N-MFP2 0000740766 XXXXXXXX 2021-12-31 0000740766 S000000128 6 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 Government/Agency Exempt Government N 27 83 103351594795.09 105326953129.52 105838418107.64 106184353841.51 111410360748.55 112644581637.18 114519939971.61 112725983897.12 113071919630.99 118547926538.03 0.8271 0.8312 0.8471 0.8472 0.8533 0.9014 0.9037 0.9022 0.9022 0.9080 2452525588.05 128096880018.44 128096880018.44 11989951.89 216871286.82 130344524271.56 130345051889.65 1.0000 0.0007 1.0000 1.0000 1.0000 1.0000 1.0000 C000000287 10000000.00 113412258787.41 113412724595.67 1.0000 1.0000 1.0000 1.0000 1.0000 7184994213.56 9967490142.24 11084888215.10 8166364474.41 12683534217.29 15159901447.16 12340857720.70 12334941763.94 16909415104.08 12692163577.31 60203689470.73 58320861405.06 0.0003 Y BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses and is also waiving expenses to maintain a minimum yield of .01 (15,673,996.57) C000000286 10000000.00 3209231047.90 3209242199.70 1.0000 1.0000 1.0000 1.0000 1.0000 1161519105.92 57746446.82 164060140.67 1161313348.60 260365909.42 87330696.74 195683750.42 115199868.66 1135187717.09 1099281013.39 2916816623.52 2520871374.21 0.0003 Y BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses and is also waiving expenses to maintain a minimum yield of .01 (1,188,699.72) C000000288 10000000.00 5228205493.33 5228224618.47 1.0000 1.0000 1.0000 1.0000 1.0000 343437495.24 195068264.77 146699297.13 167578541.11 408302048.69 171824841.41 241536768.13 248549818.27 163085929.66 261197239.11 1303061538.85 1044218704.67 0.0003 Y BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses and is also waiving expenses to maintain a minimum yield of .01 (1,181,190.69) C000000289 10000000.00 2120280080.03 2120287648.84 1.0000 1.0000 1.0000 1.0000 1.0000 29972036.39 137111869.07 144267550.91 7455589.91 77684150.03 49482672.63 132535820.02 20091818.89 381179540.01 8725237.65 765639097.36 222867188.15 0.0003 Y BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses and is also waiving expenses to maintain a minimum yield of .01 (800,206.95) C000223301 1000.00 3896506242.74 3896519579.90 1.0000 1.0000 1.0000 1.0000 1.0000 124323120.06 17522307.33 69620907.16 50566405.06 288509197.30 30493705.80 162892067.47 80839566.51 500287728.46 117437450.64 1145633020.45 296859435.34 0.0003 Y BNY Mellon Investment Adviser, Inc. Expenses are capped at 101 basis points and is also waiving expenses to maintain a minimum yield of .01 (2,703,148.39) C000223302 2500.00 2478042620.15 2478053247.07 1.0000 1.0000 1.0000 1.0000 1.0000 75952118.18 120691137.92 182887712.04 66270838.88 105716657.68 94434865.22 133894207.51 42785624.46 243247261.96 86570375.27 741697957.37 410752841.75 0.0003 Y BNY Mellon Investment Adviser, Inc. Expenses are capped at 62 basis points and is also waiving expenses to maintain a minimum yield of .01 (795,497.62) 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 United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2046-08-15 2.250 1995400.00 2118413.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2031-05-15 1.625 770500.00 781703.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2051-04-20 3.000 367132.00 335596.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2051-09-20 2.500 896182878.00 907149354.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2051-12-20 2.500 81979955.00 84114986.29 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 975000000.00 975000000.00 0.0075 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 Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2047-12-15 3.000 39709090.90 1186778.39 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2040-10-25 6.498 58476363.63 884409.37 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2040-10-25 3.000 9454545.45 1288500.25 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-12-25 5.898 49024492.87 647624.87 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-05-25 3.500 64831168.29 279842.85 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-09-25 2.500 62977591.41 379213.53 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-10-25 3.500 45927233.89 304147.14 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-03-25 1.750 472727.27 94110.98 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-11-25 3.500 42545454.54 329693.11 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-11-25 3.000 45755733.16 13544459.88 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2032-11-25 2.000 10078545.45 1632666.52 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-10-25 4.898 23815678.54 640358.58 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-01-25 6.018 35513951.20 1715400.38 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-11-25 1.500 2363636.36 474852.99 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2033-02-25 3.000 29636273.01 755262.06 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-02-25 0.351 8816363.63 1113874.04 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2028-02-25 3.500 49658750.10 412018.03 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-03-25 6.048 19835778.18 1309642.59 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-02-25 5.898 22630591.92 889486.08 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2033-04-25 2.000 3781818.18 901373.21 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2028-06-25 1.250 1890909.09 235852.90 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-06-25 3.000 7658877.67 1381071.05 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2023-01-25 0.036 334691097.23 24875.12 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-02-25 3.000 9454545.45 1294962.38 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-02-25 3.000 9454545.45 2488643.46 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2033-04-25 3.000 3546400.00 1543849.18 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-07-25 3.000 1890909.09 352506.89 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2032-10-25 3.000 2552727.27 334321.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2032-05-25 3.000 2363636.36 403440.79 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-09-25 2.500 9454545.45 1661463.55 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2024-03-25 0.118 221450036.36 639675.46 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2029-08-25 2.500 1796363.63 266407.18 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2033-11-25 2.500 2836363.63 371516.91 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2026-03-25 3.000 1890909.09 775421.81 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2024-08-25 3.020 9374181.81 6672951.91 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2024-09-25 0.487 147375834.98 1272030.13 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2024-12-25 0.465 113454545.45 739114.43 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-09-25 6.148 5482690.90 265321.51 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-10-25 3.000 14181818.18 271257.90 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2025-10-25 0.069 421972122.47 934334.34 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2026-01-25 0.071 488419630.39 1483613.01 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-08-25 2.000 1890909.09 659588.80 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2046-03-25 6.048 70909090.90 3558310.23 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2046-05-25 5.898 14181818.18 1031632.08 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-09-25 3.000 1890909.09 850005.90 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-02-25 4.000 22923136.36 771922.69 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2046-11-25 5.998 5011854.54 249413.99 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-09-25 2.500 2032727.27 1055563.04 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2023-10-25 0.148 206827313.01 237378.56 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-05-25 2.500 8509090.90 1261061.16 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2032-07-25 2.500 1418181.81 608836.83 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-09-25 4.500 14749090.90 728208.35 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-09-25 6.048 27012986.47 2922807.06 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-03-25 3.000 2836363.63 737705.08 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-04-25 3.500 1890909.09 183055.90 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-01-25 6.098 28653226.25 2674110.33 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-10-25 3.500 2836363.63 282915.00 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2029-09-25 3.500 1823781.81 515090.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2029-12-25 3.500 1313236.36 1022278.11 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-06-25 6.098 121254544.50 4901386.34 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-09-25 3.500 3781818.18 464130.70 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-10-25 6.098 2650109.09 262661.53 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-09-25 4.000 4065454.54 941652.64 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-07-25 5.898 5808670.39 411055.52 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-02-25 3.500 9170909.09 1852046.29 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-05-25 5.998 6880072.72 586179.33 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-06-25 6.048 32470958.47 3725558.72 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-09-25 1.571 94545454.54 1674230.99 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-08-25 1.562 47249856.72 794032.62 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-10-25 5.898 14099090.90 1586402.90 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-10-25 5.948 12887485.23 668448.60 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-09-25 2.500 4727272.72 2470980.51 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-03-25 5.948 32241567.56 3113332.63 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2024-11-25 0.695 365381610.69 4406129.63 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-07-25 3.500 12249190.90 1230989.73 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-06-25 5.978 31271503.78 4733320.75 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-07-25 4.500 18909090.90 827923.45 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-07-25 3.000 9454545.45 827495.80 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2060-10-25 1.762 41913327.41 1472142.19 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-05-25 2.000 1890909.09 1054192.11 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-12-25 2.500 87277737.89 12182115.43 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-02-25 2.500 14507243.63 1266544.96 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-11-25 2.500 48067854.54 3872574.01 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-11-25 3.000 19253701.52 1741794.90 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-01-25 4.000 22633961.52 2982323.57 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-01-25 3.000 9454545.45 1059701.16 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-05-25 3.000 94545454.54 6626274.51 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-03-25 2.500 62068334.54 5188094.44 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-09-25 4.000 34401074.61 5311887.36 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-09-25 2.500 