N-MFP2 0000740766 XXXXXXXX 2019-07-31 0000740766 S000000128 4 N N 002-89359 BNY Mellon Investment Adviser, Inc. 801-08147 Ernst@Young New York NY none BNY Mellon Transfer Inc 0001285911 084-06102 N N N Exempt Government N 17 104 27572467216.86 27008535584.22 27129918425.66 30654964971.40 28730794265.53 37940718794.65 39200072251.66 38767136842.20 40939113688.17 38266794531.93 0.5137 0.5052 0.5019 0.5434 0.5349 0.7068 0.7332 0.7173 0.7257 0.7125 1822507.95 53646318075.48 53646318075.48 63382534.23 112034013.58 53599489104.08 53600401239.01 1.0000 0.0239 0.9999 0.9999 0.9999 0.9999 0.9999 C000000287 10000000.00 49053916369.37 49054752712.29 0.9999 0.9999 0.9999 0.9999 0.9999 8149171834.02 9848033240.92 5664899029.28 5944469960.64 6474067158.59 6825969899.04 7076057081.41 4138083442.07 4136796244.42 6771163903.03 31500991347.72 33527720445.70 0.0222 Y BNY Mellon Investment Adviser, Inc.Fund is waiving 4 points of expenses. 1,687,596.89 C000000286 10000000.00 2435656174.07 2435677060.07 0.9999 0.9999 0.9999 0.9999 0.9999 147211749.41 162243450.34 91449911.88 233228071.45 190426367.58 79364602.80 206235534.46 110308016.20 207001560.27 267576777.80 842325123.60 852720918.59 0.0197 Y BNY Mellon Investment Adviser, Inc.Fund is waiving 4 points of expenses. 80,938.65 C000000288 10000000.00 1918313016.52 1918366892.55 0.9999 0.9999 0.9999 0.9999 0.9999 153850527.23 89775636.69 252455338.88 106288388.50 190429928.83 87383084.82 139555232.21 146034151.74 150690685.42 173574855.93 886981712.57 603056117.68 0.0212 Y BNY Mellon Investment Adviser, Inc.Fund is waiving 4 points of expenses. 62,770.51 C000000289 10000000.00 191603544.12 191604574.10 0.9999 0.9999 0.9999 0.9999 0.9999 5998159.04 6738009.33 40706908.66 5767220.21 4132112.04 2493302.53 14675829.83 3762398.54 7296571.01 4358193.65 72809580.58 23119124.26 0.0182 Y BNY Mellon Investment Adviser, Inc.Fund is waiving 4 points of expenses. 5,788.15 ABN AMRO BANK NV ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 1867 0000897878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-07-15 1.750 22004600.00 21978433.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2044-07-20 3.750 7634682.00 889054.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2044-10-20 3.000 17250000.00 2574952.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-04-20 3.000 7580391.50 4804349.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-04-20 3.500 2726274.00 1221127.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-03-20 2.500 3887747.50 1777224.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-05-20 4.000 28000000.00 19078332.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2046-11-20 3.000 100000000.00 77847291.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-02-20 3.000 7272425.00 3244812.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2048-03-20 3.500 35000000.00 32150876.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2048-08-20 3.500 9000000.00 8167592.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2049-01-20 4.500 50000000.00 50872642.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2041-10-20 4.125 15000000.00 1451041.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2041-11-20 4.000 150000000.00 28942270.12 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0256 250000000.00 250000000.00 0.0047 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 2027-02-15 6.625 6845288.33 9285454.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-08-15 3.125 316666.66 354120.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2028-02-15 2.750 4564180.00 4884724.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-08-31 2.750 40332598.33 42231998.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-10-15 2.875 22166.66 22843.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2025-11-30 2.875 7993490.00 8484543.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2025-12-31 2.625 12931115.00 13503204.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-07-15 1.750 31479105.00 31441672.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-02-15 2.750 15872631.66 16698333.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-08-31 2.000 45084118.33 45587492.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-05-15 1.750 45512821.66 45588904.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2019-12-15 1.375 26927243.33 26898111.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2020-01-15 1.375 119985.00 119630.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2020-09-30 2.000 45295208.33 45598988.19 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0254 285000000.00 285000000.00 0.0053 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 Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2043-11-20 4.125 24999995.00 1716796.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2044-06-20 3.000 19445614.00 2210773.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2045-07-20 3.000 13561321.00 4072314.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2045-09-20 3.000 38248010.00 10580797.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2045-11-20 3.000 23500000.00 7785938.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2046-01-20 3.000 18090627.00 6838807.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-04-20 3.000 8864560.00 5618237.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-05-20 3.000 10000000.00 6751466.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-05-20 3.000 5628708.00 3473450.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-06-20 3.500 15709662.00 7721705.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-08-20 3.000 21546258.00 16455931.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-08-20 3.500 7374687.00 5061422.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2048-04-20 3.500 8775000.00 7571893.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2049-01-20 4.000 16581289.00 16140463.92 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0251 100000000.00 100000000.00 0.0019 N Y Y N - N/A - BARCLAYS BANK PLC BARCLAYS BANK PLC 580 0000312070 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2025-01-15 2.375 10553600.00 15999891.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 1.000 14475100.00 15999893.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-01-15 0.500 15141800.00 15999941.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 0.250 14785000.00 15999918.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-01-15 1.125 13602700.00 15999960.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-15 0.125 15060200.00 15999923.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 0.375 5613700.00 6000500.84 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0253 100000000.00 100000000.00 0.0019 N Y Y N - N/A - BNP PARIBAS BNP PARIBAS 3487 0000872786 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) 2028-11-15 0.000 100.00 82.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-08-15 0.000 660300.00 537490.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-02-15 0.000 200.00 134.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-05-15 0.000 17000.00 8367.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-04-15 3.375 55700.00 110491.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 2.375 11256200.00 16486544.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-01-15 0.875 600.00 639.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-01-31 2.165 2165000.00 2175804.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-15 0.125 11605600.00 12549883.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-15 0.125 32960000.00 34942025.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-09-30 2.000 133702500.00 134599198.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-11-15 2.750 5269500.00 5496215.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-08-15 0.000 12.35 9.