N-MFP2 0000740766 XXXXXXXX 2020-02-28 0000740766 S000000128 4 N N 002-89359 BNY Mellon Investment Adviser, Inc. 801-08147 Ernst@Young New York NY none BNY Mellon Transfer Inc 0001285911 084-06102 N N N Exempt Government N 31 113 35491571253.61 30249358416.89 30791426885.19 30535260039.18 0.00 43273220420.13 42966553716.78 43671074264.56 43475894789.36 0.00 0.6011 0.5066 0.4950 0.4911 0.0000 0.7329 0.7195 0.7021 0.6992 0.0000 1218926088.50 60399226107.24 60399226107.24 559372494.53 81534126.46 62095990563.81 62096875054.81 1.0000 0.0165 1.0002 1.0002 1.0002 1.0003 C000000287 10000000.00 56131227790.22 0.00 1.0002 1.0002 1.0002 1.0003 7140313167.50 6220261260.07 5893747820.81 5264830905.84 6217478490.74 4869861690.21 7234831849.56 6216027171.67 26486371328.61 22570981027.79 0.0149 Y BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses. (2,574,341.12) C000000286 10000000.00 2319071453.20 0.00 1.0002 1.0002 1.0002 1.0003 257251113.99 1335982770.50 113079491.04 233733781.80 114489912.57 43593516.58 412394039.41 194116156.80 897214557.01 1807426225.68 0.0125 Y BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses. (106,092.63) C000000288 10000000.00 2200448526.06 0.00 1.0002 1.0002 1.0002 1.0003 273514898.22 151787308.69 133158778.39 148801442.22 134056122.64 105300054.46 118362841.14 149013361.84 659092640.39 554902167.21 0.0140 Y BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses. (104,196.66) C000000289 10000000.00 1445242794.33 0.00 1.0002 1.0002 1.0002 1.0003 45411153.52 150552782.48 31169136.59 27509370.00 18708886.19 9285888.83 113571783.08 66437965.14 208860959.38 253786006.45 0.0110 Y BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses. (66,944.07) ABN AMRO BANK NV ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 1867 0000897878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2044-07-20 3.250 4008377.45 341703.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2044-10-20 3.125 10193181.81 1123220.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-04-20 3.000 4479322.25 2489089.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-04-20 3.500 1610980.09 544586.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-03-20 2.500 2297305.34 753920.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-02-20 3.000 4297342.04 1316146.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-09-20 3.000 59047248.29 46718669.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-09-20 3.500 14772727.27 10759963.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-12-20 3.000 101681413.95 81555021.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2048-04-20 3.500 20897292.59 15579232.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2048-04-20 3.500 3434339.40 2137458.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2048-03-20 3.500 2588589.84 1924713.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2049-11-20 3.000 59031230.81 60443028.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2048-08-20 3.500 5318181.81 3692615.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2049-04-20 3.500 5611720.93 4639043.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2049-03-20 4.000 7616091.95 6006682.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2049-07-20 3.500 915909.09 878427.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2050-02-20 2.500 44318181.81 45274346.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2041-12-20 4.000 88636363.63 15592586.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2041-10-20 3.125 8863326.13 673958.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2040-10-15 4.000 83130798.93 13791863.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2042-01-15 4.000 88636363.63 15263721.23 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 325000000.00 325000000.00 0.0052 N Y Y N - N/A - ABN AMRO BANK NV ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 1867 0000897878 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-08-15 3.125 125000.00 158405.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2045-08-15 2.875 31250.00 38177.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2046-11-15 2.875 101875.00 126178.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-04-30 2.750 15040687.50 15945022.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-08-31 2.750 18691500.00 19999988.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-10-31 2.875 6365150.00 6828011.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-10-31 2.000 9375000.00 9565550.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-09-30 1.750 4164625.00 4263492.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2020-11-15 2.625 264512.50 268933.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-06-30 1.125 1966875.00 1968223.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-05-15 1.750 8521137.50 8684982.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-11-15 1.625 19634837.50 19999996.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2027-02-15 2.250 18695362.50 19999991.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-08-15 2.500 18750000.00 19653053.57 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 125000000.00 125000000.00 0.0020 N Y Y N - N/A - BANK OF NOVA SCOTIA/NEW YORK BANK OF NOVA SCOTIA/NEW YORK L3I9ZG2KFGXZ61BMYR72 36019 0000814020 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank-Agency Debentures and Agency Strips L3I9ZG2KFGXZ61BMYR72 2020-07-23 1.656 498000.00 498720.23 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2043-11-20 3.125 25000000.00 1441148.69 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2044-06-20 3.875 19445614.00 1458057.28 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2045-07-20 3.000 13561321.00 3216456.73 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2045-09-20 3.000 38248010.00 8489251.36 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2045-10-20 3.000 72600000.00 16448361.64 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2045-11-20 3.000 23500000.00 6116551.07 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2046-01-20 3.000 18090627.00 5668100.77 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-04-20 3.000 8864560.00 4925897.31 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-05-20 3.000 10000000.00 5305139.22 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-05-20 3.000 5628708.00 2805462.34 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-06-20 3.000 25147041.00 14484755.85 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-06-20 3.500 15709662.00 6807195.52 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-08-20 3.000 21546258.00 13298252.88 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-08-20 3.500 7374687.00 3902469.91 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2048-04-20 3.500 8775000.00 5461370.77 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2039-11-20 3.125 22580105.00 1672808.40 Agency Debentures and Agency Strips Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 100000000.00 100000000.00 0.0016 N Y Y N - N/A - BMO GLOBAL ASSET MANAGEMENT EU BMO GLOBAL ASSET MANAGEMENT EU 22871 0000772028 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 2044-10-01 4.157 2974053.75 2949649.82 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-01-01 2.500 12349686.25 3819799.83 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips 2028-11-16 3.250 368750.00 428947.45 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-12-01 3.794 750000.00 142760.58 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-02-01 3.000 67623.75 70046.43 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-11-01 3.000 262500.00 265378.00 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 3.500 14990035.00 15560125.56 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 3.000 10931462.50 11246507.24 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-12-01 4.500 113253.12 124296.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 3.500 658636.25 698974.12 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-01-01 3.000 4316453.12 4501382.92 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 3.500 3872609.37 4089277.99 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 4.000 4085290.62 4388917.59 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 4.000 2325845.00 2514280.31 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-12-01 4.500 84162.50 92286.18 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-12-01 3.000 9278176.25 9442157.36 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2038-02-15 2.287 186245697.50 2859851.81 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2020-06-22 1.500 3750.00 3763.83 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2022-02-25 0.667 212500.00 950.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 2.076 1788329.37 594796.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2024-03-25 0.164 131950000.00 1492349.96 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2021-10-25 0.066 925004.37 624.06 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2024-09-25 0.525 26343500.00 560377.99 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-25 4.423 550066.25 80105.68 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-10-25 3.500 7695376.25 7505027.82 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2028-09-25 2.250 7507681.87 7831942.40 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-25 4.373 10991919.37 2081815.17 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-25 4.373 18296361.25 2947530.30 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-25 4.323 11581844.37 3288273.29 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-25 4.323 16634480.00 2655143.81 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-25 4.373 10261400.62 1371927.47 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 2.185 14982895.00 652887.37 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-25 4.373 25169725.62 3819315.39 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-25 4.373 13061076.87 1526135.72 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-25 4.373 17686700.00 2680865.51 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 4.373 9211995.00 1527203.75 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 4.373 11597985.62 1507615.28 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 4.373 12826630.62 2329781.96 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 4.373 5030511.87 742264.92 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 4.500 1642456.87 309475.00 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-25 4.410 18915833.12 3427635.65 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-25 4.410 3142892.50 551271.46 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 0.000 2840908.75 3153.40 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 3.000 1420454.37 1374046.35 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-25 3.500 316330.00 26425.05 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 4.323 9375000.00 1568057.92 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 3.500 492365.62 51059.85 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 3.500 12561150.62 1638795.57 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 4.500 8406596.87 1290598.60 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 4.500 7330826.87 6713296.98 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2030-01-25 2.210 15622800.00 16154545.43 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2039-05-01 4.000 384833.12 6479.70 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-01-15 4.000 7418610.00 252522.72 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2020-09-25 2.597 38.75 1.01 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-05-15 4.000 8927246.25 432488.81 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-04-25 2.277 58275.00 10372.21 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-25 2.099 5652443.12 937528.75 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-09-25 2.016 361998.12 58373.44 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2027-07-25 1.204 8.75 0.59 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2054-01-15 6.500 1220827.50 1186203.61 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-07-01 2.930 2625000.00 630691.02 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-11-01 3.000 8833960.00 3544210.48 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-04-01 3.500 1534510.00 876470.59 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 5.000 1113040.62 1211757.13 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 3.500 476593.75 497116.19 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-01-01 2.629 98726.25 104470.61 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-02-01 3.266 475000.00 512848.35 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-01 0.000 6304277.50 6558787.48 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-01 0.000 8044283.75 8331440.54 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 4.000 870065.00 942425.47 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-11-01 4.000 703144.37 762621.20 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-01 4.000 1008920.00 1097184.37 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-11-01 4.500 654110.62 699323.85 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 3.000 7689290.62 7572804.80 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 4.500 97802.50 105938.25 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-01 5.000 757186.25 827661.18 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-11-01 4.000 702751.25 759207.82 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 4.000 3344038.12 3629932.47 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-01 3.500 2094225.00 2247618.60 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-01 3.500 3768097.50 4030138.53 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-01 3.000 24561.25 25269.44 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-01 3.500 1125515.62 1176236.98 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 3.500 115625.00 109848.39 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-01 3.000 3452193.12 3611846.70 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-02-01 4.309 11877462.50 333341.69 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-02-01 2.500 4010723.12 4079392.31 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-02-01 2.500 1250607.50 1280484.51 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-02-01 3.000 6274504.37 6502243.78 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-11-20 5.000 69958.12 72740.34 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-20 5.000 1029090.00 1041231.83 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-20 5.000 71994.37 77896.25 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-11-20 4.000 1642876.25 1742814.21 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-15 3.439 62500.00 69300.83 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2069-08-20 4.767 625.00 684.78 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2061-08-15 3.149 204678.12 213972.25 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-20 3.500 302528.75 313013.54 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-20 4.500 26449.37 27950.08 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-20 3.500 625.00 646.72 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-20 2.500 1151045.00 1175882.24 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-20 4.500 1290454.37 1363676.04 Agency Debentures and Agency Strips Government National Mortgage Association-Agency 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Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-07-01 4.000 5360961.00 4724790.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-11-01 4.000 376485.00 327853.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2038-01-01 3.000 1024.00 856.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-03-01 4.000 786102.00 736776.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-10-01 4.000 6975763.00 5072922.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2029-10-01 2.459 6541.00 6849.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency 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2IGI19DL77OX0HC3ZE78 2049-11-01 3.500 249050.00 263684.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-09-01 4.000 941088.00 802024.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-03-01 4.000 104965094.00 71138324.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-09-01 3.500 10863872.00 11159428.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2038-04-01 3.000 2272.00 1975.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2038-07-01 4.000 1024.00 791.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 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35229.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2045-08-15 2.875 86444900.00 105606863.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2024-07-31 2.125 1900500.00 1986152.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2022-08-31 1.625 4395500.00 4487147.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2022-10-31 2.000 100.00 103.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2028-01-15 0.500 7969000.00 8788240.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2023-01-31 2.375 392200.00 407223.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2021-05-15 2.625 2400.00 2458.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2028-11-15 3.125 260200.00 302215.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2022-02-15 2.500 8028400.00 8247919.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2026-03-31 2.250 8979300.00 9623500.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2024-08-15 2.375 86315600.00 91112866.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2021-10-31 2.000 1178000.00 1201943.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2021-04-15 0.125 21580900.00 23437251.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2021-05-31 1.375 600.00 603.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2023-06-30 1.375 100.00 101.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2022-03-31 1.875 1182100.00 1209578.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2025-06-30 2.750 100.00 108.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2028-07-15 0.750 39800.00 44308.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2026-09-30 1.625 60298000.00 62301354.