35889076.36 3541086.57 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-06-25 2.500 10047912.72 896873.56 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-09-25 2.500 42545454.54 4305543.39 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-09-25 2.500 67227301.81 4971214.14 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-04-25 3.500 26397712.07 3891237.19 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-07-25 4.500 19038674.90 2826923.01 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-06-25 3.000 21913458.98 1681237.38 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-06-25 3.000 34945654.54 3611568.07 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-12-25 5.898 42867791.19 5438369.88 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-11-25 3.500 27840376.43 3989002.59 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-11-25 3.000 25592000.43 2883639.86 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2040-04-15 2.750 9454545.45 382441.66 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-03-15 2.500 9454545.45 316772.21 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-01-15 5.850 94545454.54 2515403.34 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-02-15 4.000 76424242.10 334414.25 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2032-02-15 3.500 9360000.00 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NQQ6HPCNCCU6TUTQYE16 2051-06-20 3.000 33822375.12 4005886.09 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-06-20 6.196 12993621.01 1234147.58 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-07-20 2.500 17376829.60 1501179.42 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-07-16 4.250 24109090.90 3083157.89 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-07-20 1.500 3565309.09 3446281.34 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-07-20 2.500 13197600.00 1223649.18 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-07-20 2.500 15930530.90 1331199.93 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2036-09-20 2.500 59922976.21 4869017.70 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-03-20 3.500 26474629.52 7787576.11 Agency Debentures and Agency Strips Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 520000000.00 520000000.00 0.0040 N Y Y N - N/A - BOFA FINANCE LLC BOFA FINANCE LLC 29815 0001682472 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-12-20 1.700 18111092.00 476032.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2065-01-20 1.657 97037880.00 3031295.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-20 6.046 312823039.00 3461740.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-20 6.046 85356633.00 2974232.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-02-16 5.442 124834258.00 2682865.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-20 5.496 121075000.00 3315501.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-09-16 0.834 160000000.00 4242366.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-05-16 0.529 236483151.00 2721653.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-20 5.996 50000000.00 2647566.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-11-16 0.586 220000000.00 3598357.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-04-16 0.426 135879040.00 3026047.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-04-20 0.886 70000000.00 3007221.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-03-20 1.215 62193074.00 2537689.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-12-20 1.634 129056593.00 2689456.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2069-12-20 1.209 52060000.00 2772932.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-07-20 1.901 61899798.00 2488060.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2069-08-20 0.815 75000000.00 2634779.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-03-16 0.731 120000000.00 2845508.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-03-16 0.794 100000000.00 2537882.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-05-16 0.693 123480000.00 3111797.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-03-16 0.586 70000000.00 2718229.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2071-04-20 1.062 119296927.00 6060440.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2071-05-20 1.071 53442670.00 3516808.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2071-05-20 0.740 120834171.00 6896040.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-05-20 1.052 48110000.00 2704794.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-06-20 1.379 82681982.00 5139152.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-06-20 1.250 50000000.00 2873318.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-07-20 1.351 50000000.00 2722512.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2071-03-20 0.585 97543101.00 4337302.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-07-20 1.474 40130072.00 2998347.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-08-20 1.219 71162668.00 4985786.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-08-20 1.511 69959781.00 5168080.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-07-20 1.488 118001777.00 7887857.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-10-20 0.893 102990455.00 5593375.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-11-20 0.941 103989244.00 6074616.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-11-20 0.913 100162067.00 5485733.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2069-06-20 1.170 83505652.00 2988720.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2069-06-20 1.170 83505651.00 2994853.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-11-20 1.677 99618051.00 5547933.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-11-20 1.765 80550812.00 7571689.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2071-02-20 1.166 50948914.00 4088673.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2071-02-20 1.016 60747515.00 4187831.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-04-16 0.803 165186138.00 12244772.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 2.500 130400000.00 2731244.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-20 6.046 54123000.00 3091050.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-20 5.946 124199226.00 6592042.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-08-16 1.002 202412391.00 15788040.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-06-16 1.006 200000000.00 15061621.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-11-16 0.801 221803931.00 16353141.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-09-16 0.666 136572468.00 9719218.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-11-16 0.921 100000000.00 8608102.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-10-16 0.669 156291051.00 11123882.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 5.996 66422545.00 2834332.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-20 4.000 71497910.00 2959980.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 5.946 54816363.00 3729688.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-20 4.500 131083088.00 8999491.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 4.000 110207694.00 5901142.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 5.946 126901614.00 5264284.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-20 4.000 98956987.00 4096600.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-20 4.000 85288364.00 4598675.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 5.000 98293500.00 4906796.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-20 2.696 200000000.00 7105594.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-20 6.000 53736875.00 5487318.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-20 5.946 135947963.00 6117409.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 5.946 150871755.00 7935580.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-20 5.996 189325853.00 10465166.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 5.996 103564714.00 5282034.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 3.000 100166667.00 8395296.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-20 6.046 53945766.00 8956111.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 4.000 56483302.00 3377237.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 6.096 46200000.00 6463637.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 6.046 30000000.00 3267503.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 5.946 68710180.00 3514071.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-01-20 6.096 66473586.00 5629584.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 3.000 69903088.00 6992275.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 6.146 36932087.00 5081665.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 4.096 105556344.00 4015397.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 4.000 42282280.00 2611222.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 6.196 64225682.00 9448266.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 3.000 93919020.00 8690657.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 6.246 63562423.00 9850153.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-16 3.692 99636245.00 5572542.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 71282800.00 3329401.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 100000000.00 7789960.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 47666998.00 5276374.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 50000000.00 4427102.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 3.000 22087863.00 2502412.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 3.500 24494666.00 2584336.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 2.500 60000000.00 5967573.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 40726237.00 5156948.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 2.500 63649961.00 5927644.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 60000000.00 5958587.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 75000000.00 7652532.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 2.500 89061184.00 12504793.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 2.500 50000000.00 5412136.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 80000000.00 7981238.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 4.000 108774265.00 6794664.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 3.500 218479717.00 12511577.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 4.500 129155030.00 6609546.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 5.946 171825178.00 12128390.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 5.946 75400182.00 4836320.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 50410000.00 3257982.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 4.000 24187115.00 2583696.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 3.500 62613460.00 6701385.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 3.000 66666666.00 2966011.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 6.196 158000000.00 11570484.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 3.000 72000000.00 4649978.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 3.000 58624171.00 6134145.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 24404333.00 3109757.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 3.000 50000000.00 3270971.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 64716665.00 4008579.