N-MFP2 0000740766 XXXXXXXX 2022-01-31 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 81 109405058003.85 110679925461.71 111338755676.94 110706869027.81 109524975898.30 117807623793.33 117052491251.19 117460960355.31 115454073671.63 114147180576.67 0.8495 0.8628 0.8651 0.8747 0.8744 0.9147 0.9124 0.9127 0.9122 0.9113 1809956351.27 123433658199.99 123433658199.99 9821436.21 418722419.27 124834713568.20 124835231354.18 1.0000 0.0009 1.0000 1.0000 1.0000 1.0000 1.0000 C000000287 10000000.00 107523747017.43 107524204296.38 1.0000 1.0000 1.0000 1.0000 1.0000 10832611381.61 12429477241.38 12184382809.85 13172527311.17 10601587052.40 9668489809.54 8324698216.79 12482639898.89 3078946650.02 3157603319.67 45022226110.67 50910737880.65 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 (14,937,498.27) C000000286 10000000.00 3717331489.71 3717342391.76 1.0000 1.0000 1.0000 1.0000 1.0000 203622057.99 248781165.16 319252767.63 79363212.51 50836938.42 308073690.75 1005962227.67 130569444.73 4877548.21 309663584.96 1584551539.92 1076451098.11 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 (1,155,881.27) C000000288 10000000.00 5311290079.01 5311308792.85 1.0000 1.0000 1.0000 1.0000 1.0000 344387949.58 179205570.55 157485199.35 198862195.98 172404395.48 211494382.99 154270530.97 165709910.28 52072603.93 42264033.84 880620679.31 797536093.64 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 (1,160,329.78) C000000289 10000000.00 1982573927.98 1982581354.29 1.0000 1.0000 1.0000 1.0000 1.0000 47332139.32 300474622.73 3368826.11 72122622.59 144286934.10 6901390.98 1465889112.13 99786452.27 25257952.52 1344556027.66 1686134964.18 1823841116.23 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 (956,968.26) C000223301 1000.00 3654760746.33 3654773783.34 1.0000 1.0000 1.0000 1.0000 1.0000 106461853.74 99101687.45 85633087.75 76350964.25 170145211.68 114800450.90 71740881.35 336379733.66 1641629.69 50735324.36 435622664.21 677368160.62 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 (3,089,735.94) C000223302 2500.00 2645010307.74 2645020735.56 1.0000 1.0000 1.0000 1.0000 1.0000 263060743.39 162688438.89 151527497.53 141618847.07 82637354.98 115722045.53 164369208.80 105881796.83 32266668.80 982657.59 693861473.50 526893785.91 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 (892,233.30) ABN AMRO BANK NV ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 1867 0000897878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2051-09-20 2.500 891126220.00 880603048.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2051-12-20 2.500 81979909.00 82394962.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2048-05-15 3.125 23698600.00 28732919.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-08-15 2.500 943400.00 975490.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2027-05-15 2.375 1223300.00 1274655.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-06-30 2.125 514300.00 518933.71 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 975000000.00 975000000.00 0.0078 N Y Y N - N/A - BANCO SANTANDER SA BANCO SANTANDER SA 3580 0001096975 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 2.000 165051944.00 155110033.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-02-01 3.000 1092202.00 775929.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-07-01 3.000 1203621.00 1226975.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-10-01 2.500 35278900.00 34817193.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-01 2.500 49999000.00 48852017.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-01 3.500 21500224.00 10754131.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.500 187242560.00 75141787.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 5.000 9999000.00 3227503.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 4.500 3992728.00 1674772.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-01 2.500 54835904.00 41931876.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 2.000 13481625.00 11666010.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 2.000 56535552.00 41386942.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 2.500 460000.00 349297.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 2.000 84879708.00 79005528.08 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0001 496000000.00 496000000.00 0.0040 N Y Y N - N/A - BANCO SANTANDER SA BANCO SANTANDER SA 3580 0001096975 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) 2022-07-14 0.000 5000000.00 4989590.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-02-15 2.750 10000000.00 10721060.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-15 3.125 2000000.00 2188826.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 2.000 15000000.00 15398231.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-09-30 1.750 5000000.00 5068327.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-07-15 0.125 760500.00 940282.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-06-30 2.000 20000000.00 20374574.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-08-15 0.625 100.00 91.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-31 0.125 15000000.00 14973199.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-02-15 1.125 16849400.00 16025825.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-04-15 0.125 10000000.00 11230156.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-06-30 1.250 15000000.00 14563326.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-08-15 1.250 10425000.00 9996037.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-15 0.375 4000000.00 3914608.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-09-15 0.375 3100000.00 3028794.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-09-30 0.250 2920000.00 2882856.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-10-15 0.625 4000000.00 3931277.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-30 1.250 8630000.00 8497478.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-12-15 1.000 338000.00 334844.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-12-31 1.375 6080000.00 5935876.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-12-31 0.750 3000000.00 2978226.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 1.125 9120000.00 9056846.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 0.000 0.00 244764.42 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0001 164000000.00 164000000.00 0.0013 N Y Y N - N/A - BANCO SANTANDER SA BANCO SANTANDER SA 3580 0001096975 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 2045-06-01 4.000 1000.00 262.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-09-01 2.000 199615389.00 192299020.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-04-01 3.500 2217972.00 59134.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-11-01 4.000 1815651.00 595829.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-07-01 4.000 1642120.00 316948.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-07-01 4.000 1379820.00 176466.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-07-01 4.000 1652641.00 288604.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 4.000 1610.00 795.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 4.000 5366290.00 2142165.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-01 4.500 1680.00 632.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2057-01-01 4.000 3831544.00 2364313.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-01 3.500 108166.00 50310.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-06-01 4.000 186798080.00 103339082.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-06-01 4.500 44749000.00 21232489.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 4.000 24859160.00 9939274.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-01 3.500 1294827.00 896962.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 3.500 29281568.00 11814450.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 2.500 46744800.00 37759300.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-04-01 2.000 816064.00 756866.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 2.000 134041056.00 125967087.90 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0001 500000000.00 500000000.00 0.0040 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 Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2031-10-01 2.500 1033160.00 341893.59 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2030-11-01 2.500 391000.00 96133.65 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2047-12-15 3.000 38640000.00 1305843.53 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2032-10-01 3.000 184000.00 55972.16 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2037-01-01 1.500 6256390.08 6166160.42 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2037-01-01 2.500 1072773.36 1103353.12 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2050-09-01 2.500 119600.00 79666.98 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2050-11-01 2.500 598000.00 493625.72 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2051-02-01 2.000 59800.00 52090.09 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2051-12-01 2.500 32151482.88 31898015.48 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2052-01-01 3.000 443420.67 454686.66 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2040-11-01 2.000 1076039.36 883575.37 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2038-02-15 1.698 206476562.32 1545722.43 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2040-10-25 6.492 56902000.00 785293.81 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2040-10-25 3.000 9200000.00 1204288.55 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-12-25 5.892 47704602.68 548695.77 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-05-25 3.500 63085713.76 262006.50 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-09-25 2.500 61282040.88 356984.63 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-10-25 3.500 44690731.44 209947.62 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-03-25 1.750 460000.00 88296.73 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-11-25 3.500 41400000.00 309766.53 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-11-25 3.000 44523848.03 12400385.73 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-10-25 4.892 23174487.19 563346.60 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-01-25 6.012 34557806.35 1630994.69 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-11-25 1.500 2300000.00 442911.05 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2033-02-25 3.000 28838373.35 723691.74 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2028-02-25 3.500 48321783.76 385618.41 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-03-25 6.042 19301738.00 1204967.73 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-02-25 5.892 22021306.76 823682.51 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2028-06-25 1.250 1840000.00 218970.32 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-06-25 3.500 17141612.96 1943782.71 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-07-25 3.500 29673571.44 3203148.93 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-07-25 4.000 24358312.84 3155182.59 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-06-25 3.000 24734545.00 3128421.66 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-07-25 3.000 10022349.36 1032778.55 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-07-25 3.000 46000000.00 5283963.82 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-08-25 3.500 16362620.44 2074090.11 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-08-25 3.000 208829083.28 21848073.10 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-09-25 2.500 27948864.00 2221250.