619767.36 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-12-01 3.000 5091624.00 5179188.71 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-08-01 3.500 326798.00 140198.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-03-15 2.226 541579.00 255620.97 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-10-15 6.223 240000000.00 105480.79 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-09-01 3.500 3844380.00 4031154.15 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2028-07-15 6.500 1.00 0.02 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-25 4.239 60459083.00 2358576.44 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-06-25 5.000 21103800.00 400217.89 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-25 4.839 50000000.00 1586757.24 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-25 4.889 22805000.00 485040.53 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-25 4.289 107483023.00 1982949.20 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-25 4.839 81032023.00 2553040.59 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-25 4.839 28026746.00 1172529.18 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-03-25 4.969 22510643.00 158136.11 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-11-25 4.889 9427002.00 406607.21 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-03-16 5.500 24850454.00 1209958.44 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-20 4.500 13017055.00 478894.50 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-16 5.500 13102042.00 709748.97 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-03-20 4.500 2742000.00 97392.17 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-16 4.500 5285713.00 294286.16 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-20 3.942 7670000.00 412916.47 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-20 4.000 2377296.00 100428.37 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-05-20 5.000 9261106.00 355793.90 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-20 3.500 21428571.00 476078.38 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-20 4.592 78242800.00 5537904.24 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-09-20 4.000 21655774.00 1331064.16 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-10-16 4.430 11167583.00 611711.70 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-11-20 3.942 29541128.00 1100711.11 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-20 3.500 17857142.00 602980.86 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-10-20 3.942 11902000.00 425118.16 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-01-20 4.500 103138888.00 6190588.46 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-10-20 4.962 14361249.00 576980.17 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-02-16 4.000 9328677.00 548694.50 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-20 4.000 19500742.00 551507.31 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-20 4.000 12500000.00 442389.37 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-20 4.592 9000000.00 1069529.11 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-20 3.500 28571428.00 567945.85 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-08-20 5.500 12400000.00 657250.75 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-09-16 4.930 6926722.00 465738.83 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-01-20 4.000 9588250.00 371860.40 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-20 4.542 66666667.00 8686275.00 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-20 5.500 6790342.00 374097.06 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-20 4.000 12475000.00 689135.94 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 5.092 27730074.00 2440663.03 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-09-20 5.000 15644305.00 458659.28 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-25 4.789 7601000.00 423428.94 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-11-25 4.889 12182354.00 217111.52 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-04-25 4.889 18291681.00 510996.38 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-25 4.889 1708808.00 58229.95 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-01-25 4.839 25847433.00 1842871.65 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-25 4.289 7862000.00 327354.04 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-25 4.289 63846143.00 1758067.61 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-25 4.339 29122063.00 1009564.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 4.000 658704.00 1007076.58 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 4.269 10591589.00 291715.16 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 4.819 23035909.00 934418.59 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-03-25 4.339 20710917.00 132650.49 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-02-25 4.989 21648056.00 590529.29 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2030-11-25 4.989 70571426.00 571745.49 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-06-25 4.959 10833000.00 163491.39 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-04-25 4.959 43333333.00 707147.97 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 4.289 4726060.00 148675.04 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 4.289 35557085.00 1473037.05 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 4.674 2450000.00 645946.47 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-01-25 8.638 1605325.00 2104973.89 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 4.739 12000000.00 461152.34 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 4.889 20496252.00 776401.15 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-25 5.000 11248823.00 245757.52 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 4.000 12500000.00 357753.39 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-25 4.889 3499000.00 241655.00 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-25 4.989 12243788.00 332003.20 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-25 5.039 9172000.00 341133.28 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 4.389 15589330.00 820390.47 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 4.939 3677000.00 140463.42 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 4.339 1934158.00 122829.19 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-05-25 4.389 41447000.00 298834.34 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-06-20 4.000 5023074.00 261404.61 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-20 4.442 49142857.00 4699461.25 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-06-20 4.500 7165270.00 