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-11-15 0.000 18.00 14.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-11-15 0.000 59055.68 44715.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-15 0.000 37.18 30.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-08-15 0.000 1115.53 874.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-05-15 0.000 0.06 0.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-02-15 0.000 60.07 36.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-08-15 0.000 105.29 59.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-05-15 0.000 13686073.26 7245680.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-08-15 0.000 1340.63 704.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-11-15 0.000 368.05 191.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-05-15 0.000 107.39 55.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-11-15 0.000 1170.23 591.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.000 317.35 159.03 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-08-07 2019-08-09 2019-08-09 N N N 0.0233 210000000.00 210000000.00 0.0039 N N N Y - N/A - CANADIAN IMP BK COMM NY CANADIAN IMP BK COMM NY 2IGI19DL77OX0HC3ZE78 12816 0000800030 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) 2IGI19DL77OX0HC3ZE78 2026-05-15 1.625 38200.00 37562.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-08-20 4.500 16320121.00 13916906.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-09-20 4.500 455245610.00 393850287.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-09-20 5.000 100000000.00 80316697.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-01-20 5.000 10362.00 10663.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2056-11-15 3.450 8352248.00 8646753.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2058-08-15 3.399 61390806.00 64221129.04 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 550000000.00 550000000.00 0.0103 N Y Y 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 United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2022-01-15 2.500 61700.00 62736.92 Agency Debentures and Agency Strips United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2022-02-15 2.500 59656100.00 61318959.40 Agency Debentures and Agency Strips United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-11-30 1.875 1300.00 1305.20 Agency Debentures and Agency Strips United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2022-01-15 0.125 2858300.00 3205759.59 Agency Debentures and Agency Strips United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-11-30 1.750 100.00 100.07 Agency Debentures and Agency Strips United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2022-01-31 1.875 163367200.00 163492339.27 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-07-20 3.000 44879.00 44590.99 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2025-11-01 6.750 296000.00 381516.62 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2036-04-01 5.980 540000.00 753633.29 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2036-04-01 5.879 469000.00 651967.53 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2035-06-15 4.650 1000.00 1204.45 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2056-04-01 5.375 3181000.00 4700692.08 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2048-01-15 4.875 119000.00 155628.34 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2038-06-15 5.500 1200000.00 1626750.00 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2021-02-15 3.875 2000000.00 2092308.83 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2022-08-15 1.875 34000.00 34219.42 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2042-12-15 3.500 2658000.00 2831128.83 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2024-09-15 2.875 415000.00 436526.98 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2065-09-15 4.250 8643000.00 10823434.43 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2027-02-01 2.875 1665000.00 1756117.35 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2020-03-15 2.250 626000.00 631557.94 Agency Debentures and Agency Strips Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0254 250000000.00 250000000.00 0.0047 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 2040-05-15 4.375 4715500.00 6266768.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-05-15 3.375 258988900.00 299733246.28 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0255 300000000.00 300000000.00 0.0056 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 2019-08-22 0.000 134007.70 133839.78 U.S. Treasuries (including strips) United States 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1546796.30 1661298.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-05-31 2.750 79.00 82.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-10-31 3.000 3392702.39 3633373.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-03-31 2.250 9521182.69 9781491.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-04-30 2.250 72851722.29 74576486.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-05-15 2.375 7585343.00 7832241.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-06-30 1.750 760232.80 757818.44 U.S. Treasuries (including strips) United States Treasury-U.S. 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and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-20 4.500 24705882.35 25335083.16 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-20 4.500 1702285.94 1758495.28 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-20 4.000 224000.41 230664.21 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-20 3.500 412749.23 427027.97 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-20 2.500 259559.58 259240.04 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-20 3.000 188131.58 192583.28 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-20 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Association-Agency Mortgage-Backed Securities 2047-07-15 4.500 14476.82 10912.48 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-20 4.000 864705.88 812474.47 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-15 4.500 381342.29 212350.24 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-15 5.000 411.76 239.69 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-15 4.500 28764.23 14382.38 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-15 4.500 10221.64 8222.52 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-20 5.000 587059.52 614148.01 Agency Debentures and Agency Strips 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222229.61 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-15 4.500 402880.05 209741.02 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-15 4.500 47671.64 20302.96 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2038-12-20 4.125 6713.41 127.36 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-08-15 3.000 473345.76 400660.55 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-11-20 4.000 13166176.47 1596748.71 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-20 3.000 2921574.76 164321.70 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 4.500 21971257.82 3201007.53 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-20 4.500 19919099.52 2859850.97 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 3.928 23940320.35 3606870.51 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 4.000 1829126.76 104052.78 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 3.778 22761561.11 2661748.73 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 3.828 4852441.17 744438.51 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 2.774 2801575.00 2793256.65 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 4.000 1893164.41 858563.73 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 4.000 8966417.76 2155779.88 Agency Debentures and Agency Strips Y 2019-08-01 2019-08-01 2019-08-01 N Y DAIWA SECURITIES CO LTD 0.