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2022-10-15 1.375 1000.00 1012.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2024-10-15 0.125 16393000.00 16813232.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2026-12-31 1.750 200.00 207.57 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-03-06 2020-04-13 2020-04-13 N N N 0.0155 350000000.00 350000000.00 0.0056 N N N N - N/A - CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 36027 0000091154 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2023-12-08 2.250 10000.00 10436.58 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2024-02-13 2.500 1420000.00 1493192.00 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2024-08-15 1.500 1000000.00 1015571.66 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2024-09-26 2.049 1150000.00 1157154.02 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2025-02-12 1.820 10730000.00 10759581.41 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2021-10-07 1.375 193000.00 194570.13 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2024-02-05 2.500 27000.00 28388.53 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2024-10-15 1.625 38768000.00 39752903.19 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2025-01-07 1.625 1104000.00 1128162.87 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2024-01-17 1.875 1000.00 1003.15 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2025-02-18 1.899 120939000.00 121100789.50 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2024-02-14 1.750 76046000.00 76131061.67 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2024-09-06 2.625 2070000.00 2227300.67 Agency Debentures and Agency Strips Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 250000000.00 250000000.00 0.0040 N Y Y N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 261700PLI2HF5NCF2442 4257 0001335241 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-07 0.000 2758738.09 2754255.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-14 0.000 3712063.49 3704966.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-21 0.000 5736825.39 5724261.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-26 0.000 859713.90 858731.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-23 0.000 746192.25 744472.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-21 0.000 5391434.76 5373535.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-18 0.000 2673630.60 2662027.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-16 0.000 16873184.60 16784819.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-13 0.000 216008.34 214683.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-05 0.000 32869444.82 32861161.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-10 0.000 2362492.19 2345938.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-08 0.000 733132.53 727240.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-05 0.000 675325.58 669375.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-09 0.000 3442432.69 3436484.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-16 0.000 6092846.03 6080508.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-30 0.000 19108690.47 19059370.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-07 0.000 896632.06 894132.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-03 0.000 1127319.93 1116858.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-04 0.000 1203720.95 1199098.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-25 0.000 1518672.66 1511715.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-03 0.000 1552317.46 1552053.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-10 0.000 10798.73 10793.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-17 0.000 34083492.06 34057418.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 0.000 9663176.19 9650053.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-20 0.000 9234601.58 9176238.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-08-15 0.000 1833084.44 1107732.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 8.750 101.23 105.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-15 8.750 909489.30 942244.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-15 7.875 168.73 179.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 8.125 168.73 186.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-15 8.000 67.49 76.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-15 7.250 202.47 233.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-11-15 7.625 2564900.88 3067016.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 7.125 6749476.31 7949294.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 6.250 6074521.93 7146372.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-11-15 7.500 506.19 665.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-02-15 7.625 506190.47 666341.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-08-15 6.875 202.47 264.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-02-15 6.000 3037142.85 3895189.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-08-15 6.750 236.22 318.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-11-15 6.500 33.74 45.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-08-15 6.375 67.49 92.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-11-15 6.125 101.23 139.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-04-15 3.625 74848.69 157595.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-08-15 5.500 67.49 90.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-11-15 5.250 337.46 453.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-02-15 5.250 4556051.74 6100434.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-04-15 3.875 1830047.30 3969739.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-08-15 6.125 269.96 387.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-05-15 6.250 506.19 754.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2032-04-15 3.375 10479323.96 21835803.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-15 2.000 266829.87 392787.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2036-02-15 4.500 4119985.52 5901579.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-01-15 2.375 1201729.93 1814686.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-01-15 1.750 56119.65 79741.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2038-05-15 4.500 269.96 400.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-01-15 2.500 3670690.85 5472904.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-02-15 3.500 3375041.87 4443651.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-08-15 4.500 67.49 100.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-02-15 2.125 7438097.84 12443685.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-05-15 4.375 5572752.19 8284393.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-11-15 4.250 18425535.80 27044644.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-02-15 2.125 77953.33 130087.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-05-15 4.375 7731215.87 11562846.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-11-15 3.125 303.71 384.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-02-15 0.750 4448874.34 5736479.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-05-15 3.000 22276025.52 27717253.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-08-15 2.750 16231976.25 19295796.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-11-15 2.750 4218490.19 5043764.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 3.125 16873015.87 21271576.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 0.625 8516654.76 10534768.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-02-15 1.375 382511.26 543198.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-02-15 0.750 26076031.17 32487420.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-11-15 3.000 16240109.04 20414691.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 2.500 168.73 193.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 1.000 9012991.39 11826210.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-05-15 2.500 28145945.26 32466391.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-08-15 2.250 16535859.26 18114266.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-02-15 0.875 242971.42 306678.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-11-15 2.750 27283936.63 33205824.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2049-02-15 1.000 11897635.93 15017966.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2049-08-15 2.250 18641982.85 20639910.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2049-11-15 2.375 30066026.98 34363693.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2050-02-15 2.000 2670998.41 2804111.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2050-02-15 0.250 1501698.41 1538297.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-31 1.125 236.22 237.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-15 1.500 33.74 33.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-07-31 2.125 1682880.85 1758725.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-15 1.500 18021157.11 18040002.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-08-15 2.250 29248191.90 31398915.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-31 1.625 1687234.09 1722413.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-08-31 1.875 25309895.01 26383375.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-15 1.375 1401506.44 1410294.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-09-30 1.875 33746132.98 34676704.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-09-30 2.125 1349841.26 1422310.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-15 1.625 101.23 102.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-10-31 2.000 15050865.14 15503495.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-15 1.750 17121116.69 17257025.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-11-30 2.125 84162.60 88505.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-15 2.000 67.49 68.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-01-31 2.500 2122017.96 2266014.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-15 2.250 17176.73 17348.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-02-28 2.750 438394.69 478948.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-28 2.625 13428693.39 14205716.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-03-15 2.375 539.93 552.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 2.250 16936289.68 17101652.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-15 2.375 24931939.46 25469350.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-04-15 0.625 31698221.30 33724458.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-30 2.375 23622357.20 23837572.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-30 1.543 134.98 135.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-05-15 2.875 9449125.11 10720063.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-31 2.500 134.98 136.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-08-15 2.875 16130636.92 18230955.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 2.750 1687267.84 1726955.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-31 2.750 15398854.22 16476842.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 2.625 1768292.06 1802078.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-08-31 2.750 27860723.80 30606522.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 2.750 168.73 171.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 2.875 2068193.04 2108642.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.555 1674815.55 1676543.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-11-15 3.125 30983682.82 35986755.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-11-30 2.875 134.98 148.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-30 2.875 1687267.84 1808278.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 2.750 35425133.04 36043737.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 2.500 5299443.07 5374335.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-12-31 2.625 6317932.06 6862820.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-12-31 2.625 236.22 250.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-01-15 0.875 17855599.07 19968390.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-31 2.500 30844109.23 31245486.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-31 2.500 168.73 178.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-31 2.625 10284103.17 11154953.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-28 2.500 33.74 34.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-02-28 2.500 168.73 183.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-02-29 2.375 8767354.03 9302774.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-15 2.375 168.73 174.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-03-31 2.250 1951802.98 2091830.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-15 2.250 33746031.74 34824239.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-04-15 0.500 1457457.36 1534304.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-30 1.649 3634447.61 3640224.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-04-30 2.250 674954.38 711096.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-05-15 2.375 25333146.03 27888524.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-05-31 2.125 4485826.25 4760876.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-15 1.750 26992303.42 27486237.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-06-30 1.750 1687267.84 1737340.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 1.625 34016033.74 34293057.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-15 1.750 16873015.87 17161753.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 2.000 134.98 136.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 2.375 4406050.63 4462754.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-15 0.625 16407928.06 18721797.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-31 2.125 3206075.49 3235874.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-02-15 2.750 202.47 215.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-03-31 2.250 17502278.12 17854822.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-08-15 2.375 1413250.06 1491795.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 2.125 303.71 310.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-11-15 2.250 2152423.14 2277630.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-30 1.875 16752238.82 17040890.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 2.125 8826612.06 9013509.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-01-15 0.250 952178.03 1061409.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-01-31 1.500 881378.85 888424.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-28 1.750 33.74 34.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.750 573.68 585.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.375 55984.66 56288.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-30 1.375 371.20 372.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-31 1.875 67.49 69.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-09-30 1.750 31680437.14 32432528.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 1.375 236.22 237.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.375 269.96 271.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-10-31 1.875 31738311.58 32574340.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-11-30 2.000 29381859.93 30237901.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 1.625 2294.73 2309.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 1.750 371.20 373.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-31 1.375 202.47 202.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 3.500 506.19 513.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-15 1.250 28455666.34 33835243.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-15 2.625 236.22 237.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-01-31 1.750 2099509.36 2141302.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-28 1.500 1552452.44 1582226.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-15 2.625 2850628.53 2898268.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-15 1.125 4355971.52 5178365.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-03-31 1.500 168.73 171.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-15 0.125 26670602.50 28964761.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-30 1.375 19532743.11 19653318.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-15 3.125 26996825.39 27851826.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-04-30 1.625 30232901.11 30882519.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-05-31 1.625 134.98 137.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-15 2.000 1483543.04 1513211.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 1.125 134.98 135.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-06-30 1.375 1643263.01 1661435.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-01-15 0.125 24280776.03 27742046.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-15 2.000 336886.63 342821.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-09-30 1.375 7424194.47 7537063.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 1.125 1333305.71 1338347.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-31 1.250 3375109.36 3393958.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-15 0.125 9615189.33 10882547.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-15 1.625 2023142.09 2050165.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-30 2.125 269.96 281.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-30 1.750 374648.44 380153.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 2.000 13756502.34 14013360.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-01-15 0.125 8933047.04 10052289.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 2.000 30675.14 31502.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.125 168.73 169.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-12-31 2.250 202.47 211.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-31 2.250 20153501.36 21072032.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-02-15 2.250 24164790.92 25851096.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-30 1.125 1682644.63 1687443.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-31 1.375 1627706.09 1632379.