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 103125000.00 7386454.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 3.000 122499999.00 7714720.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 2.549 111599295.00 6250031.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 3.000 41626250.00 2490152.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 6.571 29969276.00 2780321.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 6.571 26128166.00 2641241.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 95899999.00 6770976.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 52231832.00 3578526.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 100000000.00 7074579.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 2.680 85896000.00 5484251.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 41950213.00 2643544.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 6.196 50000000.00 4691329.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.750 32668693.00 2492895.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 75000000.00 6398067.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 51227203.00 6294552.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 33774088.00 4230305.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 6.196 27290503.00 4708692.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 3.000 112500000.00 9873111.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 6.196 33710576.00 6554731.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.000 39860666.00 3279263.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.500 37365616.00 4552109.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.500 39511586.00 5549621.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 4.000 28942279.00 2715122.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2071-08-20 1.215 151307672.00 11222456.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2071-09-20 0.448 115988699.00 4869724.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2071-09-20 0.388 104802606.00 4146284.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 2.500 2837962.00 2659288.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 14089706.00 4624538.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 4.500 123349019.00 11633586.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 69378582.00 5678511.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 93863250.00 8638805.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 133283250.00 12415659.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 130351500.00 11987788.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.149 85000000.00 4762326.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.149 204000000.00 10888558.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.149 376125000.00 22645587.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.149 200000000.00 15710605.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.149 120000000.00 8421269.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 2.500 30000000.00 3652399.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 4.500 41865545.00 19767387.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 31129960.00 2720465.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 30427780.00 4559635.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 52927440.00 4119031.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 5.946 37810572.00 4631970.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 4.500 50442369.00 5507339.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 2.500 56605521.00 7315924.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 39002410.00 3837559.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 2.600 111124000.00 4794383.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 3.000 15648000.00 15821849.27 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1 2022-04-05 2022-04-05 2022-04-05 N N N 0.0009 875000000.00 875000000.00 0.0067 N N N Y - N/A - BOFA FINANCE LLC BOFA FINANCE LLC 29815 0001682472 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y Tennessee Valley Authority-Agency Debentures and Agency Strips 2039-09-15 5.250 815000.00 1165486.94 Agency Debentures and Agency 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250000000.00 0.0019 N Y Y N - N/A - DAIWA CAPITAL MARKETS AMERICA DAIWA CAPITAL MARKETS AMERICA 36977 0000026617 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-08-01 2.480 31106967.00 13476096.80 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-10-01 6.500 5630640.00 108420.29 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-12-01 3.500 44647168.00 8629182.89 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-01-01 4.500 6071600.00 1553709.60 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips 2030-01-25 1.070 500000.00 478697.83 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed 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Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-02-01 4.000 1191236.00 918998.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-02-01 3.500 2730000.00 941836.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-05-01 4.000 1175532.00 351595.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-04-01 3.000 6887640.00 7083480.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-05-01 4.000 1129088.00 1055940.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-11-01 3.000 1179520.00 1247226.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-09-01 3.500 2101010.00 2230614.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-09-01 3.500 2322772.00 2500305.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-01-01 2.500 5066656.00 5219285.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-12-01 2.500 39505344.00 40410385.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-06-01 2.000 4222300.00 4211468.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2032-09-01 3.000 2762192.00 1101312.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-05-01 6.000 120426.00 32734.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-05-01 4.000 1247568.00 1130172.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-07-01 3.000 675000.00 498764.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-04-01 4.000 9193632.00 9729001.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-01-01 2.000 57042432.00 57883503.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2027-10-01 2.500 28250000.00 4109851.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2033-01-01 3.000 9400000.00 2122748.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-07-01 4.000 2367516.00 455401.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-05-01 3.500 140000.00 73234.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-06-01 3.500 10365620.00 8648136.72 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-01-07 2022-01-07 2022-01-07 N N N 0.0006 840000000.00 840000000.00 0.0064 N N Y N - N/A - JP MORGAN STRUCTURED PRODUCTS JP MORGAN STRUCTURED PRODUCTS 7624 0001168524 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2053-09-25 0.100 239344896.00 1830110.85 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-11-25 0.100 241532160.00 622991.95 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-08-25 0.000 100716288.00 95740399.79 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-10-25 0.100 280194560.00 1006832.45 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-10-25 0.100 219730240.00 815492.16 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2054-03-25 0.100 302789120.00 2470860.14 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2032-11-15 3.500 23834080.00 451572.90 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-10-01 1.901 1429000.00 698865.20 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-06-01 2.289 14024432.00 410502.78 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-12-01 2.025 9489184.00 815378.24 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-01-01 3.262 18248864.00 963756.78 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-03-01 2.265 12176800.00 289073.89 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-02-01 2.439 21516800.00 198077.69 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-04-01 0.853 13613808.00 374410.27 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-08-01 2.000 1370000.00 15227.92 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-02-01 1.754 13777840.00 704370.67 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-09-01 2.351 225435392.00 3140156.92 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-12-01 2.371 44883520.00 600901.33 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-12-01 2.375 10295000.00 87060.28 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-12-01 2.310 24366368.00 1007024.01 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-01-01 2.000 1500000.00 11547.19 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-05-01 2.410 23552096.00 95501.02 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-05-01 2.047 1264000.00 12128.96 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-07-01 2.092 29989560.00 600311.96 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2027-11-01 2.435 76086272.00 109567.45 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-04-01 2.354 2000000.00 6496.75 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-07-01 2.926 41820608.00 5053726.71 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-10-01 2.692 1220042.00 177326.80 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-10-01 2.056 153000.00 10394.81 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-04-01 1.993 108000.00 9373.59 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-08-01 1.858 23361440.00 2236411.53 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-11-01 1.862 2500000.00 124498.23 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-01-01 1.981 279000.00 16274.96 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2034-04-01 7.500 3976308.00 84898.37 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2042-07-15 4.000 60283328.00 1534841.05 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2041-12-15 4.000 13889000.00 265307.04 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2044-03-15 4.000 28537344.00 541376.78 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2043-04-15 4.000 5202312.00 78813.18 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2043-09-15 3.500 47140352.00 666411.49 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2044-02-15 4.500 20232480.00 237195.25 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2046-12-15 3.500 29937088.00 1158636.56 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-05-01 3.487 2005548.00 416946.81 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-12-01 1.938 22072360.00 642856.49 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-08-01 2.423 75000.00 11069.33 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-12-01 2.720 201000.00 20936.94 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-09-01 1.870 60000.00 6737.78 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-03-01 1.995 182000.00 21054.07 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-06-01 3.079 3500000.00 633562.90 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-05-01 2.544 95000.00 16498.25 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-01-01 3.004 516750.00 344865.88 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-01-01 3.107 6000000.00 2375282.48 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-05-01 2.275 75218432.00 49206428.38 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-06-01 2.282 1500000.00 923914.88 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-07-01 2.323 57121792.00 33274632.15 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2031-02-01 3.500 185000.00 54695.79 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-03-01 3.830 27180000.00 28025313.06 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-09-01 1.877 40000000.00 6405704.14 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-10-01 2.710 187000.00 20288.49 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-03-01 2.431 30000.00 5599.82 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-06-01 2.263 1100000.00 12809.15 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-01-01 2.375 14075000.00 186985.