335847.99 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-16 0.383 22419986.00 150179.90 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-20 3.500 10310143.00 583264.55 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-20 4.442 39107050.00 4012755.80 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-16 4.500 42092863.00 5029437.54 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-20 5.000 6100000.00 773973.56 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-20 3.500 15467491.00 815907.91 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-20 4.442 10000000.00 1045284.17 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-20 3.000 3665833.00 232278.09 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 3.000 1250000.00 95973.33 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-20 4.000 3051000.00 269033.76 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-06-20 3.500 10745017.00 546195.07 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-02-20 4.000 7767450.00 536856.45 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-20 4.000 9250000.00 979532.00 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-20 3.500 12509546.00 644384.78 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-08-20 4.542 11907177.00 2006937.57 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-20 3.500 7245696.00 336375.63 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-20 3.500 8571428.00 411526.60 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-20 3.500 7142857.00 363623.11 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-20 4.000 9262000.00 643640.13 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 3.500 9824874.00 497363.65 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-20 3.500 9220266.00 445341.50 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 3.500 43406142.00 2584641.51 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-16 4.500 5032646.00 529930.28 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-20 3.500 2142857.00 105173.46 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-20 4.000 29553088.00 2999620.76 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-20 3.000 7153039.00 355255.77 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-20 3.500 10000000.00 477572.58 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 4.439 27822866.00 810707.57 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-25 4.439 23579806.00 1027209.03 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-25 4.339 72474235.00 5673776.60 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 3.229 12963000.00 471401.25 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 4.439 15712801.00 1162030.57 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-25 5.589 16742363.00 1179365.61 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-25 4.539 13472000.00 428714.52 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-25 4.489 14614285.00 1258895.30 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-25 4.539 7909048.00 424660.95 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 3.839 19327065.00 388922.79 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 4.539 21334455.00 419209.26 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 3.322 1799337.00 1077060.29 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-03-25 4.489 51127039.00 4833479.71 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-04-25 5.000 7243432.00 278091.65 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-25 4.500 21648070.00 378593.48 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-25 4.000 19500000.00 433021.97 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-03-25 3.500 16733429.00 397205.91 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-25 3.000 16953332.00 591614.94 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 2.500 18894319.00 5802649.00 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 5.000 23520000.00 419100.35 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 0.000 630000.00 298487.11 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 4.939 17738140.00 978541.90 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-05-25 5.000 22320284.00 398391.83 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-25 4.500 37075514.00 418906.32 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-25 4.500 52908097.00 932725.97 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-02-25 3.500 7142857.00 142165.95 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-25 4.439 19339753.00 624229.52 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2029-01-25 3.500 654870.00 455934.95 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-25 0.000 5380000.00 3765080.81 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 3.500 16761549.00 453744.71 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-25 5.039 73424980.00 6767009.77 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-08-25 5.039 6747574.00 407160.96 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-05-25 4.500 13574666.00 578827.10 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-03-25 3.500 23606285.00 753903.60 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-06-25 6.000 8553836.00 731509.11 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-25 4.539 70798087.00 5945233.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-02-25 4.489 72000000.00 4829982.25 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-25 4.489 535719.00 29311.44 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-25 4.339 36637087.00 4511907.37 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-25 4.500 1323845.00 118530.86 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-01-25 3.500 10614285.00 674421.59 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-25 3.500 27676142.00 1370256.00 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-04-25 6.000 8847447.00 968429.28 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-03-25 6.500 27301033.00 3327807.63 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 3.500 6260861.00 81611.60 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-05-25 4.000 15851805.00 766942.93 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-08-25 4.000 6000000.00 325683.26 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 3.500 6428571.00 78699.22 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-25 1.819 44674000.00 624755.42 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-25 3.500 5051714.00 99739.72 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-25 3.500 7857142.00 549853.28 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-25 3.500 5714285.00 101005.91 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-03-25 