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2050-12-25 4.500 6154863.48 892284.18 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-09-25 3.000 10350000.00 1470229.92 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-10-25 3.000 29656660.00 3621492.74 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-11-25 4.000 20240000.00 2741498.48 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-11-25 3.500 74527017.76 11636673.77 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-03-25 2.000 61989508.00 7755929.67 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-02-25 2.000 36666000.16 4152200.72 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2031-07-25 6.000 4370000.00 208870.67 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2025-04-25 5.000 4600000.00 166681.35 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2025-10-25 5.000 1840000.00 108821.26 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2036-08-25 5.500 11507152.08 3176246.74 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2040-10-25 3.000 4784000.00 338213.84 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2044-11-01 3.500 39749712.28 1089825.87 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2052-01-01 3.000 39533609.80 40634304.56 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2062-10-20 1.516 8697680.00 80925.96 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-04-16 2.500 3864000.00 788402.72 Agency Debentures and Agency Strips Government National Mortgage Association-Agency 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Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-25 3.000 30424666.00 2808713.89 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-25 2.500 1526800.00 139698.71 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-25 2.500 4860862.00 4429579.49 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-25 3.000 70279395.00 7046109.48 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-25 2.500 9965690.00 9053478.67 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-12-25 1.952 98642306.00 4803453.89 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage 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2050-06-25 4.500 5999990.00 385096.58 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-10-25 2.500 13499900.00 1502637.69 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-01-25 3.000 7444249.00 645608.77 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2041-08-01 4.500 6014811.00 682789.28 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2033-07-01 3.750 3121079.00 3555433.32 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2043-07-01 3.000 427880.00 108933.14 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 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Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-09-20 3.500 386045.00 87685.29 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-10-20 3.500 91746785.00 21428823.28 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-05-20 3.000 9362141.00 8558046.99 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-06-20 3.000 4218500.00 3970578.89 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-11-20 3.000 56548443.00 57409974.32 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-12-20 3.000 1000.00 1020.63 Agency 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2181200.00 1303973.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2046-02-15 0.000 9777000.00 5804829.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2046-05-15 0.000 67989900.00 40152047.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2045-05-15 0.000 3618667.00 2125554.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2042-05-15 0.000 98.00 61.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2042-08-15 0.000 15307.00 9514.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2042-11-15 0.000 785056.00 485390.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2043-02-15 0.000 16789000.00 10334284.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2043-05-15 0.000 11081480.00 6779782.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2043-08-15 0.000 9573467.00 5828058.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2043-11-15 0.000 515800.00 312547.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2044-02-15 0.000 23627778.00 14235310.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2044-05-15 0.000 31187405.00 18709386.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2044-08-15 0.000 8058000.00 4810674.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2044-11-15 0.000 16622000.00 9865755.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2045-02-15 0.000 35560900.00 20983349.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2045-08-15 0.000 56025123.00 32768366.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2045-11-15 0.000 26719322.00 15555508.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2046-02-15 0.000 6820615.00 3951516.47 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 250000000.00 250000000.00 0.0020 N Y Y N - N/A - CREDIT AGRICOLE CIB SA CREDIT AGRICOLE CIB SA 261700PLI2HF5NCF2442 4257 0001335241 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-09-30 2.125 23147023.35 23795987.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-08-15 2.875 3930727.35 4259073.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-10-31 2.875 4127344.25 4283797.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-05-15 1.750 13089332.90 13193738.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-30 2.125 10811634.96 11044566.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-05-15 1.750 18214081.54 18473311.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-05-31 2.000 15423008.51 15740531.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-06-30 2.000 22197256.25 22617665.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-06-30 2.750 10335548.90 10801309.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-31 2.750 22064670.58 22636123.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-07-31 2.875 11886309.29 12449435.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 0.375 12871798.83 12892318.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-09-15 0.125 23041819.74 22709015.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-11-15 0.875 16882421.80 15701685.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-31 0.375 12307322.32 11741751.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-28 0.125 22013922.19 21864586.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-03-15 0.250 23772883.35 23314614.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-04-30 1.250 15363566.70 14976017.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-07-31 1.000 14698983.48 14029371.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-10-31 1.125 18894507.09 18518300.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-12-31 1.375 14102756.12 13777793.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-01-31 1.750 20015825.80 20019028.33 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 342000000.00 342000000.00 0.0027 N Y Y N - N/A - CREDIT AGRICOLE CIB SA CREDIT AGRICOLE CIB SA 261700PLI2HF5NCF2442 4257 0001335241 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-05-15 0.625 5575722.00 5098715.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2031-05-15 1.625 16820259.00 16670836.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-10-31 1.375 85602656.00 83858456.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-11-30 1.500 85250403.00 84092015.83 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 186000000.00 186000000.00 0.0015 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 2.478 31106967.00 13001557.29 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-10-01 6.500 5630640.00 106538.06 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-12-01 3.500 44647168.00 8295488.85 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-01-01 4.500 6071600.00 1445490.37 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-09-01 4.000 12281639.00 1603449.20 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-06-01 3.500 4112994.00 1220179.51 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-03-01 3.000 34073927.00 9482677.19 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-11-01 4.000 542652.00 221080.13 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-03-01 5.500 23169.00 6794.99 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-05-01 4.000 9500000.00 1785729.47 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-03-01 3.000 819313.00 232981.07 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-09-01 4.000 198255.00 72622.90 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-10-01 4.000 14054388.00 3144930.22 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-03-01 3.000 596024.00 234445.32 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-01-01 2.500 134636.00 136577.52 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-02-01 2.000 65832000.00 57344403.57 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-01-01 2.500 76785087.00 76560561.89 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-08-01 3.500 29500000.00 4399333.94 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-10-01 4.000 29250000.00 5634985.65 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-03-01 4.000 260412.00 115276.71 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-03-01 4.000 732147.00 291036.54 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-08-01 3.500 4591852.00 1284397.01 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-03-01 4.500 11000000.00 5683033.62 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-12-01 3.500 19999228.00 8295662.43 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-09-01 2.000 97811526.00 80110906.65 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips 2032-01-26 2.319 10000000.00 9953062.22 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips 2027-01-26 1.780 41675000.00 41534189.43 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-01-01 2.000 8932401.00 8832381.92 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2023-07-25 0.000 6353.00 0.10 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-10-01 3.000 945305.00 48953.88 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-05-01 5.500 4644603.00 10134.84 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 3.500 92602000.00 13100501.52 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-02-01 4.500 49998151.00 4367688.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-11-01 4.000 11095090.00 4171575.43 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-06-01 3.500 971722.00 339118.43 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-09-01 3.500 13649881.00 2598392.90 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-11-01 3.500 7960591.00 1466759.46 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-01-01 6.000 1609.00 53.37 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-11-01 4.000 21563588.00 3634580.77 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-07-01 4.000 783909.00 336743.74 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-01 4.000 2182089.00 987431.60 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-01 4.500 3324485.00 2665230.20 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-04-01 4.000 1874025.00 1121761.91 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 3.500 7643690.00 3386119.58 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-09-01 2.142 2152776.00 1230463.30 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-07-01 3.500 31493.00 9403.85 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 4.000 1774415.00 815218.05 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-01 4.000 91554000.00 38313779.64 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 2.616 15468103.00 5292097.81 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.500 1339900.00 789657.97 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 4.500 1706293.00 1018073.88 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-01 5.500 11115499.00 3339626.12 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-11-01 2.000 45551000.00 39786355.24 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-10-01 3.000 672881.00 685560.93 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-01 4.000 2238000.00 997900.92 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-02-01 3.500 20990546.00 8746166.84 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-01 5.500 28060.00 6946.09 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-11-01 3.500 31851000.00 17175350.90 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-02-01 3.000 10000000.00 9295403.38 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 2.000 288100.00 268410.33 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-07-01 3.000 7000000.00 6753434.03 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 3.000 11295896.00 11629524.60 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-09-01 3.000 752556.00 650348.59 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 5.500 80173.00 5223.08 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-04-01 3.500 39868989.00 5700055.85 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-03-01 3.500 186990.00 60730.77 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-06-01 2.500 50492.00 28764.97 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-07-01 3.000 95000.00 59676.20 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-01-01 2.500 111084.00 113145.42 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-02-01 2.000 19772302.00 19534731.20 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-09-01 