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-04-18 8.146 58800000.00 6492.81 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2022-11-25 0.320 523905000.00 168217.18 Agency Debentures and Agency Strips Federal National Mortgage 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Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2033-12-01 5.500 56918592.00 160623.79 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2036-05-01 5.500 45421376.00 213261.56 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2037-09-01 5.500 65000000.00 131069.40 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2037-07-01 5.500 27000000.00 48714.40 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2041-03-01 5.000 19936032.00 353640.46 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2039-10-01 4.000 57334400.00 325356.77 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2039-10-01 4.500 87580416.00 269783.84 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2039-05-01 5.000 43627712.00 140066.52 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2040-10-01 5.898 52923072.00 420559.89 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2027-05-01 3.000 24151488.00 125705.61 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2042-04-01 4.000 20609088.00 339789.14 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-07-01 2.309 26320992.00 99919.59 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-10-25 1.553 1953400.00 103443.67 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-08-01 7.500 23145216.00 7664.37 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-12-01 5.500 14815000.00 67499.99 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-08-01 2.419 3617320.00 78836.42 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-05-01 1.967 11795280.00 454770.53 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-03-01 5.000 1172012.00 311370.80 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-10-01 1.981 710000.00 55394.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-08-01 4.000 500000.00 31158.25 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-11-01 4.500 2768000.00 1309118.34 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-07-01 5.000 1615000.00 364680.77 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-12-01 2.983 441000.00 76465.26 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-10-01 1.750 89802624.00 18672762.04 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-04-01 3.120 700000.00 91098.47 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-10-01 4.469 4280000.00 4339887.72 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-08-01 3.770 350000.00 391218.68 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-04-01 3.049 250000.00 250040.49 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-02-01 3.370 5000000.00 5600041.66 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-07-01 3.290 7414000.00 8203848.01 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-08-01 3.060 645000.00 710197.89 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-02-01 3.169 2667510.00 2833270.84 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-05-01 3.520 16315104.00 18545367.84 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-06-01 3.620 13387000.00 15446264.19 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-07-01 1.905 10090700.00 22068.60 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-08-01 1.950 30124608.00 1980940.21 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-01 1.935 10000000.00 362713.35 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-01 1.929 49967424.00 2358942.38 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-01 1.919 50298880.00 2215750.14 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-11-01 1.919 1665000.00 39709.79 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-07-01 3.000 23704000.00 5047207.74 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 2.774 549524.00 54485.76 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-08-01 4.000 3338650.00 1204438.62 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-08-01 1.850 3260000.00 225715.77 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2044-04-01 3.500 22759072.00 755899.69 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2042-07-01 4.500 12500000.00 597691.95 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2042-11-01 5.998 45000000.00 1389873.59 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2025-06-15 6.040 68625000.00 42721.98 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-09-01 2.069 440000.00 9560.13 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-02-01 2.008 780000.00 18833.88 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-07-01 1.284 1000000.00 12839.55 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-12-01 2.001 1420000.00 22870.59 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-01-01 1.933 1420000.00 25482.00 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-11-01 1.919 260000.00 5472.62 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-05-01 1.925 1590000.00 30762.96 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-08-01 1.692 50005312.00 438969.23 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2055-09-01 4.000 1047926.00 678238.67 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-01 2.799 1015702.00 255827.17 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-01 2.867 115000.00 35648.09 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 4.000 249000.00 84103.49 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 3.194 2400000.00 653163.90 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 4.000 2750000.00 1163669.49 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-01 3.189 5835720.00 1448671.52 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 4.500 63500000.00 28658452.57 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.500 2500000.00 724103.08 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 2.903 1159000.00 221818.63 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-09-01 1.927 337000.00 108676.48 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-03-01 4.000 597124.00 147272.75 Agency Debentures 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Collateralized Mortgage Obligation 2050-12-16 0.000 320474112.00 37316.89 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-05-20 6.096 16790688.00 246796.43 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-01-16 5.000 19435616.00 6102692.77 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-16 6.042 7689880.00 538802.83 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-03-20 5.646 134000000.00 1131818.73 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-08-16 4.500 23581000.00 43992.00 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-01-20 6.496 73742960.00 83804.48 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-11-20 6.546 100400000.00 1364560.50 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-06-16 0.000 17482784.00 901642.68 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-20 6.496 24000000.00 334550.38 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-05-20 5.296 10792656.00 190671.37 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-16 5.992 128571392.00 5614338.29 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-20 6.596 7500000.00 171787.49 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-01-16 0.566 6855000.00 37827.39 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-05-16 0.170 164011264.00 127453.76 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-09-16 0.003 178946880.00 6644.35 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-10-16 0.267 111912832.00 51525.60 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-01-16 0.661 922000.00 6345.92 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-16 0.028 170000000.00 23422.11 Agency Debentures and Agency Strips Government National Mortgage Association-Agency 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107900000.00 1585972.63 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-20 6.096 171433984.00 435367.85 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-06-16 0.494 107782560.00 889911.04 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-10-16 0.276 123456512.00 598604.63 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-16 0.437 50000000.00 159253.63 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-10-16 0.385 109549056.00 521687.36 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-11-16 0.002 175245312.00 214916.59 Agency Debentures and 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1637722.81 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-07-16 0.457 97075840.00 1313312.13 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-07-16 0.711 128725000.00 1651081.11 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-11-16 0.688 46700000.00 489145.68 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-07-16 0.737 185404480.00 2078328.26 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-20 4.000 69698432.00 1756857.71 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-10-16 0.765 139356672.00 2504997.65 Agency Debentures and Agency 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3368863.98 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-12-16 0.739 127549440.00 3550208.98 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-06-16 0.576 180000000.00 6797556.84 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-11-16 0.660 137614336.00 1985847.71 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-08-16 0.435 64353920.00 743596.29 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-06-16 0.927 33325952.00 742033.81 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-03-16 0.050 152246528.00 138123.51 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-03-16 0.805 174857216.00 5944561.16 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-01-16 1.309 52464832.00 3819038.31 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-05-16 1.863 12900000.00 1416771.05 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-10-16 0.802 67536000.00 4484529.94 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-09-16 0.859 312500000.00 19073995.95 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-12-16 0.988 1049400.00 83720.60 Agency Debentures and Agency Strips Government National Mortgage 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Obligation 2048-08-20 6.000 11402560.00 1294089.47 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-16 0.050 8002368.00 9394.92 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 4.000 10653360.00 55993.95 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-07-20 6.046 6793440.00 609559.14 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-20 0.158 17314528.00 44077.94 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 3.500 15661680.00 47933.71 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 5.996 1478332.00 88340.94 Agency 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(including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2051-05-15 2.375 24496800.00 27044686.