1.789 155282508.00 6477033.46 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-25 3.500 7698015.00 536622.10 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-25 4.489 30000000.00 5202608.17 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-05-25 1.960 2036084.00 1580640.66 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-04-25 4.000 4648197.00 235653.34 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-05-25 4.539 40465171.00 3862584.74 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-25 4.589 4058000.00 605633.33 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-25 4.539 3120000.00 309339.84 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-25 4.539 38381489.00 4079828.99 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 4.339 4750000.00 691346.56 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 4.339 2500000.00 414233.80 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 4.339 4500000.00 713519.21 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-25 2.110 3517258.00 3347585.30 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-25 4.389 30000000.00 3548173.86 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 2.110 9714949.00 9331758.00 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 4.339 2164896.00 369940.75 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 4.389 5142948.00 891375.82 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 4.277 8000000.00 1573678.03 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 4.389 11000000.00 665593.06 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 4.389 8595338.00 1174764.50 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2036-02-01 5.000 15056555.00 79770.10 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2036-05-01 5.500 22019661.00 126357.31 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2037-09-01 6.000 4253996.00 16199.71 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2039-05-01 4.000 11100000.00 62508.66 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-05-15 4.873 40767029.00 621983.72 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-05-15 4.873 91233531.00 740168.16 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-11-15 4.323 46403814.00 1339728.59 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-12-15 4.823 29250000.00 658758.92 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-03-15 15.368 1500000.00 544432.98 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-06-15 4.923 37906851.00 296451.24 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-08-15 4.923 28416000.00 106353.08 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-04-15 4.973 10923403.00 127903.93 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2026-07-15 5.023 21428571.00 155172.66 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2026-09-15 3.500 21821142.00 189963.40 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-01-15 4.000 40797125.00 107263.22 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2026-11-15 3.000 34676036.00 308020.49 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-05-15 4.873 5773000.00 48715.18 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-09-15 4.873 12099600.00 437383.23 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-05-15 5.473 20578643.00 726685.45 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-10-15 4.973 11000000.00 228061.17 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2027-05-15 3.000 35000000.00 466222.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-04-15 4.923 25000000.00 181005.85 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-05-15 4.323 17000000.00 592625.12 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-07-15 4.000 4187500.00 118372.14 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-06-15 4.473 25609189.00 625276.66 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-05-15 4.423 83016889.00 1108964.65 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-08-15 4.423 21186509.00 736222.25 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 4.423 77705785.00 5962983.43 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-05-15 4.423 20068637.00 446257.93 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-09-15 4.523 12165420.00 491020.25 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 4.823 105159489.00 4404427.80 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-10-15 3.000 45000000.00 925597.02 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-10-15 3.000 11360426.00 425103.57 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2028-02-15 2.500 27520192.00 479843.49 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 4.500 6927149.00 207606.42 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-02-15 3.000 16639469.00 621539.62 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 5.000 24299245.00 457553.66 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-03-15 5.000 23608813.00 729584.96 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-05-15 4.500 26362777.00 839611.84 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-03-15 4.373 20471285.00 799773.63 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-04-15 4.323 2361000.00 114999.67 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-04-15 6.000 12000000.00 734262.35 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-12-15 3.000 1685454.00 2062093.94 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-07-15 3.000 4166666.00 124938.22 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-03-15 3.000 4166666.00 87140.71 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-10-15 3.973 107651276.00 6212525.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-02-15 3.500 17289000.00 923784.37 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2034-01-15 3.000 16666666.00 741778.63 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-04-15 4.373 12089020.00 793962.65 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2034-01-15 3.000 24027239.00 1096361.05 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-05-15 4.423 44680591.00 3490960.92 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-05-15 2.206 414355.00 398603.88 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-08-15 4.323 41496038.00 5989252.05 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-07-15 2.273 75000000.00 4132289.26 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-07-15 6.000 6841485.00 882021.46 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-01-15 0.000 1929202.00 406850.94 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-12-15 4.523 13022404.00 1849474.52 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-06-15 4.523 40500000.00 4628334.99 