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-1 N 0.0253 700000000.00 700000000.00 0.0131 N Y Y N - N/A - DAIWA CAPITAL MARKETS AMERICA DAIWA CAPITAL MARKETS AMERICA 36977 0000026617 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury-U.S. Treasuries (including strips) 2020-02-27 0.000 12560.00 12413.85 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-05-15 3.125 1120.00 1256.30 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2023-10-31 2.875 300800.00 315915.35 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2021-04-30 2.189 43360.00 43584.39 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2025-11-15 2.250 55280.00 56709.86 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2019-11-15 1.000 79360.00 79281.54 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2023-05-15 0.000 15.88 14.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-04-01 3.500 7227156.80 7272512.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-04-01 3.500 31432470.40 31450812.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-06-01 3.500 67894836.00 68907436.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-07-01 4.500 59684.80 62156.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-07-01 4.000 656988.80 679685.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-07-01 5.500 47012.80 30981.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-08-01 3.500 3446380.00 2551346.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-11-01 3.500 14978969.60 13562650.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-03-01 4.500 835340.80 879271.99 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank-Agency Debentures and Agency Strips 2025-10-01 2.080 20000000.00 20075731.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2021-06-25 0.000 18055308.00 1211.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2021-10-25 0.000 427695.20 220.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2023-07-25 0.000 11741.60 8.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2028-07-25 3.500 2044570.40 50887.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-25 4.000 61110800.00 4664587.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-07-25 3.500 1160685.60 86848.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-03-25 3.000 2579200.00 154106.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-25 3.934 15749999.20 1819106.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-07-25 4.000 21677476.80 2805632.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-25 3.883 2789323.20 409202.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2032-02-01 6.500 438680.80 343.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-11-15 4.000 3280000.00 28347.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2025-05-15 4.000 2000000.00 76469.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-04-15 3.725 178123143.20 2266322.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-08-15 3.500 319200.00 9375.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-11-15 3.500 17864226.40 656945.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-05-15 3.774 5600000.00 460641.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-02-15 3.500 2672112.80 154252.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-02-15 3.674 27113116.80 3673497.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-05-15 2.625 38639658.39 33778972.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-04-15 3.725 19217183.19 2941311.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-03-01 2.500 2133284.80 736143.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-04-01 4.000 1462510.40 865132.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-09-01 3.750 8404000.00 8042483.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-10-01 3.770 6444676.80 6251960.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-10-01 3.649 1182190.40 1147056.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-12-01 3.459 7200000.00 6890301.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-04-01 3.350 4829600.00 4635697.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-04-01 3.540 6264000.00 6192816.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-04-01 3.520 4699895.20 4548186.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-05-01 3.000 2988970.40 831403.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-03-25 4.384 1348000.00 12913.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-06-25 3.834 4000000.00 33239.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-12-25 4.134 24800000.00 109541.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-12-25 4.134 40000000.00 37996.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-01-25 3.984 8000000.00 70665.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-01 3.500 918177.60 849864.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 4.000 897172.00 869018.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-01 4.000 987958.40 808485.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 3.500 4716319.20 4553984.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-11-01 4.000 945000.00 876440.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-01 4.500 871356.00 907242.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-01 4.500 840980.00 886325.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 4.000 906443.20 862950.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-01-01 3.500 859800.80 826793.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 4.000 845993.60 886584.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-08-01 3.500 921793.60 824801.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-02-01 4.000 825682.40 857687.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 5.000 1564041.60 1578498.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-07-01 3.500 1001442.40 752801.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-01 4.000 3917224.80 3475891.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-01 2.505 669626.40 423874.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-01 4.000 26060.80 22885.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 3.500 40020.80 38753.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-05-01 4.000 20000.00 11424.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 5.000 5066087.20 5279012.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.000 29775491.20 28415987.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 4.500 7725260.80 7911014.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 5.000 1984565.60 2123247.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-01 3.500 3394199.20 3499875.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-01 3.500 10268516.80 10397434.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 3.500 8429132.00 8115942.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-01 3.500 3293836.80 3241238.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-01 3.500 5628153.60 5728719.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-01-20 4.000 752464.80 123226.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-20 4.000 12778761.60 12301408.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-20 5.000 56740.00 57255.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-20 4.000 58738.40 60398.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-20 3.500 20563.20 21020.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-20 4.000 7748560.00 8080572.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-20 3.500 3300036.80 3376001.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-20 4.500 529312.00 557472.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-15 5.000 221744.80 129082.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-15 5.000 137081.60 91964.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-20 5.000 1600000.00 1449329.