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2041-11-15 2.000 158654600.00 159999901.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-08-31 1.875 100.00 103.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-02-15 2.750 15497500.00 16906912.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-02-28 2.750 100.00 106.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-02-28 2.625 200.00 206.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 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NOMURA SECURITIES INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC 36024 0000902266 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2022-04-21 0.000 98480900.00 98459234.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-03-17 0.000 1063100.00 1062986.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-12-29 0.000 19984400.00 19909318.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-03-22 0.000 475000.00 474945.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-15 7.625 100.00 107.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 7.125 892700.00 983410.59 U.S. Treasuries (including strips) United States 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(including strips) 2022-02-24 0.000 900.00 899.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-15 7.625 24999600.00 26835101.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 6.000 100.00 121.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-08-15 4.500 11484800.00 16366046.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.750 310400.00 479035.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-05-15 3.000 12889500.00 15251283.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-05-15 2.875 9404800.00 10920442.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 1.375 35002900.00 59252827.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-05-15 3.375 15486900.00 19492875.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 2.500 8456600.00 9347266.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-05-15 3.000 29200.00 34926.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-05-15 2.500 13426000.00 14825456.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 2.250 447100.00 474663.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-08-15 2.750 200.00 234.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-11-15 2.750 300.00 349.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 3.000 28000.00 34382.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-11-15 3.375 3399000.00 4448171.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 2.000 8802900.00 8977135.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 0.250 104900.00 136154.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-05-15 1.250 106700.00 90431.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-08-15 1.125 6353200.00 5544289.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-05-15 1.125 100.00 87.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-11-15 1.375 30413000.00 27604123.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-05-15 2.375 1524600.00 1683172.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-08-15 2.000 729800.00 746868.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-08-15 1.750 300.00 291.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-11-15 2.000 100.00 100.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 2.250 6457400.00 6826986.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-31 1.625 400.00 405.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-10-31 2.250 300.00 312.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 2.250 3709200.00 3904953.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-01-15 0.500 12921900.00 16226547.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-02-15 2.750 227600.00 248298.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-28 2.625 963300.00 995958.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-03-31 2.500 300.00 309.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-04-30 2.750 25440000.00 26304069.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-04-30 2.875 301400.00 320773.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-31 2.750 16450100.00 17556055.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-10-31 3.000 1700.00 1826.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-01-15 0.875 126128100.00 159999958.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-31 2.500 41081200.00 42974715.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-15 2.625 100.00 109.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-03-31 2.250 100.00 104.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-04-30 2.250 1559100.00 1616040.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-05-15 2.375 300.00 320.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-05-31 2.125 200.00 208.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-06-30 1.875 300.00 308.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-07-15 1.750 221400.00 225012.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-07-15 0.250 300.00 362.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-15 2.375 1259100.00 1318413.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 2.250 13025800.00 13538379.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 0.250 309700.00 387532.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 2.000 300.00 311.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-15 2.000 11982400.00 12446238.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-15 2.250 6200.00 6473.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-15 0.625 1148700.00 1470858.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-03-31 1.500 200.00 203.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-04-30 1.625 16740800.00 17027925.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-15 0.125 45900.00 57460.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-15 1.750 100.00 100.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 2.000 54000.00 55998.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 2.000 300.00 307.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-15 2.500 136100.00 141456.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-15 0.125 100.00 124.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-04-15 0.125 113000000.00 130503969.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-31 1.750 19818000.00 19978652.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-07-15 0.750 12902000.00 16300219.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-07-31 2.875 300000.00 322311.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-31 1.750 1370000.00 1410316.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-02-28 1.125 100.00 100.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-28 1.125 131900.00 132809.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-05-15 0.625 300.00 280.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-05-31 0.500 2770100.00 2653132.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-06-30 0.500 400.00 382.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-06-30 0.250 528600.00 513445.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-31 0.500 200.00 191.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-10-15 0.125 100.00 99.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-10-15 0.125 19355500.00 22230465.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-30 0.625 100.00 95.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-15 0.125 5929800.00 5857332.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-31 0.125 7536100.00 7514039.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-31 0.375 300.00 290.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-01-31 0.750 6659800.00 6432888.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-15 0.125 20600.00 20335.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-03-31 0.125 298500.00 297174.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-04-30 1.250 58094100.00 57685486.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-05-15 1.625 1623300.00 1646902.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-15 0.250 100.00 98.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-31 0.125 19251000.00 19134655.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-06-30 1.250 22009800.00 21781998.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-07-15 0.125 20400200.00 23644683.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-31 0.750 133584000.00 130916010.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-09-30 1.250 4860700.00 4819478.05 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2022-01-07 2022-01-07 2022-01-27 N N N 0.0005 1000000000.00 1000000000.00 0.0077 N N N N - N/A - RBC DOMINION SECURITIES INC/CANADA RBC DOMINION SECURITIES INC/CANADA 36026 0000029617 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2025-02-28 2.750 4546200.00 4832874.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-04-30 2.750 16836200.00 17408041.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-04-30 2.875 100.00 106.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-30 2.875 18456800.00 19715507.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-31 2.500 19035900.00 19913303.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-04-30 2.250 54197100.00 56176455.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-07-15 1.750 100.00 101.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 2.000 900.00 933.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-15 2.000 400.00 415.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-04-30 1.625 1177400.00 1197593.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 2.000 1889700.00 1936613.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-31 2.000 18020900.00 18545782.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-06-30 1.750 5309200.00 5350064.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-06-30 2.000 65464000.00 67282917.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-31 1.375 10329800.00 10437374.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-09-30 1.625 102200.00 104350.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-12-31 1.750 19000.00 19430.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-28 1.125 455400.00 458538.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-06-15 0.250 1002000.00 997308.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-06-30 0.250 37749100.00 36666833.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-09-30 0.125 400.00 399.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-10-15 0.125 200.00 198.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-31 0.125 26213500.00 26136765.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-31 0.375 200.00 193.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-15 0.125 100.00 98.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-28 0.500 82186200.00 79979671.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-03-31 0.125 3406600.00 3391474.