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.875 236.22 237.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-15 0.375 1216476.95 1377773.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 2.000 301082.09 302228.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 2.500 13559121.80 14212167.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 2.125 33.74 34.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 2.000 33.74 34.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-28 1.875 35143049.96 35985551.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-15 1.625 573.68 577.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.750 539.93 544.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-31 2.000 26996859.14 27390150.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 2.125 472.44 479.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-07-15 0.125 19561292.25 21649208.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-07-31 2.250 404.95 411.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-30 1.750 23302174.85 23750723.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-15 1.500 5412863.49 5442151.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-30 1.875 16313304.19 16677275.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-04-30 2.000 1687099.11 1759110.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-05-15 2.375 8382750.50 9106860.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 1.500 25478.25 25582.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-05-31 1.875 881783.80 900830.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 2.125 134.98 138.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.625 1160863.49 1164513.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 1.625 236.22 236.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-15 1.500 28684126.98 28770000.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 1.750 303.71 309.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-06-30 2.000 8436676.66 8780401.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 2.500 269.96 271.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 2.625 404.95 407.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 1.553 1851982.22 1854132.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-31 2.750 33746132.98 35676256.03 U.S. Treasuries (including strips) United 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30693365.71 31284081.46 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 2126000000.00 2126000000.00 0.0342 N Y Y N - N/A - DAIWA CAPITAL MARKETS AMERICA DAIWA CAPITAL MARKETS AMERICA 36977 0000026617 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2020-04-23 0.000 420.00 419.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-06-18 0.000 162000.00 161381.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-09 0.000 3360.00 3354.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-16 0.000 2220.00 2215.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-14 0.000 780.00 777.60 U.S. 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Agency Strips 2020-03-04 0.000 50527400.00 50523408.33 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips 2020-03-18 0.000 210000.00 209863.50 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-10-01 3.500 4394276.59 4570482.14 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-06-01 4.200 779.09 203.20 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2021-06-25 0.000 15800214.49 367.52 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2021-10-25 0.000 3252900.00 391.00 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2023-07-25 0.000 44100.00 21.47 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency 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2020-05-31 2.500 75180.00 75840.34 Agency Debentures and Agency Strips United States Treasury-U.S. Treasuries (including strips) 2022-07-15 1.750 209930.00 214261.14 Agency Debentures and Agency Strips United States Treasury-U.S. Treasuries (including strips) 2020-11-15 2.625 17499930.00 17806110.79 Agency Debentures and Agency Strips United States Treasury-U.S. Treasuries (including strips) 2024-05-31 2.000 280.00 293.33 Agency Debentures and Agency Strips United States Treasury-U.S. Treasuries (including strips) 2023-05-15 0.000 30.51 29.54 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-02-01 4.006 12845154.00 4501088.53 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-03-01 5.500 783.29 86.64 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-08-01 4.259 2333.09 94.17 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2022-02-01 6.030 825001.79 685824.79 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-06-01 6.000 34667.50 135.01 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-01 2.689 3146553.89 1876463.74 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 2.884 2789031.00 1292944.74 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 4.500 3975913.19 3664658.38 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-01 4.500 5139166.89 4743686.77 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 4.500 2768698.79 2480114.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 4.500 2456176.79 2367170.58 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 4.500 3046754.89 2797367.42 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-01 4.000 1527462.29 1172834.46 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 4.000 19950765.09 18472269.71 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-11-01 3.500 5190962.69 4375327.43 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-01 4.000 6594000.00 5619777.57 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-04-01 4.000 1311817.50 1232675.05 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 3.000 2386034.00 2376289.52 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 4.500 3382430.09 946717.59 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 4.000 1242090.50 1125699.49 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-10-01 2.565 2378849.19 2504385.23 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-01 2.491 3670766.39 1958146.16 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-01 4.000 33620170.50 27255186.36 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-01 4.000 309659.00 264258.18 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.500 937930.69 967254.84 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.000 2507508.50 1801063.68 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-03-01 3.500 4829477.79 3470771.24 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 4.500 1194405.09 1237616.00 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-04-01 3.500 1384869.50 1286211.60 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 4.000 1351451.50 1140319.95 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-09-01 3.000 7872059.99 7670033.90 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-01 3.000 2315209.39 2368597.90 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-01 5.500 19642.00 12618.49 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 4.000 4499047.00 4135693.87 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-10-01 3.500 7888871.89 8264674.62 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-01 3.500 79100.00 79865.80 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-01 3.500 6076305.19 5943727.28 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 3.000 33809036.79 33778423.77 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-03-01 3.000 3852333.79 4001850.57 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 3.500 5286554.00 5584187.82 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-02-01 4.500 7704137.69 8207981.45 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-04-01 5.500 18666013.09 791086.00 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 5.500 2149.00 145.71 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-01 3.500 9800000.00 4662225.92 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-09-01 3.500 150500.00 142431.70 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-09-01 4.500 7307.29 6091.51 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-01 3.500 990973.89 1033253.80 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-01 4.000 6076737.09 6432262.68 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-03-01 4.500 38841.59 43.84 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-06-01 5.500 6717.19 420.41 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 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9695005MSX1OYEMGDF46 2032-04-15 3.375 46305780.00 96487513.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-01-15 2.375 600.00 927.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-01-15 2.375 4200060.00 6342348.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2037-02-15 4.750 36000000.00 53658915.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2040-02-15 2.125 840.00 1405.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2040-05-15 4.375 33933360.00 50444966.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2040-08-15 3.875 360.00 499.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2042-02-15 3.125 44703060.00 56354736.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2042-05-15 3.000 21940920.00 27300293.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2042-11-15 2.750 29481780.00 35249379.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2043-02-15 3.125 1800.00 2269.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2043-05-15 2.875 2135580.00 2607016.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2043-08-15 3.625 39537240.00 53826577.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2043-11-15 3.750 6966840.00 9734259.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2044-02-15 3.625 11805240.00 16106888.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2044-05-15 3.375 3912000.00 5181739.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2044-08-15 3.125 5664240.00 7177985.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2044-11-15 3.000 12201960.00 15259330.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2045-02-15 2.500 120.00 137.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2045-02-15 0.750 14484480.00 18045821.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2045-05-15 3.000 10591200.00 13277274.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2045-08-15 2.875 52728480.00 64416632.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2046-02-15 1.000 11245800.00 14755943.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2046-05-15 2.500 14176800.00 16352960.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2046-11-15 2.875 15000060.00 18578523.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2047-02-15 3.000 28286400.00 35669162.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2047-02-15 0.875 3092580.00 3903449.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2047-05-15 3.000 82905120.00 105220180.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2047-08-15 2.750 27900000.00 33726416.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2047-11-15 2.750 51157680.00 62261285.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2048-02-15 3.000 6359400.00 8061305.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2048-02-15 1.000 14999940.00 19174479.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2048-05-15 3.125 22335420.00 29160329.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2048-08-15 3.000 16589340.00 21094082.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2048-11-15 3.375 2509860.00 3435015.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2049-02-15 3.000 20961780.00 26754702.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2049-05-15 2.875 3565200.00 4480929.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2050-02-15 2.000 1920.00 2015.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-08-15 1.500 60.00 61.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-08-15 2.250 540.00 579.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-08-31 1.875 3000000.00 3127240.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-02-15 2.750 94338600.00 105202835.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-02-28 2.750 7500000.00 8193783.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-02-28 2.625 21939600.00 23209088.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-03-31 2.500 6891900.00 7255614.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-03-31 2.625 193362000.00 209693338.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-04-15 2.375 2040360.00 2084340.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-04-15 0.625 47130000.00 50142678.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-05-15 2.875 60.00 68.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-05-31 2.875 60.00 65.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-05-31 2.750 60.00 63.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-06-15 2.625 29999940.00 30700411.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-08-15 2.875 2790000.00 3153276.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-08-31 2.750 60.00 65.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-09-15 2.750 60000000.00 62189472.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-10-15 2.875 29514540.00 30639134.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-10-31 3.000 5061240.00 5620203.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-11-15 2.875 54456660.00 56478269.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-11-15 3.125 5504280.00 6393080.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-11-30 2.875 39599880.00 43635490.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-11-30 2.875 30000000.00 32151590.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-12-15 2.625 2639400.00 2722517.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-12-31 2.625 11814000.00 12832896.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-01-15 2.500 120.00 123.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2029-01-15 0.875 14118240.00 15788802.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-01-31 2.500 49199940.00 51908548.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-01-31 2.625 6781740.00 7356012.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2029-02-15 2.625 4200000.00 4681015.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-04-30 2.375 15360000.00 16562068.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2029-05-15 2.375 1527840.00 1681954.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-05-31 2.125 23015580.00 23395691.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-06-30 1.750 60.00 61.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-07-15 1.750 2850060.00 2898831.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2029-07-15 0.250 139555440.00 146920832.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-07-31 1.750 660.00 665.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-02-15 2.750 13200000.00 14050900.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-08-15 2.375 6000000.00 6333469.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-10-31 2.000 540.00 550.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-01-15 0.250 5590800.00 6232163.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-01-31 1.500 600.00 604.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-03-31 1.375 319800.00 321533.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-08-15 2.000 52810440.00 55195585.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-09-30 1.750 4199940.00 4299646.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-09-30 1.375 120.00 120.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-11-15 2.250 24000000.00 25585449.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-12-31 2.125 1062000.00 1095941.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-01-15 0.625 6000060.00 6840209.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-05-15 3.500 600.00 608.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-07-15 1.250 35360160.00 42045039.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-02-15 1.625 688800.00 706771.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-02-28 1.500 8329200.00 8488943.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-11-15 2.625 60.00 61.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-01-15 1.125 6000180.00 7132995.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-04-30 1.375 530400.00 533674.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-05-15 3.125 12000000.00 12380045.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-05-15 1.625 8138520.00 8385829.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-08-15 2.125 8998200.00 9127314.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-11-15 2.000 80904000.00 82521936.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-07-15 0.125 59343720.00 65476912.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-07-31 1.250 59999940.00 60360031.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-01-15 0.125 9085200.00 10380312.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-02-15 2.000 49501140.00 50373265.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-09-30 1.375 2993940.00 3039456.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-10-31 1.625 9000000.00 9216901.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-08-15 1.625 180.00 182.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-11-15 1.625 1860.00 1894.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-11-15 2.000 4129200.00 4362207.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-11-30 1.750 120.00 121.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-02-15 2.000 25789140.00 26484448.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-01-31 1.875 2518740.00 2557509.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-02-15 2.250 579000.00 619404.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-07-15 0.375 120.00 135.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-08-31 2.125 599940.00 608415.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-02-28 1.875 60.00 61.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-03-31 2.125 2281320.00 2393371.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-11-15 2.750 1335300.00 1425489.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-05-15 2.500 60.00 63.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-04-30 1.875 34200060.00 34963108.