5.500 312604359.00 12957060.06 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-20 4.500 11353349.00 813318.56 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-12-20 4.500 14513632.00 1861281.48 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-01-20 4.500 3250000.00 442021.71 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-20 3.000 12620672.00 3148709.37 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-20 3.000 13594853.00 3538005.46 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-20 5.000 24929097.00 3764601.73 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-02-20 1.500 54161.00 47677.69 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-08-20 3.000 50000000.00 27552734.48 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2031-02-20 3.500 40055.00 27286.93 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-03-20 3.000 10057673.00 7751509.14 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-04-20 3.000 20958154.00 17779151.08 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-20 4.500 148621.00 123778.75 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-20 3.500 13329968.00 12793526.31 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-06-20 4.500 10468816.00 9506023.71 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-07-20 2.500 7964394.00 7754311.94 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-06-20 3.500 2681120.00 2636873.14 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-07-20 4.000 3813490.00 3637384.77 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-08-20 3.500 31323458.00 31439058.40 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-08-20 4.500 2416236.00 2376472.35 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-20 3.500 1069118.00 1088107.26 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-20 4.000 2299168.00 2326221.52 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-20 4.500 41126.00 41049.32 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-10-20 4.000 647519.00 665901.36 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-10-20 4.500 629602.00 645171.50 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-20 4.000 868394.00 907988.95 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 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500038005.00 500038005.00 0.0040 N N N N - N/A - FREDDIE MAC FREDDIE MAC 3134GTS87 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-02-01 2022-08-05 2022-08-05 N N N 0.0009 92552933.12 92552933.12 0.0007 N N N N - N/A - HSBC SECURITIES USA INC HSBC SECURITIES USA INC CYYGQCGNHMHPSMRL3R97 36020 0000853784 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) CYYGQCGNHMHPSMRL3R97 2022-02-24 0.000 800.00 799.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2022-06-16 0.000 9863900.00 9850840.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2022-07-14 0.000 6100000.00 6087299.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2022-02-03 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(including strips) CYYGQCGNHMHPSMRL3R97 2022-04-05 0.000 3600000.00 3599132.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2022-04-12 0.000 778000.00 777779.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2022-05-03 0.000 1000.00 999.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2022-05-10 0.000 6600.00 6595.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2022-05-17 0.000 25000000.00 24980600.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2022-05-24 0.000 13000000.00 12988339.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2027-02-15 0.000 500.00 459.26 U.S. Treasuries 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CYYGQCGNHMHPSMRL3R97 2024-10-31 2.250 82300.00 84795.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2027-11-15 2.250 200.00 206.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2024-11-30 2.125 1300.00 1331.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2028-08-15 2.875 800.00 866.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2022-04-15 2.250 500.00 505.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2025-01-15 0.250 100.00 124.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2025-02-15 2.000 900.00 923.89 U.S. Treasuries (including strips) United States Treasury-U.S. 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Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2039-11-01 4.000 1560742.00 1089007.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2032-01-01 2.500 5201472.00 5355806.60 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2040-09-15 0.449 9855000.00 1827824.25 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2033-12-01 5.500 56918592.00 154714.33 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2041-03-01 5.000 19936032.00 349934.35 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2039-10-01 4.000 57334400.00 338763.10 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2040-10-01 5.892 52448192.00 400467.73 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2028-08-01 2.500 25300000.00 4838622.61 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2029-09-01 3.500 53155008.00 14052756.97 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2027-08-01 3.000 62000.00 6973.04 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2036-12-01 3.000 2060000.00 921948.97 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2028-05-01 2.500 31000.00 5758.92 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2042-07-01 4.500 12500000.00 585994.31 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2042-11-01 5.992 45000000.00 1326233.95 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2046-12-01 4.000 1235500.00 750132.74 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-11-01 4.500 28120560.00 7745703.45 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2038-03-01 4.000 2040524.00 964433.42 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-10-01 4.000 5000000.00 1976507.89 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-05-01 4.000 1175532.00 348970.20 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-09-01 3.500 2322772.00 2452537.10 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-01-01 3.000 2553650.00 2633671.17 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-01-01 4.000 1090934.00 1188989.69 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-02-01 3.500 15130928.00 15860642.22 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-05-01 4.000 1247568.00 1118868.76 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-04-01 4.000 9193632.00 9642055.97 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-10-01 4.000 2722552.00 2959258.27 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-04-01 3.000 1500000.00 1080189.40 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-01-01 3.500 88936960.00 93430114.51 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-09-01 5.500 4112544.00 4403709.37 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2027-10-01 2.500 28250000.00 3886940.71 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-10-01 4.500 1349688.00 483490.18 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2048-07-01 3.500 40054912.00 1152726.37 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-02-20 4.000 5009968.00 485931.00 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-09-20 3.500 15413600.00 15910677.74 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-01-20 4.000 3643950.00 3946690.58 Agency Debentures and Agency Strips Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-02-07 2022-02-07 2022-02-07 N N N 0.0006 840000000.00 840000000.00 0.0067 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 National Mortgage Association-Agency Collateralized Mortgage Obligation 2022-11-25 0.315 523905000.00 119214.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2022-09-25 0.406 222447872.00 27164.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2022-11-25 0.042 175000000.00 9281.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2024-03-25 0.117 90000000.00 231162.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2023-12-25 0.055 107000000.00 114152.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2024-01-25 0.041 227000000.00 150021.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2024-06-25 0.288 82000000.00 413729.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2024-07-25 0.071 129000000.00 429740.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2024-08-25 0.083 389200000.00 1135681.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2024-09-25 0.491 150000000.00 1162755.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2024-12-25 0.394 375250000.00 2492737.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2024-10-25 0.299 134154000.00 755265.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2026-04-25 0.409 627956736.00 8036820.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-25 3.500 2883284.00 22548.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2022-02-15 4.000 75797440.00 6056206.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-04-15 3.500 24544896.00 30079591.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-07-15 4.000 10985000.00 1509875.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-07-15 0.299 11000000.00 8269575.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-01-25 2.878 2623000.00 601929.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-03-25 6.500 20000000.00 1779795.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2025-06-15 6.043 68625000.00 37210.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2028-06-25 3.500 2269000.00 2335394.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2027-10-25 0.000 96422528.00 52516722.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-16 0.587 143894784.00 53106.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-01-16 0.426 269750272.00 46917.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-16 0.841 206418944.00 81401.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-08-20 6.246 26357680.00 94837.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-16 0.254 188379000.00 45229.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-11-16 6.143 33333312.00 292164.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-06-16 5.943 150000000.00 409926.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-20 4.000 80000000.00 1021302.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-05-20 6.646 26138560.00 319680.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-16 3.500 5042000.00 318123.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-01-16 1.129 85000000.00 135048.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-11-20 6.456 50000000.00 72090.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-03-20 6.696 49468736.00 70740.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-09-16 6.093 22500000.00 151078.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-10-16 6.243 31818176.00 77418.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-05-20 5.296 14500000.00 389525.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-11-16 5.993 35448768.00 373408.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-03-20 5.646 134000000.00 1066674.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-08-20 5.896 137447168.00 1740565.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-05-16 6.443 45605312.00 616266.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-16 6.543 27448960.00 805568.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-01-20 6.496 73742960.00 76101.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-10-20 5.996 154452800.00 452256.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-20 6.496 24000000.00 320029.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-04-20 6.496 25000000.00 227526.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-05-20 5.296 10792656.00 174913.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-04-16 6.593 32682944.00 98927.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2026-11-20 4.000 31300000.00 25631.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-01-16 0.604 6855000.00 37129.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-05-16 0.175 164011264.00 115791.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-09-16 0.003 178946880.00 5834.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-10-16 0.265 111912832.00 35414.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-01-16 0.661 922000.00 6209.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-10-16 0.305 100352768.00 131741.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-16 0.028 170000000.00 17571.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-09-16 0.140 132351000.00 37361.