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-04-30 0.125 14500.00 14423.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-05-31 0.750 53000.00 51953.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-06-30 0.875 42183000.00 41510307.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-31 0.625 18333000.00 17870064.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-12-31 1.250 80093700.00 79999990.37 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2022-01-07 2022-01-07 2022-01-14 N N N 0.0006 500000000.00 500000000.00 0.0038 N N N N - N/A - RBC DOMINION SECURITIES INC/CANADA RBC DOMINION SECURITIES INC/CANADA 36026 0000029617 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2023-04-30 2.750 6202800.00 6413477.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-31 2.750 4800.00 5122.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-31 2.500 9650100.00 10094892.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-03-31 2.250 2180800.00 2286779.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-06-30 1.875 1000.00 1028.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-07-15 1.750 26139200.00 26565705.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-15 2.375 88741200.00 92921642.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 2.000 24248900.00 25154426.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-15 2.250 67500.00 70479.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-15 1.750 16588400.00 16724818.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-10-31 1.625 40014400.00 40794771.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 2.000 20166500.00 20667153.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-31 2.250 850000.00 883945.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-15 2.500 42559900.00 44235015.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-03-31 1.875 28004100.00 28260869.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-15 2.125 60378000.00 62644244.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-31 1.750 100.00 100.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-31 2.000 2002000.00 2060310.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-06-30 1.750 8298100.00 8361970.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-31 1.375 14228800.00 14376978.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-02-28 1.125 45801100.00 46052339.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-31 0.250 3842000.00 3723983.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-15 0.125 362800.00 358137.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-28 0.500 21163400.00 20595206.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-04-30 0.750 8094000.00 7942074.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-31 0.125 112680900.00 111999908.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-07-31 0.125 100.00 99.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-31 0.625 100.00 97.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-31 0.750 8984000.00 8804568.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-12-31 1.250 112131100.00 111999906.61 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2022-01-07 2022-01-07 2022-02-23 N N N 0.0005 700000000.00 700000000.00 0.0054 N N N N - N/A - RBC DOMINION SECURITIES INC/CANADA RBC DOMINION SECURITIES INC/CANADA 36026 0000029617 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury-U.S. Treasuries (including strips) 2049-05-15 0.000 396406100.00 233598150.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-02-15 1.375 100.00 169.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-02-15 2.500 100.00 110.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.750 844000.00 1273207.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-08-15 1.125 586600.00 511912.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-01-15 0.250 8997800.00 11259075.36 Agency 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Mortgage Association-Agency Mortgage-Backed Securities 2038-04-01 5.000 5991.00 58.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-01-01 5.500 4386.00 215.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-08-01 5.000 1000.00 69.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-07-01 5.000 2704.00 100.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-10-01 5.000 102745728.00 2895534.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-10-01 5.000 53373.00 1785.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-11-01 4.000 7265.00 523.42 Agency Mortgage-Backed Securities Government National Mortgage 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ES7IP3U3RHIGC71XBU11 2023-09-30 2.875 800.00 836.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-02-15 2.750 132500.00 139356.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-08-15 2.375 6600.00 6910.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-02-15 2.000 38334000.00 39765506.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-08-15 2.000 19700.00 20462.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2026-02-15 1.625 38881700.00 39784212.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-02-28 1.500 359300.00 365419.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2022-08-15 1.625 313300.00 317895.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2022-11-15 1.625 18475700.00 18717175.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-02-15 2.000 38792300.00 39755357.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-08-15 2.500 4700.00 4884.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-05-15 2.500 37845500.00 39430310.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-04-30 2.000 28700.00 29571.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-05-31 2.000 34937800.00 35955408.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-03-31 0.500 1200.00 1181.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-06-30 0.500 95200.00 91079.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-07-15 0.125 39977300.00 39703977.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-09-15 0.125 117900.00 116865.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2031-02-15 1.125 676800.00 659533.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2031-05-15 1.625 36600.00 37132.16 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-01-07 2022-01-07 2022-01-24 N N N 0.0005 250000000.00 250000000.00 0.0019 N N N N - N/A - ROYAL BANK OF CANADA ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 539 0001000275 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) ES7IP3U3RHIGC71XBU11 2026-08-15 1.500 56800.00 57759.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-09-30 2.875 1700.00 1777.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-02-15 2.750 120600.00 126840.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-08-15 2.375 18000.00 18847.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 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RATING A-1 2022-01-07 2022-01-07 2022-01-25 N N N 0.0006 250000000.00 250000000.00 0.0019 N N N N - N/A - ROYAL BANK OF CANADA NY ROYAL BANK OF CANADA NY 983 0000352613 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-07-15 6.390 42705732.00 2150484.64 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-08-15 5.840 81951976.00 5249789.25 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 5.890 79250000.00 3065335.42 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 5.940 50539734.00 1282152.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-10-15 5.890 51800000.00 1597170.76 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 3.500 68588097.00 2539195.14 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 3.000 166600000.00 4236247.32 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-09-15 5.810 52540047.00 4675602.74 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-01-15 5.840 21029934.00 1255294.65 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-25 5.798 60459083.00 1263759.00 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-25 6.448 50000000.00 2230843.69 Agency Debentures and Agency Strips Federal National Mortgage 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2042-05-25 6.398 53520253.00 1220123.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-25 6.398 57142857.00 1329312.71 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 0.000 80174841.00 16686254.38 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 6.478 104663303.00 2807010.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 6.398 92142857.00 1789197.69 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 6.398 61712836.00 3201841.52 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-25 0.000 230769231.00 29158273.81 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 5.898 112900000.00 4061387.23 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 5.898 50000000.00 1777463.70 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 0.000 59862667.00 7513169.42 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 5.898 47851923.00 1703510.29 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-25 6.548 82857142.00 2258524.58 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-25 5.898 72474235.00 2919335.84 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 6.498 42726454.00 1438895.51 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-25 6.498 62644183.00 1974300.05 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 6.048 58000000.00 3114109.41 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 5.998 162929876.00 8704196.14 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-08-25 6.098 23399910.00 198538.16 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-25 6.048 43313000.00 1967945.34 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 6.048 45024388.00 1957003.50 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 5.998 53982840.00 2058655.49 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-04-25 3.000 60458722.00 1378783.74 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 6.048 32817148.00 2297672.00 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 6.048 34421052.00 2418340.03 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-03-25 6.048 95877039.00 5414694.22 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-03-25 6.098 36000000.00 1267466.03 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-25 3.500 94278857.00 1778199.00 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-25 6.098 31205455.00 1356847.97 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-25 5.998 57565000.00 1806740.94 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 5.798 46153846.00 2382478.68 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-25 5.848 35880716.00 1638629.37 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 0.000 13655000.00 3891320.64 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 5.798 100000000.00 4835344.79 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-25 5.798 94109919.00 5731563.21 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-25 5.998 127972003.00 1691496.94 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-25 5.848 109901428.00 4073156.99 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-25 6.598 73424980.00 4886678.91 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-25 1.626 219487269.00 1638979.21 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-08-25 5.000 32258534.00 1318636.85 Agency Debentures 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Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-25 3.000 29145920.00 4027768.19 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-25 2.500 14417200.00 1855388.68 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-25 2.500 50623078.00 8276068.27 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-25 2.000 157290154.00 19526353.97 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-25 2.000 61160981.00 6216403.36 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-25 3.500 32895636.00 4942017.76 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-25 4.500 7206000.00 747803.43 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-25 4.500 11500000.00 1551963.91 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-25 2.500 33231625.00 3344336.15 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-11-25 3.700 116038035.00 10411694.42 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-11-25 5.500 43092577.00 7666098.83 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-25 3.700 8000000.00 1032903.93 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-08-15 4.390 132362786.00 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Corp-Agency Collateralized Mortgage Obligation 2041-02-15 5.990 75000000.00 2280786.33 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-06-15 6.070 30841164.00 2003539.