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 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Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-06-01 3.285 13334360.00 14861674.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-08-01 3.180 17842000.00 19622465.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-10-01 2.509 5295.00 5640.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-11-01 3.169 3000.00 3361.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-01-01 2.259 21205900.00 22069022.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-04-01 2.500 4412480.00 3465289.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 4.500 8210432.00 6293141.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 4.000 17260439.00 16014861.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-11-01 3.044 6725963.00 6726126.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-01 2.802 29806854.00 30320796.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 3.608 2328231.00 1714560.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 2.745 136658.00 136085.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-01 4.000 12709339.00 13560902.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-11-01 3.500 2612641.00 2159960.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 4.000 47450007.00 42983504.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-01 3.500 22988896.00 24543184.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 5.000 4846189.00 5172277.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-04-01 3.209 1840000.00 56450.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-05-01 4.278 16342744.00 225147.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2022-09-01 5.000 106457.00 0.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed 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Mortgage-Backed Securities 2020-06-01 5.000 1060.00 0.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-02-01 3.888 47636800.00 6114897.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-08-01 4.128 46619352.00 1513120.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2062-11-20 4.352 1776.00 314.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2062-05-20 4.078 609990.00 10911.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2062-12-20 4.384 105122.00 16018.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2063-02-20 4.360 530420.00 16428.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2062-09-20 3.963 666308.00 53197.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2063-01-20 4.283 840000.00 28532.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2063-11-20 4.341 227564.00 24516.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2063-03-20 4.429 1222378.00 457825.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2064-01-20 4.320 965000.00 160125.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2028-10-20 4.000 1000.00 198.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-20 3.500 5300.00 3534.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2037-08-20 6.000 1000.00 474.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-20 3.000 189173231.00 193105245.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-20 3.500 85713342.00 87420143.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-20 3.000 101274128.00 104193144.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-20 3.500 94378322.00 98438005.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2069-01-20 4.363 5107184.00 6156513.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2059-12-15 3.060 20000000.00 21537373.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2068-11-20 4.089 157112.00 168429.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2069-08-20 4.288 1491252.00 1746433.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2070-01-20 3.435 5318881.00 5769916.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-20 6.000 411110.00 370106.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2055-01-15 2.870 2692872.00 2855971.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2060-01-15 3.279 35727800.00 39240461.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2069-12-20 3.400 3808001.00 4128764.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2055-02-15 3.000 26730800.00 28686719.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-20 3.500 580480.00 606869.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2070-01-20 4.756 3469586.00 3842843.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-20 3.500 6996680.00 7354749.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-20 3.500 6659070.00 6975109.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-20 3.500 238464.00 247122.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2070-01-20 3.508 23674175.00 25811148.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2063-10-20 5.073 1851934.00 20365.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2064-01-20 5.067 1543956.00 16390.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2069-11-20 4.798 1010535.00 1108870.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-09-15 3.350 799796.00 884421.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2060-07-15 4.320 1375569.00 1549150.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2064-10-20 4.468 1243.00 73.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2061-11-20 2.423 1954781.00 937066.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2026-06-15 7.000 3730.00 13.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2031-07-15 7.000 3461.00 14.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2061-05-20 5.250 1008.00 16.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2062-11-20 3.076 6255.00 655.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2038-12-15 5.000 1461.00 91.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2061-05-20 4.700 46133.00 584.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2061-01-20 4.650 1030000.00 31113.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2060-12-20 4.650 15746579.00 3973397.77 Agency Mortgage-Backed Securities Y 2020-03-02 2020-03-02 2020-03-02 N Y NOMURA SECURITIES CO LTD 1.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0161 1400000000.00 1400000000.00 0.0225 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 27042750.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 0.000 25000000.00 16543125.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-11-15 0.000 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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) 2021-08-31 1.125 65300.00 65606.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-07-31 1.875 100.00 101.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-31 1.625 614500.00 627312.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-06-30 2.625 56776000.00 59841041.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-31 2.750 5128400.00 5487410.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-31 2.625 100.00 101.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-10-31 2.875 53577400.00 57473442.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-11-30 2.875 1000.00 1071.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-12-31 2.500 29040600.00 29451007.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-07-15 1.750 78654000.00 79999957.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-01-31 1.500 75463000.00 76066239.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-31 2.000 83000.00 83316.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-15 2.500 100.00 104.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-03-31 1.875 61493100.00 62922547.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-31 1.500 57291600.00 57980748.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-12-15 1.625 100.00 101.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 1.375 79313800.00 79999949.34 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 500000000.00 500000000.00 0.0081 N Y Y N - N/A - RBC DOMINION SECURITIES INC/CANADA RBC DOMINION SECURITIES INC/CANADA 36026 0000029617 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury-U.S. Treasuries (including strips) 2023-06-30 2.625 96471400.00 101679389.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed 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BANK OF CANADA NY 983 0000352613 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2027-10-15 3.000 23728961.00 466733.37 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2032-11-15 3.500 23147628.00 984900.27 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2032-12-15 3.500 16531629.00 713676.00 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2042-08-15 0.000 1824440.00 658484.37 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2042-08-15 0.000 6292999.00 2244095.56 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-10-01 4.000 2237812.00 1502234.31 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips 2033-07-11 3.930 25000.00 26957.07 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-09-01 3.500 10573845.00 9260587.38 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-08-15 4.291 26972415.00 1874321.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2043-01-15 4.500 44768995.00 2255822.56 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2044-03-15 4.000 11879382.00 894119.20 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2033-12-15 4.000 16520767.00 772711.23 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2047-11-15 4.000 11404616.00 1317604.42 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-09-15 4.000 6700324.00 620476.97 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-09-01 3.113 18373.00 18234.79 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-03-01 4.500 1648780.00 1605634.86 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-08-01 4.000 2824599.00 1438423.42 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-06-01 4.000 1186848.00 1062616.17 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-10-01 3.000 1180360.00 1185104.64 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-12-01 3.000 7051402.00 7165530.07 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-01-01 3.000 30399888.00 31050045.42 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-06-01 4.000 5515820.00 1626520.37 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2043-09-15 0.000 23000000.00 10238253.54 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2043-09-15 0.000 1094000.00 518651.93 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-06-01 4.000 2811916.00 2177762.72 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-05-01 4.000 15969029.00 13841815.47 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-12-01 4.500 835708.00 723487.93 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-08-01 4.000 11278285.00 9355388.54 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-01-01 4.500 2380385.00 2214002.21 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-01-01 3.000 1554396.00 1617707.25 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips 2034-08-21 2.950 3000.00 3009.01 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-08-01 3.500 2049537.00 2065751.50 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 2.500 400000.00 404088.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 4.000 200000.00 211416.22 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-01-25 4.873 114950942.00 8502586.94 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-08-25 4.473 20603000.00 612037.88 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 4.373 43643869.00 2800986.91 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 4.473 20869527.00 762852.65 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 2.311 9078394.00 2902084.28 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 4.523 37765051.00 1997418.52 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 4.523 62500000.00 3798057.69 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 3.474 28200663.00 17036047.16 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-10-25 3.000 9237480.00 236632.86 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 4.473 53982840.00 3639079.95 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-25 3.500 17702571.00 581052.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-03-25 4.473 30514527.00 2893563.40 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-03-25 3.447 20000000.00 8352489.46 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-03-25 4.573 36000000.00 2602658.20 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-07-25 4.000 7216909.00 226274.96 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-04-25 3.447 50000000.00 48230428.17 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 0.000 8707000.00 4154376.12 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-05-25 5.000 32329211.00 547629.80 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 0.000 5020638.00 2383444.82 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-25 0.000 5284080.00 2482826.22 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-25 0.000 6348389.00 4610674.76 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-05-25 3.500 21409570.00 461785.12 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-25 4.746 869517.00 430498.61 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-25 0.000 4152133.00 3192954.29 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-06-25 6.000 35294937.00 2542780.47 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-05-25 6.000 45844380.00 3678310.51 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-02-25 3.500 11000000.00 611117.63 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-25 4.023 153093985.00 8632558.18 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-25 4.473 20000000.00 962718.81 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-25 4.623 30200841.00 2496970.18 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-25 5.000 5391263.00 2197823.83 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-25 4.473 31000000.00 2595202.13 Agency Debentures and Agency Strips Federal National 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Association-Agency Collateralized Mortgage Obligation 2049-07-25 4.423 20276372.00 2346898.52 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 2.076 429063.00 381692.32 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 4.423 26281074.00 2559319.99 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 2.076 13789008.00 13181047.63 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 4.423 15738557.00 2690076.27 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 4.409 9514836.00 1896748.97 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 3.973 18768837.00 3062859.97 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 4.423 12306266.00 727529.82 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 3.500 14319571.00 814644.27 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-25 4.500 3720454.00 588091.17 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2035-10-01 5.500 37547424.00 213161.51 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2035-03-01 5.000 32046712.00 199942.82 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2035-03-01 5.000 39738301.00 270083.38 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2037-09-01 6.000 41835049.00 156984.90 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2039-10-01 5.000 110882686.00 955855.97 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-11-15 4.891 46510558.00 158224.61 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-02-15 4.258 6000000.00 6509421.88 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-03-15 5.790 14000000.00 3464339.37 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-06-15 4.941 3973806.00 29208.84 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-05-15 4.791 46220588.00 1933448.27 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-10-15 4.391 62969777.00 264599.71 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-04-15 4.991 3080069.00 35951.25 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-12-15 4.851 65714285.00 3191348.25 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 4.291 25742360.00 1519745.61 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 4.281 85892593.00 4194658.94 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-03-15 5.500 32181818.00 1439757.93 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-03-15 4.791 19798559.00 825760.18 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2027-05-15 3.000 82083333.00 1196758.47 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-08-15 4.991 34114911.00 798488.69 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2027-06-15 7.982 300000000.00 32180361.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-07-15 4.391 16199589.00 820340.80 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-05-15 4.341 18000000.00 657685.81 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-08-15 4.391 46819626.00 2509807.25 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 4.941 25000000.00 1928542.51 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 6.000 71242350.00 1744313.18 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-01-15 3.500 5357233.00 283941.22 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-10-15 3.000 7380595.00 258301.40 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-02-15 4.000 53250000.00 4419430.89 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-03-15 4.441 22243120.00 1967908.94 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-04-15 4.000 6250000.00 281115.56 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-07-15 3.433 20000000.00 14791468.05 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-05-15 4.000 7012191.00 108114.14 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-10-15 4.191 2802123.00 617685.10 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-03-15 5.840 500000.00 290259.14 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-02-15 4.441 66345563.00 3019033.28 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-07-15 4.441 70000000.00 3098933.32 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-03-15 4.491 66000000.00 2445682.66 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-05-15 4.341 25053150.00 2150832.