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-10-16 0.023 208174336.00 19172.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-03-16 0.399 5760896.00 19094.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-12-16 0.009 101432448.00 9153.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-01-20 5.946 28656544.00 582330.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-20 5.996 24403200.00 165144.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-04-16 6.493 29066880.00 2160697.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-16 3.500 3517792.00 4075271.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-16 5.500 7072904.00 205238.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-01-20 3.500 32761408.00 620921.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-20 6.146 107900000.00 1488962.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-20 6.096 11141904.00 143254.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-16 2.500 29338944.00 5221465.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-16 4.500 5214568.00 80642.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-20 6.096 171433984.00 394274.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-20 4.500 59157760.00 26319.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-10-16 0.274 123456512.00 562120.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-16 0.437 50000000.00 154018.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-10-16 0.201 94216448.00 573237.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-10-16 0.384 109549056.00 407373.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-11-16 0.000 175245312.00 193504.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-10-16 0.117 158090000.00 200795.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-10-16 0.225 190067200.00 1061965.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-10-16 0.216 104900992.00 584316.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-09-20 3.000 74137856.00 312859.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2055-09-16 0.363 109762432.00 221963.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-16 0.550 100000000.00 408152.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-04-16 0.518 116967680.00 809522.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-04-16 0.558 138044672.00 578748.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-16 0.000 50000000.00 48817.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2055-06-16 0.327 87561984.00 287513.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-09-16 2.500 3000000.00 383611.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2055-05-16 0.227 155459000.00 213080.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-16 0.142 196745000.00 126603.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2055-02-16 3.337 15000000.00 9921866.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2055-09-16 0.181 101291136.00 180894.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-02-16 0.010 95000000.00 74634.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-10-16 0.439 129930000.00 148274.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2055-09-16 0.326 125945472.00 170238.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-20 6.036 16725000.00 808767.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-20 5.000 14700000.00 150618.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-16 4.500 31800000.00 94185.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-16 3.000 23891104.00 43070.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-01-20 4.500 4444440.00 31834.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-05-20 6.046 20230432.00 82918.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-01-16 0.563 65159000.00 434167.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-06-16 0.476 112581376.00 321400.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2055-11-16 0.454 22000000.00 143206.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-04-16 0.738 106105472.00 773027.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-01-16 0.439 33400000.00 152716.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-04-16 0.642 134575360.00 646926.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-10-16 0.470 112730752.00 535989.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-11-16 6.493 77528832.00 1739023.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-16 2.500 6000000.00 6380310.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-20 6.096 25600000.00 1224110.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-16 5.493 7750000.00 201610.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-20 5.496 6000000.00 157745.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-20 5.496 5736976.00 151896.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-03-20 4.500 61876800.00 1401437.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-02-16 6.000 38029888.00 1575270.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-03-16 0.754 155404288.00 1402119.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-07-16 0.457 97075840.00 1195325.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-10-16 0.673 122395520.00 977228.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-12-16 0.483 86996608.00 286959.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-11-16 0.688 46700000.00 456920.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-05-16 2.750 6500000.00 1475625.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-08-20 5.546 107142784.00 4833401.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-12-16 0.668 61467328.00 1322198.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-11-16 0.615 38350000.00 533531.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-04-16 0.518 6163000.00 92270.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-10-16 0.644 88723072.00 1529400.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-02-16 2.750 188000.00 65441.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-05-16 0.814 190534656.00 3547403.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-09-16 0.814 160000000.00 2305535.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-12-16 0.454 149111000.00 1679084.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-12-16 0.641 75000000.00 1363608.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-11-16 0.748 22080000.00 378025.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-12-16 0.980 51789376.00 556688.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-04-16 0.592 18600000.00 170535.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-12-16 0.829 104310144.00 1593557.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-09-16 0.763 190823360.00 2665797.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-03-16 0.804 104532320.00 1198105.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-08-16 0.800 67200000.00 814575.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-04-16 0.779 18000000.00 273732.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-06-16 0.762 117005568.00 2782614.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-20 5.946 20142848.00 839459.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-16 0.122 22094240.00 20522.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-20 4.000 23868000.00 410581.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-20 5.000 6125232.00 439937.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-20 3.000 2825000.00 2802174.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-04-20 6.046 11071232.00 750171.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-20 1.344 40003584.00 98865.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-01-20 5.946 27768928.00 1900540.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-08-16 5.000 2535000.00 218888.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-08-20 6.096 1000000.00 73285.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-08-20 6.096 7000000.00 513479.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-01-16 0.475 58010112.00 1507616.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-12-16 0.623 72822912.00 2157353.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-12-16 0.588 85335552.00 2011453.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-09-16 0.671 117357312.00 2468216.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-01-16 0.426 100152704.00 2496098.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-02-16 2.600 2000000.00 765499.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-04-16 2.600 1538000.00 679386.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-01-16 0.316 195172352.00 3762949.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-20 3.426 17346912.00 499438.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-11-16 0.927 150000000.00 2378733.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-03-16 0.735 100809728.00 2335600.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-12-16 0.746 50049280.00 1171056.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-06-16 0.313 47812416.00 764929.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-05-16 0.619 25344320.00 326289.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-07-16 0.692 155019264.00 3135135.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-11-16 0.644 137614336.00 1920239.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-11-16 0.718 42038400.00 893142.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-03-16 0.731 90056832.00 1667185.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-11-16 0.983 32000000.00 536934.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-05-16 0.867 96865920.00 3468824.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-05-16 0.848 57000000.00 2032451.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-03-16 0.817 201367808.00 4710828.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-02-16 0.819 83000000.00 1955126.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-03-16 0.050 174857216.00 149954.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-06-16 0.755 109531008.00 4586689.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-04-16 0.806 207527424.00 7156180.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-12-16 0.713 60000000.00 2099456.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-03-16 0.650 223104512.00 4414702.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-09-16 0.859 312500000.00 18701811.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-11-16 0.913 42596000.00 3314265.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-10-16 1.036 212482048.00 16331754.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-10-16 1.054 64000000.00 5115098.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 3.000 555000.00 640057.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-20 0.367 5661290.00 17315.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 6.000 11402560.00 1271784.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-16 0.050 8002368.00 9250.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-20 6.096 10969296.00 608294.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-20 6.096 15241080.00 1739495.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 4.000 10653360.00 56409.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-07-20 6.046 6793440.00 586398.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-07-20 4.000 2800000.00 3726906.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 6.096 6000000.00 557682.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-06-20 4.500 72354240.00 1124640.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-20 0.158 17314528.00 42655.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 3.500 15661680.00 45913.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 4.250 20000000.00 601358.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-10-16 6.093 5553712.00 281045.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-20 5.996 1915098.00 179476.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-05-20 0.980 18975072.00 86089.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 3.250 64479.00 75337.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 5.996 1478332.00 80825.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-20 5.994 24797120.00 2005427.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 5.946 20000000.00 1297677.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 3.500 1554198.00 1796628.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 0.030 27301888.00 13780.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-06-16 5.993 35315776.00 2091162.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 5.446 45169856.00 1868677.