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-20 4.500 1188342.40 1269457.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-20 5.500 8031901.60 8708907.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-20 4.000 927179.20 963698.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-20 4.000 615072.80 641536.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2038-12-20 4.125 22026.40 417.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-08-15 3.000 25471.20 21559.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-02-20 4.500 360000.00 108.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-11-20 4.500 112000.00 145.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-06-16 5.000 21727999.20 1596967.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-20 3.500 141600.00 8199.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-20 4.000 2280000.00 164980.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-08-20 4.000 11350261.60 684866.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-11-20 4.000 2480000.00 300765.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-03-20 3.500 7845942.40 360051.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 2.571 800.00 684.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-20 3.000 19440000.00 1338364.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 2.702 4756876.00 4256421.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-20 3.500 15557828.00 1426279.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 2.571 20424791.20 19031770.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 3.928 10700000.00 1771619.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-05-20 4.500 23656000.00 3303400.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-20 3.878 45200128.00 5602517.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 4.000 1446268.00 82273.25 Agency Collateralized Mortgage Obligation Y 2019-08-02 2019-08-02 2019-08-02 N Y DAIWA SECURITIES CO LTD 0.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-1 N 0.0244 400000000.00 400000000.00 0.0075 N N Y N - N/A - DEUTSCHE BANK SECURITIES INC DEUTSCHE BANK SECURITIES INC 36035 0000058056 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) 2031-02-15 0.000 18782018.18 14763605.39 U.S. Treasuries (including strips) United 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Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2049-08-01 5.000 12269374.00 13258761.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2021-09-25 8.500 20000000.00 70637.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2021-10-25 0.000 20000.00 10.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-25 4.500 9333333.00 365173.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-07-25 4.000 8095312.00 512642.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-01-25 3.000 1362000.00 49622.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-12-25 3.000 24500000.00 813229.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-12-25 3.000 2331000.00 29642.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-01-25 3.500 3000000.00 195971.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-07-25 3.500 120000.00 155612.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-10-25 3.000 25408000.00 313972.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-12-25 3.000 500000.00 579499.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2023-12-25 0.111 297437117.00 703549.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-11-25 4.500 2000000.00 116638.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-07-25 3.500 8170714.00 527933.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-07-25 4.000 9500000.00 818090.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-05-25 3.500 267000.00 303475.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-08-25 4.000 2500000.00 233854.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-12-25 3.500 454000.00 492514.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-11-25 3.500 161000.00 175786.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-25 4.500 2439468.00 305564.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-03-25 4.500 1111111.00 135190.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-07-25 3.500 5714285.00 891144.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-08-15 5.500 13240000.00 468856.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-06-15 5.500 8400000.00 185876.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2027-05-15 3.000 30835000.00 730083.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-04-15 4.000 135000.00 192825.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-11-15 4.000 4583000.00 175653.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-12-15 4.000 7822250.00 236111.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-09-15 3.500 4110288.00 156651.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-10-25 1.267 103095810.00 285252.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-05-15 3.500 6000000.00 579177.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-02-15 4.000 1062500.00 91339.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-11-15 4.000 1471000.00 87337.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-03-15 3.000 5442416.00 510470.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-12-25 1.867 88857000.00 6654419.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-12-25 1.973 88276701.00 11141529.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-04-15 4.000 2000.00 2187.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2028-07-25 0.120 310000000.00 4049067.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2028-08-25 3.064 14500000.00 2146780.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2031-10-25 3.060 34135323.00 7560522.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-07-15 4.000 1000.00 1080.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2041-02-01 4.500 61986582.00 12433207.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2041-09-01 4.500 81735000.00 12241783.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2042-08-01 4.569 99316718.00 13547535.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2034-08-01 3.500 23000000.00 13319357.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2038-10-01 4.349 30000000.00 12577569.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2026-12-01 2.560 12343663.00 11962874.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2027-04-01 3.230 10725000.00 11327923.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2037-07-01 3.210 12963000.00 13323254.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2030-02-01 3.169 12090000.00 12715556.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2030-03-01 3.299 2207425.00 2344033.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2030-05-01 3.459 12170000.00 13023620.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2030-06-01 3.549 12070000.00 13079369.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2042-05-01 4.000 27391236.00 11250601.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2043-02-01 3.500 21217274.00 11954870.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2041-02-01 3.500 22179388.00 11857970.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2047-07-01 3.500 14445980.00 13482698.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2043-09-01 4.000 31000000.00 13893759.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-08-25 3.815 56100000.00 316586.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2020-04-15 5.000 60749421.00 2848.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-07-25 2.464 100000.00 4813.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-08-15 0.000 25000000.00 75.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-08-15 0.000 140000000.00 595.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-09-15 0.000 95058510.00 553.