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-06-15 4.541 50000000.00 2432515.29 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-07-15 4.541 61834251.00 2689455.57 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2050-11-15 4.341 23484774.00 1319992.34 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-09-15 4.441 40958642.00 3438623.68 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-07-15 3.500 36552141.00 666390.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-12-15 3.000 814546.00 1000668.27 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-02-15 3.000 10119166.00 72387.12 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-01-15 4.491 22285714.00 1800064.19 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-07-15 6.000 37038563.00 2399822.69 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-04-15 6.724 2446030.00 534706.64 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-04-15 5.500 42094518.00 3158213.18 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-05-15 4.441 22368052.00 1350646.74 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-04-15 3.500 14285714.00 1174929.48 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-02-15 4.241 6666666.00 217483.81 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2034-01-15 3.000 23333333.00 1393599.49 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-05-15 4.441 61160104.00 4641427.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-05-15 4.441 58365893.00 4833525.59 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-06-15 4.241 18318856.00 1848615.75 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-08-15 4.441 27728021.00 2436435.10 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-05-15 3.500 33920285.00 1543397.72 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-02-15 4.341 8552292.00 1055105.29 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-08-15 0.000 910682.00 359347.53 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-08-15 3.000 7947.00 6100.54 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-15 4.241 25000000.00 2923514.28 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-10-15 9.582 1000000.00 1413860.21 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-15 4.000 24905135.00 2673037.69 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-12-15 4.541 30934438.00 4751369.15 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-11-15 4.491 6691778.00 828547.86 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-08-15 4.441 9729358.00 1575739.19 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-08-15 4.441 42323839.00 6019097.07 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-08-15 4.441 26045439.00 3763284.85 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-08-15 4.441 17492338.00 2748756.21 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-10-15 4.891 17174967.00 1770636.02 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-04-15 4.000 49787213.00 4614267.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-07-15 4.441 18144177.00 2715249.42 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2034-08-15 4.441 80979464.00 12722712.90 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-05-15 4.391 58886644.00 10092809.37 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-06-15 4.421 9800000.00 2205853.59 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-07-25 4.441 27965384.00 5333294.14 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-11-25 5.000 4106959.00 573981.29 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-08-25 4.391 7197067.00 810956.65 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-09-25 4.391 6000000.00 860774.19 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-10-25 2.108 4414189.00 4246253.88 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-11-25 2.108 12002048.00 11658867.11 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-07-25 4.500 2505086.00 386931.94 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-03-25 4.000 27459111.00 2885067.85 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-01-25 4.391 19154702.00 2938283.03 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-01-25 4.391 11500000.00 1945967.17 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-10-25 2.500 3242124.00 3232406.68 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-02-25 4.391 50000000.00 9551393.47 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-02-25 4.341 21605973.00 3440473.72 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-09-15 4.341 150500077.00 1032009.18 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-11-01 4.500 11669847.00 2627210.59 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-03-01 3.000 10013514.00 2350434.18 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-08-01 3.500 6586587.00 2660893.33 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-01 4.500 2046240.00 1486755.60 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-01 4.000 1110242.00 907466.22 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-11-25 7.000 147589139.00 252802.20 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-07-25 6.000 604179811.00 1634057.18 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-05-25 0.000 75000000.00 2677778.17 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-08-25 5.423 50492769.00 264802.81 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-03-25 4.973 50000000.00 564524.31 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 5.023 293000000.00 1988337.62 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 4.003 268645998.00 3882833.58 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2043-08-01 3.500 16438513.00 1082027.26 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2039-05-01 5.500 53608869.00 2413319.27 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2039-05-01 6.000 40332895.00 1985291.08 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2039-05-01 6.500 21155874.00 1111479.66 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2043-08-01 3.000 115768709.00 7380074.40 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2044-04-01 3.500 106646610.00 7674824.77 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2043-02-01 3.000 153827361.00 8393971.59 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2042-11-01 4.473 45000000.00 3408811.88 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-06-15 4.707 844641.00 9336.92 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-25 4.973 188178601.00 1797903.49 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-05-25 5.113 63752857.00 1321448.84 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-11-15 4.691 225000000.00 1840637.66 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-02-25 4.873 112500000.00 1284043.35 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-04-25 5.690 12500000.00 3248304.41 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2044-06-01 5.500 24931364.00 1735455.17 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2039-05-01 6.500 14112717.00 1084372.74 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-07-15 4.741 50000000.00 612245.69 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-25 4.603 118012223.00 2018713.81 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-10-25 5.500 103000000.00 1863646.01 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 4.373 109000000.00 3960992.69 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 4.403 135667226.00 3778834.45 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-07-25 9.069 11000000.00 2705024.13 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-06-01 4.500 2030741.00 1870427.88 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 3.500 1824966.00 1583783.42 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-02-01 3.500 760608.00 659514.48 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 4.000 109000.00 82248.07 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-11-01 3.500 1164272.00 1243152.28 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 3.500 1202747.00 1085680.37 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.000 10831585.00 10503998.43 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-01 3.000 3160510.00 3015494.35 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 3.000 1732681.00 1745571.11 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-01 3.500 4994698.00 5275879.35 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 3.500 3474911.00 3732660.61 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-01 4.000 108545.00 73564.54 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-01 4.000 13755460.00 10140198.74 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-01 3.500 29969996.00 31441211.67 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-02-01 2.500 14913430.00 15343458.75 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-01-01 2.500 6282476.00 6290069.75 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-01 3.000 2514601.00 2569477.63 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-02-01 2.500 7602862.00 7733033.63 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-20 4.500 4545295.00 2699735.36 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-20 4.500 1103.00 644.08 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-20 4.500 34110222.00 19627015.01 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-20 4.500 4029114.00 4363208.23 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-09-20 4.652 326802508.00 3391005.49 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-07-20 4.852 175000000.00 724250.81 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-10-20 4.902 161860000.00 579497.02 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-06-20 5.022 150000000.00 2483386.32 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-16 4.000 12998250.00 887617.83 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-20 3.500 9162287.00 288054.82 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-16 4.141 157025072.00 2237108.00 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-11-20 4.602 19234064.00 1310605.47 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-08-20 3.145 64689025.00 2517724.87 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-05-16 4.391 92857830.00 2061339.14 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-08-20 4.953 49696251.00 2949386.66 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-20 3.753 106421750.00 2173380.52 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-11-20 2.246 30473465.00 4318778.84 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-02-16 4.891 76318500.00 2666151.53 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-04-20 4.953 7235492.00 205323.84 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-05-16 0.000 15000000.00 2873451.43 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-05-16 4.451 87600000.00 2077589.29 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-16 4.441 38336781.00 1781802.68 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-16 5.081 41145581.00 1299975.47 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-16 4.991 7838483.00 385080.69 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-20 5.003 13336859.00 586818.53 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-16 4.941 20000000.00 2667727.09 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-06-20 3.500 12000000.00 472515.40 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-02-16 1.705 748954.00 326009.81 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-16 2.000 499000.00 215909.76 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-16 2.841 198453000.00 2959946.12 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-20 4.493 10198000.00 738771.05 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-20 4.453 43351408.00 4170804.27 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-20 3.903 43369209.00 931408.83 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-20 5.000 50469918.00 1414298.35 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-16 4.441 36200359.00 1918093.43 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-20 4.552 100013.00 8963.58 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-16 5.500 42848054.00 1131830.24 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-01-20 4.453 8266717.00 551657.06 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-20 4.552 3600000.00 132110.66 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-20 4.402 267673422.00 11464997.65 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-16 4.491 61118213.00 3341158.20 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-16 4.541 27708066.00 674303.34 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-20 4.503 20338910.00 571465.91 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-20 5.003 45694819.00 2391259.26 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-16 4.441 37514550.00 1649868.39 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-02-16 2.250 499000.00 267898.77 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-20 5.102 85277575.00 6037758.30 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-03-16 4.541 24713912.00 1313878.78 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-16 3.941 40000000.00 1861553.44 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-20 3.952 30000000.00 1671375.67 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-06-16 4.441 41406066.00 1778991.07 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-20 3.952 34400000.00 2776880.28 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 4.503 28571428.00 3458791.12 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-20 4.552 31000000.00 3110744.93 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-09-20 4.552 39093773.00 1334036.17 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-10-16 3.941 33572196.00 1796392.57 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-01-20 3.972 30478045.00 2522517.00 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-02-16 6.000 38029926.00 2671037.34 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-04-20 3.952 27191887.00 2226213.86 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-04-20 3.500 14503051.00 863637.99 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-20 4.000 21375000.00 1635674.48 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-20 4.052 37971611.00 2824531.00 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-20 3.000 5399324.00 84910.48 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-20 4.552 34844356.00 2216468.49 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-20 4.043 15000000.00 1127394.05 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-20 4.552 55000000.00 4473370.08 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-20 4.453 34187896.00 3727467.45 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-01-20 4.552 26432125.00 1569911.27 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-20 4.453 19021758.00 2165440.82 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-20 4.402 9387940.00 1186599.91 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-20 4.402 20142857.00 1900159.02 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-20 4.402 2000000.00 260471.81 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-06-20 3.000 21717923.00 334945.77 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-20 3.000 28106754.00 608595.52 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-16 5.000 38483022.00 1703405.44 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-20 4.602 34469963.00 5877063.23 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-20 4.453 12759009.00 1888970.04 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-20 4.000 81102125.00 6706203.12 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-20 4.500 16666666.00 2018584.62 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-06-20 4.552 1300000.00 223673.74 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-20 4.000 1048210.00 105371.72 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-20 4.000 12355625.00 1006016.75 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-20 4.500 2946870.00 319629.28 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 4.552 9250000.00 1381434.07 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-20 4.500 80588694.00 6281661.94 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 4.602 27790198.00 4303127.19 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 3.500 16862903.00 698238.58 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-10-20 2.084 616923.00 554434.51 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-20 4.000 3000000.00 293567.40 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-20 3.500 1600000.00 102580.61 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-20 3.000 28430723.00 850627.26 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-20 3.000 46321324.00 703529.13 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-20 3.000 6494942.00 313067.44 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-20 4.500 7188901.00 722335.73 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 4.500 50539873.00 5932347.87 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-20 3.000 37933512.00 1599335.69 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-03-20 5.000 7619663.00 719820.50 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-04-16 2.991 53136148.00 3286093.91 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-08-20 4.500 32118041.00 4136201.77 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-10-20 4.000 22349777.00 2038940.37 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-05-20 4.552 16114759.00 2547356.94 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-20 4.552 12096774.00 1764071.78 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-20 4.552 34291573.00 6457407.62 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 4.552 51000000.00 3487054.30 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 4.552 59625830.00 5772674.54 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 4.552 19565606.00 1253691.28 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-20 1.653 36550501.00 2088838.78 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-10-20 3.500 7057115.00 284983.64 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-20 2.153 50000000.00 4158961.43 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-10-20 4.602 56176322.00 8013431.28 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-20 4.552 30737202.00 