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-03-20 4.000 43248064.00 492183.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 3.296 25000000.00 831655.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 0.020 100000000.00 30034.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-20 5.946 16666656.00 1149242.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-20 0.040 50000000.00 41154.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-06-20 5.000 1382808.00 143816.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 2.726 79581800.00 2384725.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 3.346 25000000.00 1201420.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-03-20 3.000 497262.00 9094.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 3.000 914705.00 17452.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-20 3.500 9769792.00 280254.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-02-16 0.638 90575360.00 2703474.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 4.000 42485632.00 1389562.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 2.726 100000000.00 2116507.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-20 5.000 31592000.00 1641017.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-20 5.798 14000000.00 1171349.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 4.000 6210128.00 538531.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-20 3.500 86075520.00 1042927.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-20 0.100 14208624.00 33728.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-20 3.000 4266000.00 4633297.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-05-20 0.050 18907968.00 6116.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-20 4.000 118666368.00 1418750.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-20 3.000 30557568.00 190498.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-04-20 3.500 22360416.00 937315.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 3.500 19770432.00 1309181.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 5.500 69666560.00 3340523.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 3.500 1035320.00 406799.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 0.420 62312128.00 320498.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-20 0.150 11690240.00 53583.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-20 0.205 16952032.00 81419.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-20 0.088 11841936.00 25731.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2030-02-20 1.500 10115808.00 11714.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 6.196 67834000.00 9706878.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 2.000 33287616.00 689192.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 2.500 54105600.00 5652437.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 3.000 12018928.00 1152976.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 102961152.00 9724932.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-02-20 4.500 2461440.00 130406.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 216237.00 21331.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 214648.00 21835.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-20 3.500 58639104.00 1617167.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-20 4.000 13819536.00 954059.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.000 235000.00 22344.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 79817472.00 7887485.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 0.500 218063872.00 1424663.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 0.350 27994304.00 173808.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 0.490 34196864.00 397879.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 2.500 32778.00 33545.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-20 3.000 5947500.00 230827.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 11552320.00 1278436.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 5.500 6300000.00 6504311.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 3.000 77083264.00 6154975.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 3.000 26170048.00 3051578.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.196 18870600.00 1352387.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 2.500 17576880.00 2263307.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 2.500 2807472.00 2705397.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 3.000 66333312.00 5072997.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 3.000 127083264.00 9484028.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 3.000 147670720.00 11702803.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 1.700 103337088.00 2362792.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 41666624.00 3508246.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.750 47979264.00 3311686.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 2.000 115455.00 100379.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.750 12000000.00 1000841.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 6.196 31279072.00 5555663.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 2.500 20000000.00 1811521.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 3.000 15672912.00 1334206.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 750000.00 59613.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 3.000 30072832.00 4110484.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 3.000 26185376.00 2224339.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 4.500 982464.00 1374751.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 2.000 30000000.00 25254586.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 2.500 28477600.00 2375329.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 2.500 50000000.00 2192173.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 2.520 66610048.00 2615081.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 18829700.00 2286434.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 2.500 10104.00 10159.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 0.150 30000000.00 80879.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 0.100 50000000.00 88821.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 6.196 25197312.00 4354285.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 3.500 9891744.00 1819430.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 1.250 49996.00 33645.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 4.000 35164288.00 3947530.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 64020224.00 7656435.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 2.500 29473824.00 2785243.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 2.500 19200000.00 1870792.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 4.000 7500000.00 607429.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 2.500 21109600.00 2414212.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 0.050 211708416.00 324958.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 2.500 30000000.00 1890548.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 21791648.00 2034993.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 2.600 150000000.00 5332531.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 0.050 250000000.00 364683.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 3.000 28000000.00 2565141.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 0.849 400000000.00 396390220.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 0.050 100000000.00 146752.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-20 3.000 15178540.00 1360263.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 0.050 74747904.00 67087.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.000 6850704.00 7078028.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.000 185198336.00 16189363.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 77233664.00 7352198.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-03-20 5.500 31818176.00 5060345.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 0.050 235744512.00 293487.74 Agency 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Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-08-25 3.500 94966016.00 12908416.41 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-08-25 3.500 101307776.00 13293120.13 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-07-25 3.000 13333328.00 1702438.88 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-09-25 2.500 16227000.00 1539797.63 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-12-25 4.500 34408512.00 5456716.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-12-25 3.000 29457312.00 3558677.02 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-12-25 4.500 32563648.00 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(including strips) United States Treasury-U.S. Treasuries (including strips) 2035-08-15 0.000 3411906.48 2570874.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-02-15 0.000 21085906.48 15695716.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-08-15 0.000 4175296.74 3063335.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-11-15 0.000 43.77 37.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-05-15 0.000 2422643.75 2030320.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-11-15 0.000 1039643.76 861378.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-05-15 0.000 5012014.76 4101807.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 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Treasuries (including strips) 2025-02-15 0.000 1964943.85 1883204.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-15 0.000 2959486.54 2822160.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-15 0.000 0.04 0.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 0.000 49244.91 45499.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 0.000 1.90 1.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 0.000 43.00 38.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-05-15 0.000 17705643.75 13430793.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-11-15 0.000 184643.76 138306.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-15 0.000 17.77 15.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-08-15 0.000 1034.26 900.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-02-15 0.000 2011443.26 1696302.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-05-15 0.000 844643.76 624641.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-11-15 0.000 4671643.76 3409996.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-08-15 0.000 2399396.99 1716442.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-11-15 0.000 707812.50 378446.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-11-15 0.000 4413993.76 3134019.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-08-15 0.000 22713796.96 15794947.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-02-15 0.000 24555801.98 16842873.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-11-15 0.000 25362542.76 17513165.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-05-15 0.000 8489042.75 5786055.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-08-15 0.000 6690996.73 4529503.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-11-15 0.000 21815094.01 14668032.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-11-15 0.000 21990740.57 14311024.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.000 199329.76 125361.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-05-15 0.000 601270.63 376185.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-08-15 0.000 679036.03 422072.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 0.000 1650280.62 1020348.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 0.000 1784804.79 1098616.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-05-15 0.000 8006723.37 4898609.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-08-15 0.000 792132.62 482228.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-11-15 0.000 2443402.54 1480574.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 0.000 22152032.62 13346200.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-05-15 0.000 22181000.89 13306426.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-11-15 0.000 11050599.43 6558928.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-08-15 0.000 17108219.37 10006375.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 0.000 25034283.41 14503587.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-05-15 0.000 5191855.92 2996635.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 0.000 2605057.14 1495185.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-11-15 0.000 8366378.42 4784790.