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-11-15 4.473 326110.00 40491.66 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-08-15 4.423 27665788.00 4292116.17 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-11-25 5.000 4106959.00 595124.51 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-08-25 4.373 5000000.00 577191.74 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-09-25 4.373 8046430.00 862383.42 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-09-25 4.373 5843806.00 869563.21 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-10-25 2.126 946420.00 925133.64 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-07-25 4.500 2505086.00 409091.51 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-01-25 4.373 52706329.00 8332241.43 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-01-25 4.323 20164838.00 3708542.27 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-11-15 4.000 5000000.00 113056.26 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-04-01 3.000 11847373.00 3027679.10 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-11-01 4.000 2501164.00 1214229.56 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 4.000 5907780.00 2763706.03 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-01-01 3.000 9099714.00 2611891.66 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-03-18 6.292 101532736.00 91682.65 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-06-25 5.889 100000000.00 161523.41 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-06-25 5.039 102500921.00 647375.88 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-07-25 5.039 56666667.00 471240.00 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-07-25 4.419 35467249.00 95506.80 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 5.039 32165142.00 426914.17 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 5.539 22643906.00 338807.57 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-03-25 4.919 26999999.00 461612.82 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-02-15 4.423 54822828.00 243510.81 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2042-07-01 4.000 2634707.00 167024.83 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-06-15 4.523 15000000.00 112101.15 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-06-15 4.648 44412731.00 472195.18 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-06-15 5.273 11460724.00 150536.14 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Mortgage Obligation 2040-02-15 4.563 24022813.00 228300.77 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-01 4.000 28312.00 19459.80 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 4.000 2549583.00 2657843.68 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-02-01 3.500 10199668.00 8910676.63 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 4.500 1796469.00 1780297.49 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 4.000 1555797.00 1186733.23 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.000 5395205.00 4035081.57 Agency Debentures and Agency Strips Federal National Mortgage 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919015.72 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2033-12-15 4.000 16520767.00 799264.36 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2047-11-15 4.000 11404616.00 1391526.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-09-15 4.000 6700324.00 682421.01 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-09-01 2.000 112142.00 43002.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-03-01 4.500 1648780.00 1616941.34 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-08-01 4.000 2824599.00 1448336.11 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-06-01 4.000 1186848.00 1069688.84 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Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-09-01 4.500 982335.00 936055.78 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 2.500 400000.00 403062.75 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 4.000 200000.00 211092.44 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-04-01 4.500 2982476.00 2949045.89 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-25 4.839 28026746.00 1172529.18 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-11-25 4.889 39439664.00 1701118.97 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-10-25 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National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 4.289 17039531.00 705903.21 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-01-25 8.638 4379633.00 5742770.55 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-04-25 4.500 14222222.00 232307.12 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 4.889 5682950.00 215271.01 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-25 4.989 4673800.00 230002.04 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-25 4.989 7961809.00 215892.83 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 3.500 1815388.00 2534266.85 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 4.339 23724612.00 1520773.88 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 4.339 43643869.00 2771614.99 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 4.439 58774053.00 2066562.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 2.282 9078394.00 2812261.29 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 4.489 37765051.00 1960665.65 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-11-25 3.000 25021500.00 896782.24 Agency Debentures and 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Collateralized Mortgage Obligation 2041-09-25 4.539 33482200.00 1350954.10 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-03-25 4.439 30514527.00 2828194.15 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-03-25 3.406 20000000.00 8170342.31 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-07-25 4.489 11285715.00 288626.83 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-03-25 4.539 36000000.00 2516253.41 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 4.500 11574444.00 275727.17 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-04-25 5.000 18013657.00 691584.84 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-25 4.500 11360262.00 198674.57 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-04-25 3.406 50000000.00 46665324.26 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-25 4.489 6850801.00 239027.19 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-25 4.000 8971706.00 255199.22 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-25 1.500 2673124.00 636478.56 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2031-01-25 3.000 33333333.00 281311.47 Agency