1963210.86 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-20 4.453 107999334.00 16534405.03 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-20 4.472 45033333.00 6132148.67 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-20 4.453 35000000.00 5466660.28 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-20 5.000 12718112.00 1798136.66 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 4.402 55278077.00 5602301.02 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-01-20 4.500 81804594.00 9630797.87 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-02-20 3.952 5000000.00 808137.25 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 4.402 5000000.00 453383.63 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-20 4.500 3500000.00 611044.00 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 4.402 68102992.00 9017797.24 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-16 4.000 5070965.00 451378.62 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 4.402 50000000.00 6546383.85 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-20 3.500 88722637.00 3182214.47 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 4.000 27526408.00 1035169.66 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-20 4.000 9518780.00 247040.02 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 2.097 2734.00 2681.49 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 4.402 24088808.00 4395341.07 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 1.653 4900000.00 435312.90 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-03-20 3.500 118205669.00 2463194.76 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 4.402 37800000.00 6331565.49 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 5.000 3019680.00 353895.25 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 1.703 50000000.00 2567738.93 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 4.402 19349939.00 3664808.30 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 1.802 25000000.00 2265851.60 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 2.853 20000000.00 1883168.90 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 4.402 2000000.00 254628.83 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 3.000 3245000.00 1115394.11 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 4.402 30438018.00 4120849.44 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-20 4.387 37776886.00 6055110.14 Agency Debentures and Agency Strips Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 1100000000.00 1100000000.00 0.0177 N Y Y N - N/A - ROYAL BANK OF CANADA NY ROYAL BANK OF CANADA NY 983 0000352613 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-25 3.000 16953332.00 583141.84 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2031-01-25 3.000 33333333.00 257293.90 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 2.500 18894319.00 5698687.09 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 5.000 23520000.00 408189.12 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-05-25 5.000 22320284.00 378086.94 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-25 4.500 37075514.00 383124.83 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-25 4.500 52908097.00 914258.99 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-25 4.523 25845142.00 211269.17 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-02-25 3.500 7142857.00 131125.72 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-25 4.473 19339826.00 642318.06 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2029-01-25 3.500 654870.00 446572.04 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-25 0.000 5380000.00 3907358.26 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-06-25 5.000 26012000.00 246552.46 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 3.500 16761549.00 425087.92 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-25 5.073 73424980.00 6924590.73 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-08-25 5.073 6747574.00 418194.38 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-05-25 4.500 13574666.00 555289.21 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-03-25 3.500 23606285.00 703345.51 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-06-25 4.500 6225777.00 258268.96 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-25 0.000 2424706.00 34752.30 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-06-25 6.000 8553836.00 721904.32 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-25 4.573 70798087.00 6160374.07 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-02-25 4.523 72000000.00 5048466.48 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-25 4.523 535719.00 30741.73 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-25 4.373 36637087.00 4588362.29 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-25 4.500 1323845.00 119800.91 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-01-25 3.500 10614285.00 584551.77 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-25 3.500 27676142.00 1178193.17 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-04-25 6.000 8847447.00 965753.72 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-03-25 6.500 27301033.00 3311605.18 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-25 3.500 1799651.00 54311.87 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 3.500 6260861.00 69643.24 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-05-25 4.000 15851805.00 852977.62 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 3.500 6428571.00 67931.63 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-25 3.500 5051714.00 83954.37 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-25 3.500 7857142.00 479371.66 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-25 3.500 5714285.00 80640.89 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-03-25 1.823 78384319.00 3449610.06 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-25 3.500 7698015.00 465347.50 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-25 4.523 30000000.00 5263944.64 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-05-25 1.926 2036084.00 1554579.67 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-04-25 4.000 4648197.00 203745.13 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-25 4.573 124308542.00 13463016.98 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-25 4.623 18518656.00 2852071.48 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-25 4.573 16500000.00 1651785.31 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-25 4.573 38381489.00 3977751.10 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-25 2.076 3517258.00 3315626.46 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-25 4.423 30000000.00 3518985.22 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 2.076 9714949.00 9286614.78 Agency Debentures and Agency Strips Federal National 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22019661.00 124897.57 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2037-09-01 6.000 4253996.00 15963.00 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2039-05-01 4.000 11100000.00 60894.90 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-05-15 4.891 40767029.00 645230.56 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-12-15 4.841 29250000.00 685671.94 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-03-15 15.457 1500000.00 557737.72 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-04-15 4.991 10923403.00 127500.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2026-07-15 5.041 21428571.00 153687.11 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2026-09-15 3.500 21821142.00 175458.38 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-01-15 4.000 40797125.00 89917.67 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2026-11-15 3.000 34676036.00 283364.61 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-09-15 4.891 12099600.00 449645.68 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-05-15 5.491 20578643.00 753006.21 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-10-15 4.991 11000000.00 224370.19 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2027-05-15 3.000 35000000.00 410290.77 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-04-15 4.941 25000000.00 169306.22 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-06-15 4.491 25609189.00 617727.72 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-05-15 4.441 83016889.00 1072294.09 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2027-10-15 3.000 8345515.00 164150.90 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2032-12-15 3.500 9751585.00 420979.21 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-06-01 3.009 806160.00 764338.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2042-08-15 0.000 175560.00 63363.83 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-10-01 4.000 1648630.00 1106718.77 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-12-01 4.000 1392839.00 1222766.55 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2043-01-15 4.500 2569838.00 129489.13 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 3.000 150586853.00 8515891.52 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 3.500 10398000.00 558951.67 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-09-01 3.113 1038736.00 1030922.18 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Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2028-07-15 6.500 1.00 0.02 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-25 4.273 60459083.00 2463747.92 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-06-25 5.000 21103800.00 369930.81 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-25 4.873 50000000.00 1652770.27 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-25 4.323 107483023.00 2056671.65 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-25 4.873 81032023.00 2653078.05 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-03-25 5.003 22510643.00 157899.96 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-11-25 4.923 48866666.00 2177977.57 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-10-25 4.923 13316081.00 96440.98 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-04-25 4.923 26600000.00 763747.24 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-25 4.923 1708808.00 60003.93 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-01-25 4.873 25847435.00 1911859.61 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-25 4.323 63846143.00 1664423.30 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-25 4.373 29122063.00 1047888.64 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 4.000 1833796.00 2867270.41 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-03-25 4.373 20710917.00 129306.43 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-02-25 5.023 21648056.00 604169.11 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2030-11-25 5.023 70571426.00 566718.29 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 4.323 8400000.00 275771.96 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 4.323 35557085.00 1539496.89 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-08-15 4.441 21186509.00 769225.12 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 4.441 77705785.00 6111634.05 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-05-15 4.441 20068637.00 433728.54 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-09-15 4.541 12165420.00 489628.37 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 4.841 105159489.00 4443843.64 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-10-15 3.000 45000000.00 903616.38 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Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-12-15 4.541 13022404.00 1904572.46 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-06-15 4.541 40500000.00 4498150.26 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-11-15 4.491 326110.00 40377.57 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-08-15 4.441 27665788.00 4480672.45 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-08-25 4.391 5000000.00 563393.85 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-09-25 4.391 8046430.00 840898.37 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-09-25 4.391 5843806.00 838366.23 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-10-25 2.108 946420.00 910414.03 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-01-25 4.391 52706329.00 8085018.10 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-01-25 4.341 18384838.00 3351751.05 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-11-15 4.000 5000000.00 105077.73 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-04-01 3.000 11847373.00 2994325.93 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 4.000 5907780.00 2715203.19 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-01-01 3.000 9099714.00 2558742.11 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-03-18 6.291 101532736.00 95006.05 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-06-25 5.923 100000000.00 166172.10 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-06-25 5.073 102500921.00 675021.10 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-07-25 5.073 56666667.00 488381.54 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-07-25 4.453 35467249.00 96983.27 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 5.073 32165142.00 442164.13 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 5.573 22643906.00 348864.42 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-03-25 4.953 26999999.00 481070.08 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-02-15 4.441 54822828.00 252801.89 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2042-07-01 4.000 2634707.00 162025.25 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-06-15 4.541 15000000.00 116355.67 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-06-15 4.707 44412731.00 490952.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-06-15 5.291 11460724.00 155429.50 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-03-15 4.441 30000000.00 303134.25 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-10-25 4.873 75072000.00 601617.12 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-11-25 5.123 21700000.00 90139.35 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-04-15 4.991 72504857.00 690508.57 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-12-25 4.983 73200765.00 238891.88 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-01-25 5.073 93666666.00 712873.84 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-01-25 4.753 21509000.00 216699.38 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-02-25 5.573 60797091.00 531400.98 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-02-25 5.113 75901811.00 650121.06 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-03-25 5.143 37350000.00 239845.82 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-05-25 5.000 60000000.00 242359.26 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-02-25 5.773 43610425.00 337856.49 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-05-15 4.931 93446806.00 939644.70 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-09-15 4.941 15000000.00 128801.17 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-25 5.023 50000000.00 439144.72 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-05-25 5.133 48300000.00 219649.74 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-12-25 4.773 53000000.00 1237223.49 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-03-25 5.353 40211065.00 750921.80 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-01-15 4.751 46360000.00 488052.18 Agency Debentures and Agency Strips Federal Home Loan 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208844.40 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-11-25 4.673 127032000.00 898918.54 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-08-15 5.000 30000000.00 208924.76 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-10-15 5.141 64000000.00 1141523.32 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-08-15 6.500 15018154.00 128567.65 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-03-25 4.703 25000000.00 454961.46 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-11-25 4.923 25680762.00 710454.64 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 4.423 50000000.00 888525.35 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-25 4.973 12250000.00 364818.72 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-25 6.000 16666666.00 201893.61 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-04-25 4.923 60695351.00 304528.53 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-08-15 0.000 4067750.00 686051.49 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 4.423 50000000.00 888525.35 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-11-25 9.000 13471132.00 295549.06 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-11-25 4.500 43533333.00 390416.43 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-02-15 4.581 24022813.00 238234.19 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-01 4.000 28312.00 19459.67 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2059-01-01 3.500 8382747.00 8651931.40 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 4.000 1555797.00 1156691.90 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.000 5395205.00 3923506.97 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency 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Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-09-20 4.802 50000000.00 274248.51 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-01-20 4.000 18967881.00 303317.70 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-20 3.500 35000000.00 128672.39 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-03-20 5.173 70000000.00 355512.84 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-16 4.529 13800000.00 356488.59 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-16 5.151 32500000.00 386714.62 Agency Debentures and Agency Strips Government National 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National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-08-20 4.352 100000000.00 4480914.27 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-05-16 6.000 9694469.00 12796.05 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-07-20 4.283 68833750.00 1622703.30 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-20 4.352 97000000.00 2092817.34 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-20 