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.000 850292.41 484187.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-08-15 0.000 413379.90 233939.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 0.000 3060216.16 1718684.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-05-15 0.000 403858.13 226154.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-08-15 0.000 4206559.66 2345400.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-11-15 0.000 4743543.99 2634089.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 0.000 14812564.66 8204946.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-05-15 0.000 17892475.34 9869131.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-08-15 0.000 40494.63 22282.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-11-15 0.000 24488624.09 13409113.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 0.000 3974847.52 2175366.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-05-15 0.000 18553043.46 10092354.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-08-15 0.000 7828297.53 4253802.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-11-15 0.000 11828605.96 6398329.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-02-15 0.000 1829403.13 987802.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-05-15 0.000 12094621.89 6516545.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-08-15 0.000 682900.00 367229.47 U.S. Treasuries (including strips) Y 2022-02-01 2022-02-01 2022-02-01 N Y NOMURA SECURITIES CO LTD 0.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0005 1050000000.00 1050000000.00 0.0084 N Y Y N - N/A - 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) 2049-11-15 2.375 624000.00 664740.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-15 2.500 115579400.00 119510946.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-07-15 0.125 100.00 98.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-31 0.125 44737000.00 44265825.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-07-31 0.125 25084100.00 24750381.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 0.750 15035500.00 14808092.63 U.S. Treasuries (including strips) Y 2022-02-01 2022-02-01 2022-02-01 N Y NOMURA SECURITIES CO LTD 0.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0005 200000000.00 200000000.00 0.0016 N Y Y N - N/A - PRUDENTIAL INSURANCE CO OF AME PRUDENTIAL INSURANCE CO OF AME 3287 0000729057 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) 2035-11-15 0.000 35000000.00 26194875.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 0.000 25000000.00 15810000.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-11-15 0.000 12000000.00 8323200.00 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING Aa3 S&P RATING A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 49341250.00 49341250.00 0.0004 N Y Y N - N/A - PRUDENTIAL LEGACY INSURANCE CO OF NE PRUDENTIAL LEGACY INSURANCE CO OF NE 36025 0001638427 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) 2037-11-15 0.000 150000000.00 106717500.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.000 200000000.00 120870000.00 U.S. Treasuries (including strips) Y 2022-02-01 2022-02-01 2022-02-01 N Y PRUDENTIAL INSURANCE CO OF AMERICA 1.0000 FITCH'S RATING F1+ MOODY'S RATING Aa3 S&P RATING AA- N 0.0006 223125000.00 223125000.00 0.0018 N Y Y N - N/A - RBC DOMINION SECURITIES INC/CANADA RBC DOMINION SECURITIES INC/CANADA 36026 0000029617 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2023-02-15 7.125 100.00 109.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-02-15 4.625 100.00 141.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-05-15 3.000 1113100.00 1279148.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 1.375 35002900.00 55905391.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-05-15 3.375 43884600.00 53648259.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-08-15 3.125 500.00 593.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 2.500 31540100.00 33772034.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.750 113219600.00 159999922.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-11-15 3.000 23309700.00 27150863.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 2.250 71668300.00 73687259.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-05-15 3.000 20617700.00 24248563.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-08-15 2.750 1136400.00 1289182.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-11-15 2.750 31061900.00 35058027.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 3.000 28271800.00 33675648.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-11-15 3.375 88200.00 112009.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 3.000 23709700.00 28458591.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-08-15 2.250 10681400.00 11131577.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 0.250 100.00 119.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-08-15 1.125 133865700.00 113599295.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-11-15 1.375 30413000.00 26846824.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-02-15 0.125 100.00 115.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-02-15 1.875 1349400.00 1302371.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-05-15 2.250 1900.00 1937.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 2.250 700.00 728.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-01-15 0.500 12309800.00 15117770.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-31 2.375 100.00 101.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-04-30 2.750 21117600.00 21748571.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-01-15 0.875 87844500.00 108866395.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 0.250 37239000.00 46208269.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-15 0.625 420800.00 530523.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-15 0.125 32900.00 40571.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-02-15 2.250 339100.00 352804.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-15 0.125 29403000.00 36284889.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-07-15 0.750 200.00 246.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-07-31 2.875 210500.00 220472.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-31 1.750 1370000.00 1385782.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-31 1.500 4000.00 3976.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-03-31 0.500 100.00 97.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-05-15 0.625 100.00 91.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-05-31 0.500 400.00 376.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-07-15 0.125 100.00 117.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-31 0.500 78366900.00 73619688.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-09-30 0.375 200.00 186.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-10-15 0.125 30357900.00 34448165.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-10-31 0.250 500.00 477.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-10-31 0.500 500.00 467.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-11-15 0.875 100.00 93.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-31 0.375 100.00 95.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-15 0.125 100.00 97.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-09-30 1.250 1000.00 972.81 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 1000000000.00 1000000000.00 0.0080 N Y Y N - N/A - RBC DOMINION SECURITIES INC/CANADA RBC DOMINION SECURITIES INC/CANADA 36026 0000029617 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2022-03-22 0.000 300.00 299.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-04-05 0.000 300.00 299.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-02-15 0.125 100.00 115.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 2.250 2000.00 2082.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-31 1.875 18500.00 18913.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 2.250 100.00 103.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-30 2.125 1300.00 1331.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-31 2.375 100.00 101.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-28 2.625 10028000.00 10333599.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-04-30 2.750 106458300.00 109639162.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-10-31 3.000 400.00 424.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-30 2.875 13084300.00 13802012.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-12-31 2.625 300.00 313.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-29 2.375 100.00 103.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-03-31 2.250 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Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-15 6.093 40292545.00 2327341.58 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-09-15 6.043 24181142.00 2617720.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-09-15 6.043 21533123.00 1207438.62 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-08-15 1.884 174767323.00 3232000.51 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-12-15 6.093 48728649.00 3376353.61 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-12-15 6.093 45067261.00 3646087.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-01-15 6.043 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Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-01-25 6.042 13632363.00 1409593.12 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-11-25 5.892 26094278.00 1616424.58 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-11-25 5.942 52507167.00 5898387.50 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-02-25 4.000 44046750.00 2878802.42 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-01-15 4.843 12900000.00 1428532.11 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-06-25 5.000 38859984.00 2965340.72 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-06-25 4.500 123007338.00 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Debentures and Agency Strips 2033-09-25 3.000 119104807.00 11475105.18 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-10-25 2.500 11532800.00 1204647.20 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-10-25 2.500 16000000.00 1767053.89 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-10-25 2.500 12472000.00 1064784.65 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-08-25 4.500 13310445.00 2129426.27 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2051-11-15 3.500 59104507.00 8729547.67 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-09-25 3.000 38333334.00 4002014.91 Agency Debentures and Agency Strips Federal Home Loan 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Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-09-25 3.000 11338118.00 1788064.52 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2052-01-25 2.550 10000000.00 538548.69 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-10-25 6.562 246696828.00 678256.75 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 6.542 293000000.00 992438.33 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 5.522 268645998.00 2009375.66 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-11-15 6.543 115857995.00 1072594.14 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-02-15 6.593 59858845.00 401204.00 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-05-25 6.632 63752857.00 709506.75 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-12-25 6.292 9923703.00 128268.46 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-08-15 6.993 164000000.00 1057579.94 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-12-15 6.543 93333333.00 647168.15 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-01-15 5.893 100000000.00 1006461.17 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-02-25 5.712 164647495.00 1069538.81 Agency Debentures and Agency Strips Federal National Mortgage 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Obligation 2045-07-20 5.596 37971611.00 1140222.30 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-20 6.096 34844356.00 1173711.83 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-20 6.096 66666667.00 3852425.10 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-20 5.996 34187896.00 1708111.54 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 6.646 27730074.00 1215214.28 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-01-20 5.546 36225000.00 1416783.99 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-01-20 6.096 26432125.00 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Collateralized Mortgage Obligation 2047-07-20 6.000 31360274.00 