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2032-05-15 0.000 79890963.00 575.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-01-25 0.000 46460176.00 77.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-04-25 0.000 23019827.00 19.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-07-25 0.000 14420183.00 32.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-03-25 5.000 45400000.00 364858.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-06-25 0.000 16108173.00 20.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-02-25 0.000 5654180.00 5.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-08-15 0.000 79982750.00 42.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-07-15 0.000 21475526.00 94.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-08-15 0.000 5938329.00 2.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-07-15 0.000 12224948.00 39.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-06-15 0.000 150000000.00 2776.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-06-15 0.000 10000000.00 253.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-10-25 5.000 11408517.00 162296.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2046-10-01 3.000 15647000.00 12946156.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2046-05-01 3.500 21102875.00 12599875.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2046-06-01 3.500 21573177.00 14027277.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2047-01-01 3.500 12668105.00 11603994.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2047-11-01 4.500 13266049.00 11189727.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2048-05-01 3.414 20149258.00 13470874.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2048-07-01 4.000 15242000.00 14143581.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2048-07-01 4.000 13843542.00 13926870.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2028-11-01 3.645 11862000.00 12745625.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2045-05-01 3.016 26000000.00 11451949.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2042-08-01 4.706 39800000.00 13728994.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2048-04-01 4.000 13529872.00 13596406.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2049-01-01 3.123 12390861.00 11462249.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2049-03-01 4.000 13187996.00 13561449.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2049-07-01 4.500 12821769.00 13550404.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2049-06-01 3.500 13224460.00 13639079.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2034-07-01 3.500 13111588.00 13719329.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2039-07-01 4.500 50000000.00 12707105.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2038-12-01 3.500 14276227.00 13934814.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2038-04-01 3.000 11667716.00 10789712.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2040-05-01 5.000 59000000.00 11469133.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-08-16 5.500 9327272.00 88720.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-03-16 0.969 163000000.00 946.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-03-16 0.969 297586501.00 1727.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-04-16 0.000 66111131.00 19.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-03-16 0.000 263341060.00 2080.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-10-16 0.326 221036360.00 128.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-16 0.000 125000000.00 6.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-08-16 0.000 135461920.00 1206.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-11-16 0.034 411449172.00 13166.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-08-16 0.939 21756662.00 27047.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-11-16 0.224 227119159.00 23066.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2033-02-16 5.500 85335227.00 32185.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-01-16 1.017 238126561.00 14233.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-10-16 0.000 112652320.00 3.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-11-16 0.000 134483860.00 132.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-06-20 5.500 18897399.00 176569.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-10-16 5.500 18772090.00 171990.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-16 0.931 99040958.00 101892.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-04-20 0.000 77574754.00 58.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-02-20 0.000 112275765.00 345.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-04-20 0.000 5650739.00 30.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-06-20 1.332 3500000.00 117672.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-03-20 1.678 10000000.00 360545.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-07-20 1.645 3100000.00 82258.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-08-20 1.688 23000000.00 592325.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-02-20 2.016 5300000.00 76406.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-08-20 1.974 12900000.00 247196.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-06-20 1.544 22044721.00 437854.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 0.433 62858668.00 360111.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-04-20 1.245 30258357.00 70886.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-11-20 0.790 11681882.00 96046.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2059-09-20 2.926 20059271.00 1375.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-07-20 1.309 50029337.00 39664.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 2.895 8500000.00 86247.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-08-20 1.529 18500000.00 46590.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-07-20 1.095 64000000.00 281299.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-03-20 1.969 5499659.00 352121.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-08-20 2.629 42696886.00 19360.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-08-20 2.643 43200000.00 302925.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-10-20 1.463 2247000.00 61390.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-10-20 2.197 53511741.00 399257.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-11-20 2.515 80083000.00 385027.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-01-20 2.842 43620000.00 289993.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-01-20 1.555 4000000.00 4746.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-02-20 2.784 22000000.00 699676.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-02-20 1.256 4732000.00 150398.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-05-20 1.427 27450000.00 677363.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-06-20 1.545 1937000.00 46837.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-11-20 1.800 30000001.00 103342.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-01-20 1.829 7600000.00 20282.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-03-20 1.732 25224066.00 766159.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-09-20 3.317 71341590.00 663018.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-12-20 1.223 4446000.00 129261.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 0.396 23134965.00 97437.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 1.825 13100000.00 357913.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 2.650 85534822.00 797470.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 2.478 16866674.00 106401.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-04-20 2.643 46190000.00 132606.