2.246 6465797.00 871351.63 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-20 3.753 67197000.00 1549309.70 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-02-20 3.353 9166666.00 359385.22 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-04-20 5.003 76309666.00 2290576.15 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-05-16 4.391 25800000.00 479238.76 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-16 4.991 41331611.00 1506735.60 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-12-20 4.453 6000000.00 624959.50 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-20 4.453 17238000.00 110802.39 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-20 5.052 15191436.00 539160.13 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-16 4.991 37161517.00 1825631.67 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2026-11-20 4.000 31200000.00 147992.53 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-20 5.003 15971038.00 1063922.34 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-20 5.003 67094382.00 858937.81 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-16 4.941 10511815.00 691815.07 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-01-20 4.000 24271963.00 89380.98 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-16 4.500 9676333.00 368456.03 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-20 5.003 23436428.00 2509446.64 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-20 4.000 32600000.00 137050.89 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-03-20 4.503 23510693.00 638583.25 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-16 4.500 54005500.00 687642.42 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-20 4.552 5524311.00 495111.97 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-02-20 4.500 6833711.00 209253.63 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-20 4.503 51500000.00 2201081.39 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-20 4.552 17272370.00 655185.22 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-20 4.602 15000000.00 151784.24 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-20 4.503 973856.00 27362.60 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-20 4.503 25389000.00 310385.58 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-20 4.503 37269289.00 811670.00 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-03-16 4.541 25000000.00 1052300.70 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-03-16 5.500 24850454.00 1134615.60 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-20 4.500 13017055.00 452230.03 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-20 4.453 62014000.00 2058281.83 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-16 5.500 13102042.00 675510.48 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-16 4.500 5285713.00 273168.86 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-05-20 5.000 9261106.00 355631.75 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-20 3.500 21428571.00 384661.23 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-20 4.602 78242800.00 5594410.60 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-09-20 4.000 21655774.00 1233748.82 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-10-16 4.441 11167583.00 617592.86 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-11-20 3.952 74400000.00 2828305.11 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-20 3.500 17857142.00 507050.77 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-10-20 4.972 14361249.00 588225.72 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-02-16 4.000 9328677.00 475890.68 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-20 4.000 19500742.00 501776.96 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-20 4.000 12500000.00 400705.72 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-20 4.602 9000000.00 1072587.60 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-20 3.500 28571428.00 464773.03 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-08-20 5.500 12400000.00 604042.33 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-09-16 4.941 6926722.00 461034.62 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-11-20 4.000 25967000.00 1590544.82 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-01-20 4.000 9588250.00 328443.61 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-20 4.552 66666667.00 8618128.09 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-20 5.500 6790342.00 349470.01 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-20 4.000 12475000.00 639428.80 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 5.102 27730074.00 2494558.53 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-09-20 5.000 15644305.00 415305.32 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 4.500 54318666.00 2045728.10 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-06-20 4.000 5023074.00 229112.00 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-20 4.453 49142857.00 4783930.69 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-06-20 4.500 7165270.00 340407.46 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-16 0.383 22419986.00 147948.40 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-20 3.500 10310143.00 471852.16 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-20 4.453 39107050.00 4148735.31 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-20 5.000 6100000.00 717829.47 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-20 3.500 15467491.00 753457.28 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-20 4.402 19710626.00 3156963.90 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-20 4.453 10000000.00 1067696.25 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-20 3.000 3665833.00 179070.37 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 3.000 1250000.00 75243.75 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-06-20 3.500 10745017.00 440719.57 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-02-20 4.000 7767450.00 477885.63 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-20 4.000 9250000.00 929859.88 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-20 3.500 12509546.00 473486.31 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-08-20 4.552 11907177.00 2044410.71 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-20 3.500 7245696.00 266165.66 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-20 3.500 8571428.00 326229.76 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-20 3.500 7142857.00 287779.89 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-20 4.000 48799030.00 3118049.10 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 3.500 9824874.00 399257.95 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-20 3.500 9220266.00 354001.71 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 3.500 43406142.00 2024207.33 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-16 4.500 5032646.00 515206.96 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-20 3.500 2142857.00 81688.15 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-20 4.000 29553088.00 2891941.12 Agency Debentures and Agency Strips Government National Mortgage Association-Agency 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16855076.00 2447085.40 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-20 3.000 2555950.00 751814.80 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-02-20 3.952 15284293.00 2470361.30 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 4.402 30000000.00 2720301.83 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 4.402 41954006.00 5873670.33 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 4.402 29233333.00 4507830.48 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 4.453 33787518.00 4650213.18 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 4.453 30227653.00 4382531.16 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 4.402 5627675.00 1026848.28 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 4.000 9198250.00 1333544.71 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 1.653 65100000.00 5783442.87 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 1.752 3383483.00 237317.46 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 4.402 515870.00 97703.90 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 4.402 63079580.00 5586416.50 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 4.402 9186439.00 1169566.10 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 4.500 8342239.00 1119991.61 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 2.500 4964436.00 4931851.66 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 4.722 2450000.00 662525.02 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-04-25 4.500 14222222.00 211565.06 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 4.923 26179202.00 996623.34 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-25 5.000 11248823.00 236780.13 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 4.000 12500000.00 339903.61 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-25 5.023 4673800.00 237722.32 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-25 5.073 9172000.00 351672.88 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 4.423 15589330.00 856737.88 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 4.373 1934158.00 124130.86 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 4.473 27822866.00 828494.97 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-25 4.473 23579806.00 1016401.03 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-25 4.373 72474235.00 5885382.34 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 4.473 15712801.00 1208427.20 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-25 4.523 14614285.00 1288479.73 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-25 4.573 7909048.00 442317.67 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized 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Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-30 2.875 1000.00 1071.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-11-30 2.750 900.00 915.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-12-31 2.500 700.00 709.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-12-31 2.625 500.00 530.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-01-15 0.875 13603000.00 15212596.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-02-15 2.625 100.00 111.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-02-15 2.500 500.00 513.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-02-28 2.500 900.00 922.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-29 2.375 100.00 106.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-15 2.250 500.00 515.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-05-15 2.375 1073000.00 1181234.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-05-31 2.125 300.00 318.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-06-15 1.750 600.00 610.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-07-15 1.750 800.00 813.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-12-31 2.375 424900.00 430368.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-15 0.625 13583800.00 15499407.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-02-28 2.000 200.00 203.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 2.375 1400400.00 1478231.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-12-31 2.125 800.00 816.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-15 0.250 5279900.00 5885597.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-01-31 1.500 5300000.00 5342367.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-15 2.000 181400.00 189153.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-02-29 1.375 600.00 604.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-03-31 1.375 800.00 804.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-04-15 0.125 35350300.00 38891761.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-09-30 1.375 400.00 402.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-10-31 1.375 700.00 703.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-10-31 1.875 1000.00 1026.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-15 2.250 600.00 639.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-11-30 2.000 500.00 514.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-11-30 1.625 100.00 100.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-12-31 2.125 500.00 515.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-01-15 0.625 100.00 114.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-01-31 1.375 400.00 400.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-07-15 1.250 463000.00 550530.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-08-15 2.625 200.00 201.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-02-28 1.500 900.00 917.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-02-28 1.125 600.00 602.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-11-15 2.625 5000500.00 5084068.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-02-15 3.625 200.00 204.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-03-31 1.250 2000400.00 2010716.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-05-15 1.625 700.00 721.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-05-31 1.375 600.00 603.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-08-15 2.125 14700.00 14910.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-06-30 1.125 267900.00 268083.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-06-30 1.375 600.00 606.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-07-31 1.125 400.00 399.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-09-30 1.375 700.00 710.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-09-30 1.125 600.00 602.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-10-31 1.250 100.00 100.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-07-15 0.125 2511000.00 2841969.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-08-15 1.625 700.00 709.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-11-15 1.625 100.00 101.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-11-30 1.750 800.00 811.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-01-15 0.125 2582000.00 2905504.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-02-29 1.250 900.00 905.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-03-31 1.125 400.00 401.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-12-31 2.250 800.00 837.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-01-31 1.875 600.00 609.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-02-15 2.250 5300.00 5669.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-04-30 1.125 300.00 300.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-05-15 1.750 200.00 205.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-15 2.500 300.00 314.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-29 2.125 300.00 315.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-03-31 2.125 100.00 104.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-03-31 1.875 200.00 204.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-10-31 1.750 100.00 100.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-15 2.750 100.00 106.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-04-30 2.250 2860800.00 2916006.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-07-31 2.250 900.00 914.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-30 1.750 300.00 305.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-30 1.875 9300500.00 9508006.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-04-30 2.000 500.00 521.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-05-15 2.375 7000000.00 7604666.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-31 1.875 800.00 817.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-06-30 1.625 900.00 902.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-07-15 0.375 5880000.00 6632474.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-07-31 1.625 600.00 601.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-07-31 2.000 500.00 511.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-31 1.750 200.00 203.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-05-31 2.000 2130000.00 2218603.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-06-30 2.500 400.00 402.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-07-15 2.625 100.00 102.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-07-15 0.750 100.00 111.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-07-31 2.875 700.00 764.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-07-31 1.875 500.00 521.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-08-31 1.500 458000.00 463509.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-09-15 1.500 400.00 406.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-09-30 1.625 600.00 619.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-09-30 1.500 300.00 303.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-10-15 1.375 800.00 809.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-10-31 1.625 1800900.00 1858307.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-11-15 1.750 4731000.00 4947102.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-30 1.625 1763700.00 1817944.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-12-31 1.750 300.00 311.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-01-15 0.125 100.00 103.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-31 1.375 1551400.00 1572309.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-01-31 1.375 1704700.00 1714890.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-01-31 1.500 3235000.00 3299570.