Debentures and Agency Strips Federal National Mortgage 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3639576.00 1632030.88 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-25 4.489 25845142.00 229805.36 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-25 4.389 50000000.00 2065950.95 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-25 0.000 5284080.00 2471415.77 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2029-01-25 3.500 2847268.00 1982330.86 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-25 0.000 6348389.00 4442787.66 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-06-25 5.000 26012000.00 252056.61 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-25 6.000 19223505.00 1283343.45 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-25 4.678 1200000.00 585366.50 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-12-25 4.439 26166666.00 1370570.42 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-06-25 4.500 6225777.00 268119.06 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-25 0.000 2424706.00 51521.56 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-06-25 6.000 35294937.00 2574769.71 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 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Collateralized Mortgage Obligation 2046-12-25 4.389 13630674.00 1746215.42 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-12-25 2.066 42365826.00 936703.91 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-25 4.439 20820222.00 1465698.57 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-25 3.500 8514785.00 310926.46 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-04-25 6.000 18513919.00 2005104.34 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-25 3.500 6285713.00 329679.60 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-25 5.500 18394482.00 1895255.20 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-10-25 4.489 9533053.00 1260743.57 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-25 4.589 39632837.00 3681392.96 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-25 4.489 50000000.00 4474913.65 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-09-25 4.589 22331447.00 2679520.73 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-05-25 1.960 13519978.00 10495749.20 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-04-25 4.000 356808.00 18089.37 Agency Debentures and Agency Strips Federal National 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2049-04-25 4.339 12420605.00 1489824.99 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-25 5.000 13071003.00 1804681.85 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-25 4.000 49303440.00 4066519.82 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-25 4.500 52393038.00 6934336.72 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-09-25 5.000 19134766.00 2672267.18 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-25 4.389 8821776.00 1043373.16 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-25 4.500 14947666.00 1262137.31 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 4.389 20276372.00 2367590.85 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 2.110 429063.00 388362.27 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 4.389 26281074.00 2613288.85 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 2.110 12748151.00 12245320.09 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 4.389 15738557.00 2727806.93 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-25 4.489 40936123.00 8039275.04 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 4.277 9514836.00 1871661.05 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 3.939 18768837.00 2911866.75 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 4.389 12306266.00 744633.21 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 4.389 3836000.00 524283.82 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 3.500 6650000.00 6939004.55 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2035-10-01 5.500 37547424.00 217019.33 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2035-03-01 5.000 32046712.00 203344.26 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2035-03-01 5.000 39738301.00 274882.79 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2037-09-01 6.000 41835049.00 159312.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2039-10-01 5.000 110882686.00 779243.09 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-11-15 4.873 46510558.00 152344.32 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-02-15 4.233 6000000.00 6408539.12 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-03-15 5.538 14000000.00 3481130.59 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-06-15 4.793 19673666.00 243971.75 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-05-15 4.773 46220588.00 1900780.76 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-08-15 4.923 18811000.00 70404.27 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-04-15 4.973 3080069.00 36065.03 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-12-15 4.833 65714285.00 3085957.53 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 4.273 25742360.00 1465158.45 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 4.263 85892593.00 4026398.19 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-03-15 5.500 32181818.00 1468323.09 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2027-05-15 3.000 82083333.00 1288434.07 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2027-06-15 7.947 300000000.00 33011752.79 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-08-15 4.373 46819626.00 2433826.43 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 4.923 25000000.00 1908838.54 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-10-15 4.473 22285714.00 1820581.33 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 6.000 71242350.00 1775331.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-01-15 3.500 5357233.00 283289.82 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-10-15 3.000 7380595.00 276179.55 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-02-15 4.000 53250000.00 4567703.85 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-03-15 4.423 22243120.00 1930158.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-04-15 4.000 6250000.00 290501.37 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-07-15 3.281 20000000.00 14511661.33 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-05-15 4.000 7012191.00 117353.95 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-10-15 4.173 2802122.00 599071.54 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-03-15 5.489 500000.00 282932.59 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-02-15 4.423 66345563.00 2890041.66 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-07-15 4.423 70000000.00 3022576.