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-04-15 5.500 42094518.00 1733997.38 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-05-15 5.990 69760209.00 2893651.21 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-06-15 5.990 60671710.00 2594793.09 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-06-15 5.840 50000000.00 3902942.83 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-09-15 3.500 163285714.00 2945658.67 Agency 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2048-01-25 6.048 13632363.00 1528111.01 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-11-25 5.898 26094278.00 1660690.46 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-11-25 5.948 52507167.00 6042270.13 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-02-25 4.000 44046750.00 2941971.31 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-01-15 4.840 12900000.00 1512217.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-06-25 5.000 38859984.00 2982897.37 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-06-25 4.500 123007338.00 8598551.24 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and 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Mortgage Corp-Agency Debentures and Agency Strips 2050-10-25 3.000 42504205.00 2863349.45 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-10-25 3.000 13011833.00 1266918.78 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-11-25 2.500 48321000.00 3865656.52 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-03-25 2.500 23300000.00 1525138.15 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-04-25 3.500 21428571.00 2770078.83 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-04-25 2.950 20624545.00 1139608.35 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-04-25 3.000 15000000.00 1224793.48 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-02-25 4.500 9982610.00 1158082.50 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-05-25 2.500 8282000.00 1175098.92 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2041-06-25 3.000 16472940.00 1496863.37 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-06-25 3.500 13485508.00 1542231.74 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2047-09-25 4.000 47778402.00 6043783.56 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-05-25 3.500 35576104.00 3713070.66 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-10-25 3.000 68225072.00 6565579.16 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-07-25 5.500 22450551.00 3530682.12 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-07-25 4.000 107703614.00 13290050.55 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-08-25 3.000 51610000.00 6798491.31 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-08-25 4.500 100304477.00 14990124.77 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-10-25 4.000 18562500.00 3001146.96 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2033-09-25 3.000 119104807.00 11039398.86 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-10-25 2.500 11532800.00 1147909.81 Agency Debentures and 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Obligation 2048-11-20 2.000 90104000.00 1839106.56 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 6.096 38000000.00 2059704.49 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-20 3.696 50000000.00 2634111.21 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-10-20 6.046 32265116.00 2508719.44 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-20 5.996 40000000.00 1882465.88 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-20 6.016 45033333.00 1986968.82 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-20 5.946 60437869.00 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Collateralized Mortgage Obligation 2049-04-20 5.946 25523277.00 1808647.60 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 5.946 50000000.00 3401984.72 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 5.996 33787518.00 3245006.43 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-20 3.746 50000000.00 1826825.25 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-20 5.946 65268356.00 4957578.85 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 5.946 29576285.00 2408106.95 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 3.666 50000000.00 2556652.23 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 3.196 70000000.00 4061103.16 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-20 4.000 24084250.00 1339175.46 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 5.996 30268291.00 1634329.13 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 6.046 42500000.00 2585058.38 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 3.246 100000000.00 3654517.26 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 5.996 12172000.00 716684.82 Agency Debentures 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Obligation 2050-08-20 3.000 68833333.00 7388159.57 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 14583333.00 1466092.11 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 40000000.00 4016271.82 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 0.250 45163562.00 1256004.02 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 6.200 33000000.00 6350222.53 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 2.500 28543800.00 1627605.70 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-08-20 4.500 27292399.00 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Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 17973320.00 2426215.42 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 6.196 54122643.00 9367988.97 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 2.500 10800000.00 725007.31 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 100000000.00 7789960.12 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 3.000 61042666.00 3737265.90 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 6.500 42249024.00 5331101.23 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 6.196 4000000.00 534980.77 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 6.196 46301258.00 8160033.19 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 6.196 30624822.00 5862437.58 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 6.196 33000000.00 5996026.28 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 74563021.00 9111671.46 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.000 50000000.00 4929048.98 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 3.000 17721130.00 1429916.77 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 2.770 16613280.00 1873537.19 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 6.196 17121830.00 3164421.28 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 17504400.00 1155954.38 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 92939032.00 10026900.13 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.000 53078416.00 5140233.43 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 155356827.00 17527882.44 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 32792031.00 3685309.15 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 31095616.00 3316293.51 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 3.500 75000000.00 6763314.57 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 3.000 28613480.00 4710601.97 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 6.196 3500000.00 629590.08 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 38508630.00 6464549.08 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 3.000 28665844.00 3593219.28 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 4.000 52865489.00 3945182.03 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 4.000 20203419.00 1804484.88 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 2.000 24309526.00 2065088.32 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 3.000 54144822.00 5921673.05 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 2.000 75000000.00 8930836.99 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 2.500 45000000.00 3251889.42 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 2.696 30000000.00 1791596.14 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 6.196 35803935.00 3438683.78 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 6.196 36599141.00 2743458.23 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 3.000 50000000.00 2750337.40 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 2.500 30195974.00 4264661.29 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 2.500 30218981.00 2889497.21 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 0.250 41500000.00 2107014.25 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 2.500 31776000.00 3597008.45 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 27077050.00 2444750.16 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 2.500 30638918.00 2931384.78 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 3.000 7599259.00 338092.35 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 2.500 37648955.00 4231374.47 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 4.000 63320282.00 6261080.68 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 64301975.00 4392201.80 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 3.000 50000000.00 3270971.71 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 6.196 72046465.00 5695411.48 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 3.000 33991666.00 1988543.02 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 3.500 23528571.00 2966441.18 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-20 3.000 20000000.00 1241221.89 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 2.500 39500000.00 2606768.90 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 2.500 27500000.00 1964341.62 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 11000000.00 753636.02 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 11000000.00 942642.75 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 6.196 8979000.00 1091346.47 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 4.500 5712033.00 688133.98 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 4.500 7834394.00 712289.19 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 6.196 23409911.00 2143904.02 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 50000000.00 3537289.97 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 115263333.00 7963284.81 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 25665389.00 3713851.87 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-20 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Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-05-31 2.125 300.00 312.