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-02-15 1.500 879700.00 896630.45 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 300000000.00 300000000.00 0.0048 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 912828YN4 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-03-02 2021-10-31 2021-10-31 N N N 0.0175 1646211352.40 1646211352.40 0.0264 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128285Y2 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-03-02 2021-01-31 2021-01-31 N N N 0.0164 1380988259.40 1380988259.40 0.0222 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 912828Y53 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-03-02 2020-07-31 2020-07-31 N N N 0.0156 390039768.30 390039768.30 0.0063 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128287G9 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-03-02 2021-07-31 2021-07-31 N N N 0.0180 250515115.00 250515115.00 0.0040 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 912828Z45 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-03-02 2022-01-31 2022-01-31 N N N 0.0167 549987806.50 549987806.50 0.0089 N Y Y N - N/A - 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100119141.00 0.0016 N Y Y N - N/A - WACHOVIA CORP WACHOVIA CORP 22101 0001224385 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 3.000 466780794.00 478699730.73 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 3.500 30153493.00 31300269.62 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2020-03-06 2020-03-13 2020-03-06 N N N 0.0159 500000000.00 500000000.00 0.0081 N N Y N - N/A - WACHOVIA CORP WACHOVIA CORP 22101 0001224385 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-02-01 4.500 49999.00 22896.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-03-01 7.500 3287561.00 84531.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2030-09-01 8.000 1890717.00 8451.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-02-01 5.500 1000000.00 77779.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-09-01 6.000 2135918.00 23968.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-04-01 5.000 1841748.00 94116.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2039-05-01 4.000 98000.00 3730.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-02-01 4.000 49000.00 9478.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-03-01 7.000 3679537.00 21970.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-05-01 5.000 6000000.00 66487.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-05-01 5.500 1000099.00 23577.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-03-01 6.500 311927.00 90.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-05-01 6.500 719000.00 585.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-05-01 6.500 1500000.00 1406.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-10-01 6.000 37000.00 218.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2022-04-01 6.500 1000000.00 5084.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2022-05-01 6.000 1758005.00 7606.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-06-01 7.000 3550902.00 32701.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-03-01 5.500 500000.00 4564.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-09-01 4.500 4148436.00 58983.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-03-01 5.500 543196.00 5997.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-10-01 5.500 4900000.00 43241.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-01-01 6.000 2578566.00 16252.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-04-01 6.000 74041.00 594.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-05-01 6.000 26686.00 300.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-06-01 5.500 200000.00 1413.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-08-01 6.000 100000.00 276.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-08-01 6.000 111000.00 287.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-10-01 6.000 143435.00 858.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-10-01 6.000 131000.00 2659.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-10-01 6.000 139205.00 1802.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-10-01 6.000 71941.00 776.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-10-01 6.000 86000.00 513.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-11-01 6.000 39000.00 220.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-11-01 6.000 110060.00 589.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2022-01-01 6.000 61439.00 529.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-03-01 5.500 1368191.00 45621.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-05-01 5.000 500000.00 2149.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-06-01 5.000 2125000.00 14379.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-08-01 5.500 57000.00 262.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-01-01 5.000 1829674.00 31242.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-12-01 4.500 234000.00 8616.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2025-04-01 4.500 175000.00 7480.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2025-05-01 4.500 203000.00 10002.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2025-06-01 4.000 5000000.00 322933.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2025-07-01 4.000 40000.00 2909.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-08-01 3.500 3570000.00 578544.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2025-11-01 3.500 109937.00 14776.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-03-01 4.000 31000.00 2659.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-04-01 4.000 328330.00 40192.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-05-01 3.500 384177.00 96888.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-06-01 4.000 44000.00 6618.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-07-01 3.500 225000.00 28699.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-07-01 3.500 72810.00 6069.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-10-01 3.000 2075000.00 67506.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2027-02-01 3.000 40000000.00 6943563.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2027-04-01 3.000 25000000.00 4898803.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-11-01 3.500 599835.00 231735.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-05-01 2.000 150000.00 50798.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-01-01 3.500 8328009.00 3280595.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-02-01 3.500 949650.00 363909.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-02-01 3.500 1496658.00 569601.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-05-01 3.500 3000528.00 894943.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-11-01 3.500 70000.00 16553.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-12-01 3.500 5739676.00 1848702.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-12-01 2.500 151713544.00 69262853.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-01-01 3.000 4952273.00 2185853.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2030-08-01 3.000 2600000.00 1176956.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2030-09-01 3.500 1198813.00 783990.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2030-08-01 3.500 110000.00 49339.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2030-09-01 3.500 90000.00 49696.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-03-01 3.500 325000.00 231514.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-05-01 3.500 70000.00 48103.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-01-01 2.500 750623.00 620546.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-01-01 3.000 1000000.00 799513.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-07-01 3.500 909048.00 594665.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-08-01 3.000 1146842.00 696933.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-08-01 3.500 1001125.00 642536.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-09-01 3.500 555533.00 435429.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-06-01 3.500 580000.00 80025.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-11-01 3.000 5503633.00 3815817.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-06-01 4.000 1594708.00 1064831.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-07-01 3.500 1189010.00 1065830.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2034-01-01 5.000 30000000.00 283730.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-07-01 5.000 150000.00 1483.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-02-01 3.500 824000.00 217388.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-03-01 3.500 23826417.00 8427243.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-05-01 7.500 136649.00 1337.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2025-10-01 7.000 1125000.00 1281.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-04-01 6.000 350000.00 243.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-06-01 6.500 719000.00 398.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-07-01 6.500 1000000.00 597.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2021-08-01 6.500 1000000.00 649.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2022-01-01 6.000 800000.00 1423.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2022-01-01 6.500 5000000.00 8009.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2022-02-01 7.000 45000.00 202.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2022-02-01 5.500 4300000.00 8757.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2022-03-01 6.000 749800.00 1383.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2022-07-01 6.000 1005000.00 2404.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2022-10-01 5.500 10655000.00 33336.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-05-01 5.500 1100000.00 10072.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-06-01 5.500 4060000.00 45851.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-07-01 4.500 11930025.00 160532.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2023-11-01 5.000 6000000.00 103266.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-03-01 3.500 43470000.00 11058005.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-04-01 3.500 3414300.00 1479731.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-09-01 3.500 58141.00 22643.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-10-01 3.000 10000000.00 4892022.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-02-01 2.500 200000.00 112724.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-02-01 2.500 695000.00 412465.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2025-05-01 8.000 1048389.00 103.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2025-10-01 4.000 205000.00 7098.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-04-01 4.000 8427000.00 473021.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-06-01 4.000 500000.00 45610.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-01-01 5.500 1440000.00 29162.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-06-01 5.500 1125000.00 25421.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-08-01 6.000 257000.00 5040.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-09-01 6.000 500000.00 13229.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-12-01 5.500 815865.00 26045.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-01-01 5.000 425000.00 10611.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2027-01-01 6.500 760000.00 47095.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2027-05-01 4.500 1000000.00 53232.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-10-01 4.500 1780000.00 124604.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2031-08-01 4.000 80000.00 14579.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-05-01 3.500 35000.00 18954.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-02-01 4.000 399456.00 294429.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-05-01 3.500 2000000.00 1570598.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-06-01 3.500 346885.00 262037.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-05-01 4.500 327491.00 218585.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-08-01 3.500 4400000.00 1885817.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-10-01 4.000 25000.00 18034.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-10-01 2.500 1255000.00 694738.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-10-01 3.000 1189919.00 706748.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-08-01 3.500 2606348.00 674586.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-10-01 4.500 1700506.00 283307.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-11-01 3.000 3698958.00 2901780.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-09-01 4.000 622590.00 294976.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-11-01 3.000 1474700.00 1151815.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-11-01 4.000 599200.00 303707.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-08-01 3.500 7622157.00 3882299.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-10-01 4.500 5412267.00 1829885.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-02-01 3.500 103965.00 76353.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-03-01 3.500 3921589.00 2932556.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-08-01 4.000 300000.00 158792.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-06-01 3.000 500000.00 177890.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-04-01 3.000 160000.00 59746.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2030-06-01 3.000 100000.00 45956.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2030-09-01 3.000 4720000.00 2437831.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-04-01 2.500 129475.00 72994.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-03-01 3.500 2530000.00 2001819.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-07-01 3.500 119279.00 87793.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-08-01 4.000 1831252.00 1307945.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-01-01 4.500 5000000.00 3299301.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-02-01 4.500 7375000.00 5540926.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-05-01 3.500 198596.00 159069.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-10-01 4.500 924380.00 718342.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-12-01 4.500 216000.00 170391.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-11-01 4.500 8000000.00 6748336.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-01-01 4.500 600000.00 251765.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-06-01 4.500 118027.00 87922.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-02-01 4.500 327700.00 210668.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2039-03-01 3.500 1860799.00 1268929.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-04-01 4.500 72517.00 53424.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2039-05-01 3.500 4000000.00 3356313.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-05-01 3.500 100000007.00 98323392.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 3.500 81350095.00 84443945.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 4.000 2308500.00 2427958.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 3.000 24827956.00 25543497.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 3.500 382892168.00 399228262.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 4.500 1696914.00 1818536.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-01-01 3.500 1200000.00 573034.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-11-01 4.000 6500000.00 2887953.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-11-01 4.000 4136800.00 1682874.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-12-01 2.000 54188.00 21793.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-07-01 3.000 15103966.00 7973370.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-10-01 4.500 537797.00 164731.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-10-01 4.500 6585811.00 3685779.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-01-01 4.000 2597577.00 2013023.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-10-01 4.000 1410527.00 1452795.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-01-01 4.000 655177.00 467046.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-03-01 4.000 3067846.00 2296841.96 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2020-03-02 2020-03-02 2020-03-02 N N N 0.0161 800000000.00 800000000.00 0.0129 N Y Y N - N/A - WACHOVIA CORP WACHOVIA CORP 22101 0001224385 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2020-10-15 1.625 14196600.00 14305605.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-15 1.750 46825600.00 47197305.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-12-15 1.875 11404400.00 11499880.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-01-15 2.000 23778500.00 23987455.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-15 2.250 25189300.00 25441786.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-03-31 2.250 24765300.00 25007103.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-30 2.375 321800.00 324731.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-06-30 1.625 63883900.00 64404165.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-07-31 1.750 92602100.00 93442570.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-30 2.000 13008800.00 13139382.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-01-31 2.125 80705500.00 81455626.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-01-31 1.500 21991800.00 22167599.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-31 1.375 458000.00 461007.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-12-31 1.750 86868400.00 87444036.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-06-30 1.375 19865400.00 20085085.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-09-30 2.000 4775000.00 4831399.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-03-15 1.625 300.00 302.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-31 1.750 6638000.00 6692625.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-06-30 2.500 3600.00 3626.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-31 2.625 399600.00 402372.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-15 1.500 16885400.00 17056984.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-31 1.500 92219800.00 93329092.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-09-30 1.500 477000.00 482394.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-10-31 1.500 25255000.00 25522073.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-11-30 1.500 11132700.00 11241227.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-12-31 1.625 3480700.00 3520324.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 1.375 20378000.00 20554291.53 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 700000000.00 700000000.00 0.0113 N Y Y N - N/A - Dreyfus Government Cash Management Funds 2020-03-04 /S/John Delise John Delise Treasury Manager