1969968.90 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-08-20 6.096 13000000.00 1187493.45 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-10-20 4.500 24708975.00 1268102.37 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-20 1.636 149107050.00 1309019.65 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 6.146 27790198.00 2187598.04 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2069-05-20 0.756 38500000.00 1145812.38 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-20 4.000 32553088.00 1434646.37 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 4.500 12564000.00 735942.86 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 6.096 35111256.00 1638153.40 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-20 5.996 53277272.00 2429169.19 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-20 6.096 23721833.00 1248263.99 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-16 6.043 76777880.00 6830200.12 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-16 5.943 26242138.00 2043724.22 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-10-20 4.000 22349777.00 804301.22 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-20 6.496 20000000.00 1247540.86 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-05-20 6.096 16114759.00 890784.18 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-06-20 5.996 35985862.00 3327929.12 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 6.096 27955683.00 1663638.81 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-20 6.146 24698979.00 1070618.33 Agency Debentures and Agency Strips Government National Mortgage 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Obligation 2049-08-20 5.996 11060000.00 504205.02 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 3.500 4337376.00 877224.17 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-20 5.946 20459891.00 1183202.53 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-20 5.996 41044556.00 2650166.32 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-20 5.496 36700000.00 2883590.76 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-20 3.500 15777571.00 758125.32 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-04-20 3.500 37673427.00 2892038.58 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Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 17973320.00 2488523.03 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 6.196 54122643.00 8813864.30 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 2.500 10800000.00 713270.44 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 100000000.00 8608541.62 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 3.000 61042666.00 3611919.34 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 6.500 42249024.00 5127359.51 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 6.196 4000000.00 503505.31 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 6.196 46301258.00 7668906.52 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 6.196 30624822.00 5506950.19 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 6.196 33000000.00 5648554.62 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 74563021.00 9157499.25 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 3.000 17721130.00 1511634.89 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 2.770 16613280.00 1960295.66 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 6.196 17121830.00 2980726.52 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 17504400.00 1131533.45 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 92939032.00 9991498.04 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.000 53078416.00 5156416.89 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 155356827.00 17528913.06 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 32792031.00 3733806.47 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 31095616.00 3271289.96 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 3.500 75000000.00 7173889.39 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 3.000 28613480.00 4700919.73 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 6.196 3500000.00 592227.54 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 3.000 28665844.00 3540555.33 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 4.000 52865489.00 3792531.15 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 4.000 20203419.00 1717215.10 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 2.000 24309526.00 2241279.75 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 3.000 54144822.00 5758404.34 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 2.000 75000000.00 9062875.06 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 2.500 45000000.00 3176534.28 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 4.000 154643795.00 15960617.17 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 2.696 30000000.00 1558773.02 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 6.196 35803935.00 3241914.07 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 6.196 36599141.00 2571920.10 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 3.000 50000000.00 3013483.96 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 2.500 30195974.00 4258981.80 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 2.500 30218981.00 3023127.42 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 0.249 41500000.00 2510311.58 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 27077050.00 2594804.15 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 2.500 30638918.00 3226750.32 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 3.000 7599259.00 387405.26 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 2.500 37648955.00 4162234.90 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 4.000 9500000.00 1021390.43 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 64301975.00 4325228.30 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 3.000 50000000.00 3800538.16 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 6.196 72046465.00 5281447.94 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 3.000 33991666.00 2233940.11 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 3.500 23528571.00 2994086.38 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-20 3.000 20000000.00 1319772.95 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 2.500 39500000.00 2269956.86 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 2.500 27500000.00 1933608.50 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 11000000.00 921327.35 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 6.196 8979000.00 1031657.33 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 4.500 5712033.00 664128.18 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 4.500 7834394.00 671174.56 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 50000000.00 3676570.52 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 115263333.00 8237585.17 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 25665389.00 3696834.59 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-20 3.000 23333333.00 2531039.01 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 90000000.00 11584478.07 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 38064977.00 3049188.17 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 50000000.00 2852272.52 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 150595666.00 12289123.48 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 2.500 86850000.00 7140986.45 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.050 38250000.00 3087768.00 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 6.196 29534846.00 3341245.27 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.500 10826155.00 685135.40 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 6.196 37934856.00 3719899.23 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 6.196 17579799.00 1566455.83 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 2.396 51691560.00 2424232.50 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 40187500.00 2801895.22 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 3.000 13000000.00 849527.45 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 3.000 75000000.00 6009245.95 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 2.550 29739388.00 1590397.63 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 2.550 65000000.00 3171271.99 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 6.196 35525658.00 3403761.37 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 4.500 6279000.00 813476.65 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 6.196 17629494.00 3625180.91 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 6.196 34931638.00 4102945.02 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 6.196 54393270.00 5941200.53 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 2.500 10964966.00 1156841.05 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 2.500 21767058.00 2389878.22 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-20 3.500 13768508.00 1494030.52 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 4.000 6639672.00 768916.08 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.000 9500000.00 767574.79 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.650 4323466.00 215298.61 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.150 5861575.00 260197.61 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 4.000 30896250.00 4442061.92 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.100 43757026.00 2485730.99 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 2.500 32222131.00 4017251.39 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.000 34690424.00 5333615.55 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 2.650 155389000.00 5847514.92 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.000 27039582.00 2317762.56 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.000 21635627.00 2873171.84 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.000 41666666.00 3878374.85 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.650 1266283.00 154273.01 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.650 45915750.00 5691068.00 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-07-20 6.000 17379954.00 2465079.26 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 2.500 25000000.00 2056585.03 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 2.500 6559869.00 938326.03 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 28033333.00 2586501.09 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 2.650 65000000.00 2757269.19 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 6140839.00 944302.24 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 6.196 17469500.00 3932058.04 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 2.600 79738541.00 3262954.07 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 4.500 20808186.00 2513562.56 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage 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strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2046-08-15 2.250 900.00 925.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-02-15 0.875 944000.00 1363289.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-08-15 2.750 500.00 567.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-11-15 2.750 200.00 225.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2048-02-15 1.000 3162800.00 4637361.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2048-08-15 3.000 2000.00 2388.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2048-11-15 3.375 100.00 126.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2049-02-15 3.000 224400.00 269345.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2049-02-15 1.000 8759300.00 12706224.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2049-08-15 2.250 400.00 416.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2049-11-15 2.375 600.00 639.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2050-02-15 0.250 388000.00 464664.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2050-05-15 1.250 499900.00 410308.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-05-15 1.125 600.00 509.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2051-02-15 0.125 20426300.00 23527400.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-05-15 2.250 99800.00 101789.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2051-08-15 2.000 329700.00 326585.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-08-15 1.750 400.00 377.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2051-11-15 1.875 668300.00 640263.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-15 0.000 164100.00 163968.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-08-15 1.500 100.00 100.