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-02-20 1.231 6892000.00 334478.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 0.482 21419658.00 124333.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-01-20 2.813 42482543.00 5263.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 1.767 71214879.00 49808.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 1.636 12000000.00 19632.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 1.096 4565000.00 52064.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-11-20 1.885 51280910.00 64194.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-07-20 2.265 70931729.00 455406.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 1.938 44800000.00 393536.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-01-20 1.795 33300000.00 19615.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-02-20 1.445 4550000.00 126270.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 1.823 12173605.00 64679.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-09-20 3.500 4800000.00 75954.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-07-16 0.000 10000000.00 11.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 1.735 80245804.00 708637.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-01-20 2.224 6476000.00 840486.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-01-20 1.634 5624000.00 308689.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-01-20 2.392 2755000.00 378006.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 2.341 1414000.00 201324.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-04-20 1.862 5314000.00 500918.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-06-20 2.156 1262000.00 128608.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-05-20 2.557 118496773.00 601902.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-10-20 2.476 15373934.00 168925.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-09-20 0.891 72631976.00 455663.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-03-20 0.481 20444970.00 98497.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-07-20 1.680 4051000.00 218226.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-07-20 1.704 1417000.00 122524.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-03-20 1.507 9744000.00 380926.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 1.672 1982000.00 189791.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 2.361 1817000.00 243042.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 1.487 2679000.00 159324.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-05-20 1.481 3378000.00 166355.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 2.265 998000.00 112309.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-05-20 1.589 3281000.00 175106.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-04-20 2.043 705000.00 74719.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.155 1967000.00 253441.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.191 1695000.00 233544.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-09-20 2.219 3780000.00 372483.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.122 628000.00 82131.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-09-20 1.613 1741000.00 96494.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.231 4644000.00 462213.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-10-20 1.669 1101000.00 67237.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-10-20 1.224 8625000.00 379303.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-11-20 1.757 11326271.00 477363.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-12-20 1.702 1401000.00 106197.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-11-20 2.134 1993000.00 259274.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.369 1749000.00 177029.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-03-20 1.571 12783082.00 359208.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-03-20 2.820 35980101.00 136761.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-01-20 2.351 2747000.00 314481.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-03-20 1.912 1178000.00 101920.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-04-16 0.334 82637447.00 101611.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-11-16 0.000 28000000.00 2411.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-01-16 0.000 75000000.00 14268.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-10-16 0.000 125000000.00 441.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-10-16 0.000 100000000.00 231.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-03-20 4.000 4379279.00 371954.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-02-20 4.000 6863623.00 591955.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-04-20 0.979 56372722.00 875742.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.696 491000.00 76490.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.424 2432000.00 264504.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-06-20 2.458 43740708.00 167025.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-05-20 2.298 2928000.00 285517.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-06-20 1.586 1717000.00 137797.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-06-20 2.186 1204000.00 171515.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-09-20 2.168 845000.00 113042.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-10-20 2.276 2828000.00 301426.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-04-20 2.084 2643000.00 173722.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-10-20 1.624 76164870.00 425573.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-05-20 1.590 3526000.00 126346.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-05-20 2.537 265355973.00 652572.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-10-20 1.613 39405929.00 409424.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-05-20 1.808 93986409.00 683884.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-10-20 1.708 3603000.00 243950.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-08-20 1.852 908000.00 58572.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-08-20 1.997 1036000.00 83607.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-07-20 1.928 2253000.00 149924.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-08-20 2.051 2002000.00 167201.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-09-20 2.574 657000.00 62163.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-09-20 2.028 1729000.00 86115.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-10-20 1.978 2783000.00 204563.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-10-20 1.866 974000.00 58170.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-08-20 0.502 4469000.00 56478.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 2.198 2545000.00 220161.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-09-20 2.096 1713000.00 115594.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-11-20 1.776 2924000.00 238154.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-01-20 2.143 1990000.00 145077.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-12-20 2.004 1250000.00 84244.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 2.214 867000.00 87511.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-01-20 1.914 7956000.00 512046.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 2.186 1667000.00 203799.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 2.192 4015000.00 511678.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-01-20 2.421 1051000.00 142354.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-02-20 1.810 2173000.00 137734.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-02-20 1.888 1105000.00 82620.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-02-20 2.022 1191000.00 56606.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-07-20 1.716 5638000.00 288996.