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-03-15 4.473 66000000.00 2337391.64 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-05-15 4.323 18591716.00 1526637.93 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-06-15 4.523 50000000.00 2344229.33 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-07-15 4.523 61834251.00 2587391.70 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2050-11-15 4.323 23484774.00 1273558.47 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-09-15 4.423 40958642.00 3401757.97 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-12-15 3.000 814546.00 996568.50 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-02-15 3.000 10119166.00 87332.26 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-01-15 4.473 16538027.00 1309607.87 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-07-15 6.000 37038563.00 2419126.89 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-04-15 6.593 2446030.00 525160.33 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-04-15 5.500 42094518.00 3194551.74 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-05-15 4.423 22368052.00 1290425.43 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-04-15 3.500 14285714.00 1239611.30 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-02-15 4.223 6666666.00 250867.55 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2034-01-15 3.000 23333333.00 1502905.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-05-15 4.423 61160104.00 4778529.75 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-05-15 4.423 58365893.00 4621631.23 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-06-15 4.223 18318856.00 1923312.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-08-15 4.423 27728021.00 2367942.01 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-02-15 4.323 8552292.00 1026490.30 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-15 4.223 25000000.00 2908712.78 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-10-15 9.455 1000000.00 1371845.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-15 4.000 24905135.00 2842522.74 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-12-15 4.523 30934438.00 4696843.03 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-11-15 4.473 6691778.00 830889.02 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-08-15 4.423 9729358.00 1509428.71 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-08-15 4.423 42323839.00 5786164.72 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-08-15 4.423 26045439.00 3617499.90 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-08-15 4.423 17492338.00 2633670.87 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-10-15 4.873 17174967.00 1763795.01 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-04-15 4.000 49787213.00 4955310.61 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-07-15 4.423 18144177.00 2594481.76 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2034-08-15 4.423 80979464.00 12169192.09 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-06-15 4.403 9800000.00 2161460.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-07-25 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2050-01-25 4.373 19154702.00 3028129.72 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-12-25 4.273 21973378.00 4536387.36 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-09-15 4.323 150500077.00 985803.29 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-11-01 4.500 11669840.00 2613673.64 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-03-01 3.000 10013504.00 2373256.89 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-01 3.000 3241056.00 2517555.13 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-01 4.500 2046240.00 1502026.80 Agency Debentures and Agency Strips Federal National Mortgage 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Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-20 4.542 10780110.00 944195.06 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-16 5.500 42848054.00 1194489.49 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-01-20 4.442 11016717.00 772479.40 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-20 4.492 51500000.00 2119698.32 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-16 4.480 61118213.00 3328575.73 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-16 4.530 27708066.00 664848.04 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-20 4.992 45694819.00 2319433.09 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-16 4.430 37514550.00 1623975.61 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-20 5.092 85277575.00 5819717.40 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-03-16 4.530 24713912.00 1319116.89 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-20 4.442 62014000.00 2010832.66 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-16 3.930 40000000.00 1837516.21 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-20 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Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-01-15 0.500 7022800.00 7671966.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-01-31 2.375 800.00 823.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-02-15 2.750 450800.00 499036.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-02-29 2.250 200.00 201.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-28 2.750 100.00 107.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-02-28 2.625 600.00 629.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-03-15 2.375 200.00 203.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-03-31 2.250 700.00 705.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-04-15 2.375 5000000.00 5087085.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-04-15 0.625 10702500.00 11329509.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-04-30 2.375 1200.00 1209.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-05-15 2.875 400.00 444.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-05-31 2.500 500.00 503.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-06-30 2.625 600.00 626.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-08-15 2.750 900.00 928.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-31 2.750 200.00 211.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-08-31 2.625 100.00 101.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-09-30 2.750 200.00 203.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-09-30 3.000 1755900.00 1924220.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-09-30 2.875 900.00 956.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-10-15 2.875 200.00 206.