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-31 2.125 400.00 408.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-07-31 1.875 576100.00 580149.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-09-30 1.875 5100.00 5176.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-10-31 2.000 120000.00 121847.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-30 2.125 3300.00 3380.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-12-31 2.250 800.00 821.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-01-15 0.500 100.00 122.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-01-31 2.375 61200.00 62166.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-02-28 2.625 140000.00 144266.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-04-15 0.625 14751100.00 17170601.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-04-30 2.750 10700.00 11019.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-06-30 2.625 44600.00 45736.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-08-15 2.875 9800.00 10618.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-31 2.750 100.00 103.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-09-30 3.000 100.00 106.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-09-30 2.875 900.00 935.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-10-31 2.875 100.00 103.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-11-15 3.125 5600.00 6132.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-30 2.875 12900.00 13607.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-12-31 2.625 800.00 835.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-28 2.500 600.00 628.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-03-31 2.250 8600.00 8899.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-15 2.250 500.00 505.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-05-15 2.375 29800.00 31233.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-15 2.125 900.00 908.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-05-31 2.125 300.00 307.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-06-15 1.750 18600.00 18738.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-06-30 1.875 26000.00 26363.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-07-15 1.750 800.00 805.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-07-15 0.250 97400.00 115248.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-15 2.750 133200.00 139067.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 2.375 5000.00 5188.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-15 0.250 838800.00 1040830.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-03-31 1.750 800.00 806.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-09-30 1.750 497900.00 504732.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-15 2.250 10000.00 10309.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-11-30 2.000 500.00 507.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-01-15 0.625 18273100.00 23037806.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-01-31 1.750 100.00 100.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-02-28 1.500 900.00 912.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-31 1.250 2800.00 2810.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-02-15 2.000 1000000.00 1009959.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-15 1.750 900.00 907.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-09-30 1.375 700.00 706.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-08-15 1.625 700.00 709.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-11-15 1.625 20000.00 20220.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-30 2.125 3400.00 3473.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-01-15 0.125 89000.00 110079.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-01-15 0.375 12600200.00 15604830.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-31 2.250 200.00 204.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-02-15 2.250 5351800.00 5568081.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-15 2.500 7000.00 7238.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-29 2.125 300.00 308.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-03-31 2.125 4002800.00 4107203.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-03-31 1.875 600000.00 605463.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-15 0.125 15019400.00 18534750.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-30 1.750 300.00 302.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-15 0.125 3999800.00 4622221.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-30 1.875 198000.00 199748.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-04-30 2.000 500.00 510.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-05-15 2.125 17500.00 17960.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-31 1.875 800.00 806.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-06-30 2.125 830000.00 837478.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-07-15 0.375 8386000.00 10507820.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-07-31 2.000 4924000.00 4961717.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-31 1.750 200.00 201.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-05-31 2.000 1999800.00 2040971.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-07-15 0.750 10573000.00 13050416.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-31 2.750 200.00 205.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-07-31 1.875 1570000.00 1589373.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-09-30 1.625 600.00 603.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-12-31 1.750 500.00 506.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-01-15 0.125 9782000.00 11384749.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-31 1.375 4000000.00 3997452.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-02-15 1.375 200.00 202.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-02-28 1.125 387900.00 390058.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-02-28 1.125 7000.00 6861.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-28 1.125 1500000.00 1494452.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-03-15 0.500 200000.00 199692.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-03-31 0.625 183600.00 174858.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-03-31 0.375 139000.00 139221.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-04-15 0.125 1671000.00 1896322.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-30 0.304 40000.00 40034.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-30 0.125 10000.00 10000.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-04-30 0.500 100.00 94.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-05-15 0.125 46000.00 45547.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-06-15 0.250 38200.00 37849.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-06-30 0.250 2105700.00 2020564.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-07-31 0.375 649900.00 606357.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-08-31 0.125 9300.00 9284.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-08-31 0.500 881700.00 828289.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-09-15 0.125 717300.00 706939.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-09-30 0.250 100.00 95.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-10-15 0.125 500000.00 492014.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-10-31 0.245 200000.00 200199.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-10-31 0.250 492000.00 469582.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-11-30 0.625 419300.00 394684.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-12-15 0.125 774000.00 759552.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-12-31 0.375 275000.00 262906.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-12-31 0.125 210400.00 209226.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-01-15 0.125 7665600.00 8857300.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-01-31 0.125 199900.00 198596.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-01-31 0.239 76000.00 76089.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-28 0.500 165900.00 159252.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-04-30 0.125 15000.00 14863.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-04-30 0.224 25200.00 25227.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-04-30 1.250 33400.00 32557.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-05-15 0.250 119000.00 116393.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-05-31 0.125 939000.00 929110.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-05-31 1.250 500.00 486.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-06-15 0.250 250000.00 244114.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-06-30 0.875 451100.00 437601.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-06-30 0.125 400000.00 395289.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-15 0.375 45000.00 44025.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-07-15 0.125 84000.00 94536.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-31 0.219 12000.00 12012.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-07-31 1.000 23000.00 21952.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 0.375 217000.00 212371.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-08-31 0.750 450000.00 434462.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-09-15 0.375 203000.00 198387.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-09-30 0.875 259900.00 252058.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-10-15 0.125 9038000.00 9793678.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-10-31 1.375 9100000.00 8914582.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-30 1.250 425100.00 418762.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-30 0.500 3755900.00 3716251.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-31 0.175 1000.00 1000.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-01-31 1.750 18868000.00 18871018.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-02-15 0.000 23000.00 18937.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-08-15 0.000 10000.00 8132.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2034-02-15 0.000 2000.00 1565.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2035-08-15 0.000 1000.00 753.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2036-02-15 0.000 13322.32 9916.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-02-15 0.000 303988.90 303982.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-15 0.000 959975.38 959242.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-08-15 0.000 261561.57 260925.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-11-15 0.000 158858.22 158103.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-02-15 0.000 9959.38 9874.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-15 0.000 108858.89 106744.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-15 0.000 135000.00 131769.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 0.000 519.36 502.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-15 0.000 29920.40 28819.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-15 0.000 110000.00 105424.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-08-15 0.000 110579.89 105031.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-15 0.000 32170.90 30393.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-15 0.000 9999.96 9397.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-11-15 0.000 88.96 78.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-08-15 0.000 1000.00 597.00 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 300000000.00 300000000.00 0.0024 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+ 2022-02-01 2023-07-31 2023-07-31 N N N 0.0022 2257552682.55 2257552682.55 0.0181 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+ 2022-02-01 2022-10-31 2022-10-31 N N N 0.0025 400322544.00 400322544.00 0.0032 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+ 2022-02-01 2023-01-31 2023-01-31 N N N 0.0023 2532430318.00 2532430318.00 0.0203 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+ 2022-02-01 2023-04-30 2023-04-30 N N N 0.0022 3441192017.20 3441192017.20 0.0275 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+ 2022-02-01 2023-10-31 2023-10-31 N N N 0.0023 901251513.00 901251513.00 0.0072 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 91959989.94 91959989.94 0.0007 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 159542744.00 159542744.00 0.0013 N Y Y N - N/A - Dreyfus Government Cash Management Funds 2022-02-03 /S/Robert Svagna Robert Svagna Treasury Manager