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.543 4685000.00 558938.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-04-20 1.442 1657000.00 66353.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.633 4038000.00 506537.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-01-20 1.668 2383000.00 133793.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.362 1810000.00 192133.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-06-20 2.076 1345000.00 124843.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-06-20 1.698 2368000.00 132847.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-06-20 2.247 1393000.00 150885.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.302 1082000.00 126057.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-08-20 1.326 59781032.00 63690.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-09-20 2.230 2158000.00 226793.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-03-20 3.500 797000.00 890595.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2030-12-16 0.000 3142158.00 5.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-05-20 0.000 66987289.00 7.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency 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2021-04-30 2.250 1000.00 1011.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-04-30 2.000 100.00 101.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-06-30 1.750 7260100.00 7258896.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-07-31 2.875 7682400.00 8102550.45 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2019-08-02 2019-08-02 2019-08-02 N N N 0.0239 1900000000.00 1900000000.00 0.0354 N N Y N - N/A - RBC DOMINION SECURITIES INC/CANADA RBC DOMINION SECURITIES INC/CANADA 36026 0000029617 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-11-01 2.652 99999000.00 88998054.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-25 2.000 14587105.00 7449717.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-05-15 2.000 40000000.00 17437606.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2054-04-15 3.000 27500000.00 18590207.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-09-01 4.500 26600000.00 3983990.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2034-09-15 5.000 2300000.00 1163650.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-10-15 6.000 108743000.00 10437051.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-01 4.500 2938057.00 2379964.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-06-01 6.000 2630.00 146.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.000 1304.00 1212.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-01 3.500 54430886.00 55870008.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-20 3.500 147716839.00 117359420.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-20 4.000 97446745.00 69724752.20 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2020-01-23 0.000 100.00 99.00 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2039-02-15 3.500 400.00 477.38 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2039-08-15 4.500 12488400.00 16980132.28 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-08-15 3.750 2300.00 2837.03 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-05-15 2.875 1100.00 1171.50 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-08-15 3.625 3800.00 4606.28 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-02-15 2.500 1600.00 1595.25 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-08-15 2.250 100.00 94.40 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-05-15 3.125 100.00 111.56 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2049-02-15 3.000 700.00 768.96 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2028-02-15 2.750 800.00 856.18 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2020-02-29 2.250 100.00 100.99 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2021-03-15 2.375 1100.00 1117.95 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2025-08-31 2.750 100.00 105.93 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2026-04-30 2.375 100.00 103.35 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2024-01-15 0.625 582300.00 649314.23 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2020-03-31 1.375 100.00 99.98 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2020-04-30 1.375 100.00 99.82 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2020-08-15 2.625 100.00 101.83 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2026-05-15 1.625 20000.00 19666.40 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2026-11-15 2.000 101283400.00 101999958.03 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2025-07-31 2.875 700.00 738.28 Agency Collateralized Mortgage Obligation Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2019-08-07 2019-08-07 2019-08-07 N N N 0.0230 500000000.00 500000000.00 0.0093 N N Y N - N/A - ROYAL BANK OF CANADA NY ROYAL BANK OF CANADA NY 983 0000352613 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-03-25 4.000 8770944.00 891284.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-05-25 3.934 8729000.00 962633.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-25 3.934 134088092.00 16199778.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-25 3.984 18518656.00 2470444.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-25 3.934 16500000.00 1799337.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-25 3.934 38381489.00 4697284.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-07-25 3.934 24184515.00 3767768.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-25 3.684 67238023.00 9771521.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-10-25 3.883 58006373.00 8739124.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-25 5.000 8396763.00 1355101.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-25 3.834 17937143.00 2801591.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-25 4.000 49303440.00 6313596.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-25 3.783 107999191.00 13348446.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-25 4.500 52393038.00 9199901.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-09-25 5.000 16734766.00 2958621.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 3.783 20276372.00 2468772.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 3.783 26281074.00 2952852.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-01-15 3.725 79709999.00 1061221.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-11-15 3.674 46403814.00 1296902.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-05-15 4.125 46220588.00 1795268.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-12-15 4.184 65714285.00 3206250.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 3.625 25742360.00 1560760.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 3.615 85892593.00 4063962.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-05-15 4.825 20578643.00 801275.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-03-15 4.500 45066575.00 1200378.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-10-15 4.325 33713100.00 1038791.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-09-15 3.000 168003132.00 4473551.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-08-15 3.725 46819626.00 2699196.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-06-15 3.825 14310000.00 461750.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-05-15 3.774 83016889.00 1786556.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 4.275 25000000.00 2327143.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 3.774 77705785.00 6588151.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-10-15 3.825 22285714.00 2025769.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 3.794 96081208.00 9327998.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-01-15 3.000 6726849.00 348059.