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-10-31 3.000 6090200.00 6664088.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-10-31 2.875 1400.00 1486.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-30 2.875 900.00 977.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-11-30 2.750 900.00 913.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-12-15 2.625 800.00 820.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-12-31 2.500 700.00 707.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-12-31 2.625 800.00 855.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-12-31 2.625 500.00 524.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-01-15 0.875 2597100.00 2874311.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-02-15 2.625 6688700.00 7381482.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-02-15 2.500 100.00 103.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-02-28 2.500 900.00 918.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-29 2.375 100.00 104.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-03-15 2.375 20000700.00 20592023.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-15 2.125 900.00 918.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-05-31 2.125 4526300.00 4580614.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-05-31 2.125 300.00 313.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-06-30 1.750 1000.00 1017.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-12-31 2.375 424900.00 428912.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-02-28 2.000 200.00 202.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-03-31 2.250 800.00 812.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 2.375 400.00 421.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-08-31 2.000 400.00 406.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-09-30 2.125 7087300.00 7216454.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-15 2.250 450100.00 470210.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-12-31 2.125 800.00 812.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-15 0.250 5942000.00 6578663.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-15 2.000 450400.00 467891.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-02-29 1.375 600.00 603.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-04-15 0.125 3703000.00 4064241.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-09-30 1.375 400.00 401.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-10-31 1.375 700.00 701.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-10-31 1.875 1000.00 1018.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-15 2.250 600.00 630.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-11-30 2.000 5100500.00 5206835.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-11-30 1.625 100.00 100.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-02-15 3.625 100.00 101.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-01-15 0.625 13250100.00 14994335.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-01-31 1.375 400.00 399.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-08-15 2.625 200.00 203.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-02-28 1.500 900.00 909.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-02-28 1.125 700.00 700.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-02-15 3.625 200.00 207.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-04-30 1.375 300.00 300.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-07-15 0.625 22808900.00 26289554.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-06-30 1.125 364100.00 362686.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-06-30 1.375 600.00 600.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-07-15 0.125 2934100.00 3211857.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-07-31 1.125 400.00 397.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-01-15 0.125 21630500.00 24618022.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-15 1.750 900.00 910.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-09-30 1.375 700.00 703.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-09-30 1.125 600.00 599.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-10-31 1.250 100.00 99.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-15 2.000 800.00 830.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-11-30 1.750 800.00 807.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-02-29 1.250 110900.00 111435.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-12-31 2.250 800.00 828.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-01-31 1.875 600.00 605.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-02-15 2.250 5321700.00 5653150.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-05-15 1.750 200.00 203.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-15 2.500 300.00 315.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-08-31 2.125 600.00 607.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-09-30 2.000 25000600.00 25236138.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-03-31 2.125 100.00 103.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-03-31 1.875 200.00 203.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-10-31 1.750 100.00 100.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-15 2.750 100.00 105.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-15 0.125 12894800.00 14177169.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-07-31 2.250 10900.00 11026.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-30 1.750 300.00 303.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-15 0.125 10349900.00 10960132.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-30 1.875 500.00 507.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-04-30 2.000 500.00 515.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-31 1.875 800.00 811.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-05-31 1.500 375500.00 376275.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-06-30 2.125 18500.00 18863.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-06-30 1.625 900.00 901.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-07-31 1.625 600.00 600.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-07-31 2.000 500.00 507.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-31 1.750 100.00 101.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-05-31 2.000 5000700.00 5148110.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-07-15 2.625 100.00 101.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-07-15 0.750 13449700.00 14818164.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-07-31 2.875 300500.00 323707.