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-06-15 1.750 18600.00 18749.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-07-15 1.750 800.00 813.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-07-15 0.250 528600.00 639378.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-15 2.750 133200.00 140092.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 2.375 200.00 209.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-15 0.250 3000000.00 3753942.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-03-31 1.750 800.00 806.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-09-30 1.750 497900.00 505568.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-11-30 2.000 500.00 508.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-01-15 0.625 848900.00 1086977.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-01-31 1.750 100.00 102.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-15 1.625 8000.00 8185.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-02-28 1.500 900.00 915.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-31 1.250 2800.00 2842.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-01-15 0.125 3963000.00 4855054.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-02-15 2.000 200.00 201.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-15 1.750 900.00 907.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-07-15 0.125 1053000.00 1298839.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-08-15 1.625 700.00 710.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-11-15 1.625 900.00 911.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-30 2.125 3400.00 3496.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-02-15 2.000 18000.00 18446.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-01-15 0.375 383400.00 482939.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-01-31 1.875 120000.00 121117.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-31 2.250 200.00 207.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-02-15 2.250 7575000.00 7999279.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-15 0.375 49000.00 61345.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-15 2.500 7000.00 7275.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-29 2.125 300.00 310.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-03-31 2.125 2800.00 2897.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-03-31 1.875 100.00 100.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-15 0.125 4593300.00 5704779.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-30 1.750 300.00 302.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-15 0.125 4794900.00 5537641.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-30 1.875 198000.00 199781.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-04-30 2.000 500.00 515.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-05-15 2.125 17500.00 18156.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-31 1.875 800.00 807.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-06-30 2.125 830000.00 837976.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-07-15 0.375 15708900.00 19915962.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-31 1.750 200.00 201.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-07-15 0.750 639000.00 807304.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-31 2.750 200.00 208.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-09-30 1.625 600.00 612.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-10-15 0.125 6700.00 7711.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-12-31 1.750 500.00 511.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-01-15 0.125 4398000.00 5246619.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-01-31 0.239 200000.00 200095.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-01-31 1.375 800.00 805.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-02-15 1.375 200.00 203.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-02-28 1.125 387900.00 390027.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-02-28 1.125 7000.00 6969.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-03-31 0.625 4833500.00 4678937.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-03-31 0.500 21100.00 20768.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-30 0.199 40000.00 40025.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-30 0.125 10000.00 10002.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-04-30 0.500 100.00 95.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-06-15 0.250 200.00 199.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-06-30 0.250 9600.00 9324.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-06-30 0.125 74900.00 74870.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-07-15 0.125 350000.00 422071.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-07-31 0.250 800.00 776.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-08-15 0.625 474900.00 443900.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-08-31 0.125 9300.00 9295.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-08-31 0.500 881700.00 842679.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-09-15 0.125 6743000.00 6683860.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-11-15 0.875 34400.00 32742.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-11-30 0.125 999000.00 996936.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-30 0.375 2559400.00 2482583.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-12-31 0.375 275000.00 266450.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-01-15 0.125 9731000.00 11566393.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-01-31 0.750 2000.00 1931.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-01-31 0.134 76000.00 76040.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-02-15 1.125 8000000.00 7795910.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-28 0.500 90000.00 87583.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-03-15 0.250 2000.00 1977.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-04-30 0.750 1500.00 1471.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-04-30 0.119 25200.00 25204.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-04-15 0.125 4837000.00 5500951.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-06-30 1.250 200000.00 197930.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-06-30 0.125 167900.00 166735.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-31 0.114 12000.00 12002.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 0.375 10000000.00 9880492.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-31 0.125 8000000.00 7932698.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-08-31 1.125 8951000.00 8812898.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-09-30 1.250 6206500.00 6153864.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-10-15 0.625 1444000.00 1434035.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-10-31 1.375 5090000.00 5081891.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-10-31 1.125 6788000.00 6754709.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-15 0.750 12066400.00 12008662.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-11-15 1.375 11693800.00 11564410.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-11-30 1.500 3142000.00 3159273.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-30 0.500 18503000.00 18438532.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-08-15 0.000 74903.89 63925.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-02-15 0.000 23000.00 19413.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-08-15 0.000 10000.00 8341.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2034-02-15 0.000 2000.00 1609.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2035-08-15 0.000 1000.00 775.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2036-02-15 0.000 13322.29 10191.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2034-05-15 0.000 10028.95 8021.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-02-15 0.000 303988.90 303960.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-15 0.000 959975.38 959341.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-08-15 0.000 257141.45 256804.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-11-15 0.000 128999.89 128657.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-02-15 0.000 9950.14 9897.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-15 0.000 108858.89 107429.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-15 0.000 135000.00 132744.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 0.000 519.36 506.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-15 0.000 110000.00 106522.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-08-15 0.000 94252.89 90537.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-15 0.000 9999.96 9513.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-11-15 0.000 61000.00 56078.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-11-15 0.000 0.26 0.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-02-15 0.000 38000.00 34073.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-08-15 0.000 37000.00 32863.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-08-15 0.000 50.82 44.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-08-15 0.000 1000.00 618.25 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 300000000.00 300000000.00 0.0023 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CAS0 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-01-03 2022-01-03 2022-10-31 N N N 0.0014 400162812.00 400162812.00 0.0031 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 912828Z45 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-01-03 2022-01-03 2022-01-31 N N N 0.0024 600085950.00 600085950.00 0.0046 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CCQ2 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-01-03 2022-01-03 2023-07-31 N N N 0.0011 2255506337.70 2255506337.70 0.0173 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CDE8 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-01-03 2022-01-03 2023-10-31 N N N 0.0012 900252252.00 900252252.00 0.0069 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CBK6 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-01-03 2022-01-03 2023-01-31 N N N 0.0013 2531114490.30 2531114490.30 0.0194 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CBY6 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-01-03 2022-01-03 2023-04-30 N N N 0.0012 3437981516.09 3437981516.09 0.0264 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 91282CAN1 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-09-30 2022-09-30 2022-09-30 N N N 0.0029 159793395.20 159793395.20 0.0012 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828M80 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-11-30 2022-11-30 2022-11-30 N N N 0.0029 92322950.72 92322950.72 0.0007 N Y Y N - N/A - Dreyfus Government Cash Management Funds 2022-01-05 /S/Robert Svagna Robert Svagna Treasury Manager