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-31 1.750 1948700.00 1980210.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-08-15 1.500 600000.00 606008.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-08-31 1.375 400.00 400.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-31 1.250 600.00 599.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-09-30 1.500 999400.00 1005297.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-10-31 1.500 27528000.00 27779639.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-10-31 1.625 3000000.00 3042921.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-11-15 1.750 19352000.00 19763847.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-30 1.500 5000000.00 5042004.91 U.S. 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Mortgage Association-Agency Mortgage-Backed Securities 2028-07-01 3.500 1149517.00 801010.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-07-01 4.000 5000.00 3471.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-09-01 3.500 38605359.00 26293682.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-09-01 3.500 9178201.00 6390507.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-09-01 4.000 5638291.00 3856570.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 4.000 22751492.00 15677951.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-08-01 3.500 31084306.00 21917832.37 Agency Mortgage-Backed Securities 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Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 3.500 55000.00 43569.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2056-08-01 3.500 250000.00 195437.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2057-01-01 4.000 100000.00 79469.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-01 4.000 58000.00 45619.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-10-01 4.000 825000.00 654284.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-10-01 3.500 222806.00 176045.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-11-01 4.500 505000.00 401029.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-01 3.500 10000000.00 7740568.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-12-01 3.500 22273213.00 17356019.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-09-01 3.000 44976785.00 34807268.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 2.962 12450000.00 9707903.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-12-01 3.000 2450000.00 1898398.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 5.000 1683000.00 1315412.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-01 4.395 33685802.00 26212821.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 3.388 26549869.00 20593445.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-11-01 3.000 932319.00 730831.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-01-01 4.000 6937600.00 5470737.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 4.000 1186123.00 930255.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-01 4.500 239195.00 189764.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-01 4.000 35805766.00 28266358.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.500 367630.00 288584.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-05-01 3.500 9000000.00 7104181.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-07-01 3.500 24367239.00 19199470.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 4.000 222000.00 174843.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 5.000 368299.00 292941.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-01 3.500 285382177.00 227478270.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-01 4.500 18721407.00 14498233.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-01 5.000 977864.00 771684.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-01 4.500 10898334.00 8507193.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-07-01 3.500 4737821.00 3731875.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-01-01 3.500 550038.00 427156.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-11-01 3.500 329000.00 261056.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-01-01 3.500 687528.00 538021.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 3.000 8260000.00 6579253.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 3.500 250400.00 198770.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 3.500 4100000.00 3234011.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-01 3.500 435000.00 342859.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-04-01 4.000 70000.00 54362.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-03-01 4.000 250000.00 198381.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-07-01 4.000 497027.00 393708.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 3.500 1013512.00 794829.73 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2020-02-07 2020-02-07 2020-02-07 N N N 0.0156 500000000.00 500000000.00 0.0085 N N Y N - N/A - WELLS FARGO WELLS FARGO 22101 0001224385 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2020-02-04 0.000 13611400.00 13609154.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-09-15 1.375 7104500.00 7132654.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-06-30 1.625 5447000.00 5465595.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-03-31 1.375 20471900.00 20556938.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-30 1.375 2030300.00 2036097.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-09-30 1.375 746800.00 749317.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-30 1.625 21917000.00 21991139.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-12-31 1.750 15084400.00 15134033.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-05-31 1.375 40319000.00 40353240.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-03-31 1.125 10311800.00 10341845.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-06-30 1.875 11152400.00 11183256.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-31 2.000 527000.00 528069.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-15 1.500 118053200.00 118547161.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-15 1.500 117858100.00 118186108.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-31 1.500 15730400.00 15762867.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-31 1.250 285477300.00 285404252.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-10-15 1.375 16230600.00 16297102.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-11-30 1.500 10678700.00 10721254.44 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 700000000.00 700000000.00 0.0119 N Y Y N - N/A - Dreyfus Government Cash Management Funds 2020-02-07 /S/John Delise John Delise Treasury Manager