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 4.174 105159489.00 4886040.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-08-15 3.500 6571859.00 134467.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2027-10-15 3.000 32074476.00 810149.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2042-08-15 0.000 20702524.00 8116734.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-08-15 3.625 29101206.00 2158764.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2043-01-15 4.500 597006.00 37015.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 3.000 156858563.00 11501368.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 3.500 10398000.00 744096.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-03-15 2.875 21795247.00 11377323.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-04-01 4.000 3025914.00 3088934.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-10-15 5.575 239920556.00 119271.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-25 3.633 60459083.00 2340411.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-06-25 5.000 1701408.00 44278.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-25 4.234 60000000.00 2749361.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-25 4.234 50000000.00 1600005.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-25 4.283 6455350.00 153648.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-25 3.684 107483023.00 2062510.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-25 4.234 81032023.00 2586739.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-25 4.234 56053492.00 2282105.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-03-25 4.363 22510643.00 184177.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-11-25 4.283 48866666.00 2011506.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-11-25 4.283 10378545.00 200838.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-04-25 4.283 26600000.00 860587.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-01-25 4.234 149192526.00 10773675.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-25 3.684 63846143.00 1463484.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-25 3.734 29122063.00 1074825.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 3.664 5738976.00 181956.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 4.214 5957794.00 266972.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-03-25 3.734 17396487.00 162855.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2030-11-25 4.384 35714842.00 476618.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-04-25 4.354 43333333.00 892442.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 3.684 52596616.00 2116621.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 4.134 5600599.00 226263.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 4.184 92560915.00 4357314.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 4.283 26179202.00 1204160.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-25 4.384 4673800.00 259803.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-25 4.283 3499000.00 208334.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-25 4.384 11389488.00 391632.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 3.734 47851923.00 2739881.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-10-15 3.000 18741021.00 863109.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-02-15 4.000 53250000.00 5301208.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-02-15 3.000 10107235.00 486139.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-03-15 3.774 22243120.00 2044543.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-03-15 5.000 20254231.00 752591.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-07-15 2.531 13862324.00 9836963.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-08-15 3.674 198950000.00 19207766.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-02-15 3.774 66345563.00 3100869.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-07-15 3.774 70000000.00 3038712.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-03-15 3.725 20471285.00 879647.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-03-15 3.825 66000000.00 2418541.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2054-01-15 3.825 28540048.00 1144043.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-05-15 3.674 25053150.00 2113762.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-06-15 3.875 50000000.00 2485743.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-07-15 3.875 61834251.00 2754919.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2050-11-15 3.674 23484774.00 1551990.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-09-15 4.325 31000727.00 3262497.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-09-15 3.774 40958642.00 3912682.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-04-15 6.000 12000000.00 848663.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-01-15 3.825 22285714.00 1906306.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-07-15 6.000 1707630.00 127296.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-10-15 3.325 107651276.00 5860491.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-04-15 5.500 42094518.00 3710463.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-05-15 3.774 22368052.00 1359293.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-04-15 1.579 302339.00 164594.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-04-15 3.500 29111489.00 2897958.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-05-15 3.774 53695517.00 4181593.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-05-15 3.774 58365893.00 3536646.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-06-15 3.575 18318856.00 2211163.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-08-15 3.774 17569336.00 1464160.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-08-15 3.674 35037218.00 5265140.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-08-15 3.500 20517739.00 1245514.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-03-15 4.500 11721267.00 852408.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-07-15 1.625 66620948.00 3899466.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-15 3.575 25000000.00 3039639.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-12-15 3.875 48728649.00 7962889.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-06-15 3.875 40500000.00 5306403.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-25 3.734 72474235.00 5841784.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 3.834 58774053.00 2243416.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 1.778 9078394.00 3165687.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-25 3.500 23043428.00 720452.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 3.883 37765051.00 2150235.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 3.834 250653364.00 18535039.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-12-25 3.500 35802086.00 1875975.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-25 4.984 16742363.00 1411937.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 2.577 30000000.00 17047640.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 3.834 45257480.00 3228415.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-03-25 3.883 51127039.00 5127772.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-25 3.934 33482200.00 1509051.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-03-25 3.834 30514527.00 3041476.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-03-25 3.934 36000000.00 2793319.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-08-25 4.000 94823600.00 1271567.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 4.500 2300000.00 86996.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-04-25 5.000 25257089.00 1177858.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-25 4.500 33008332.00 783337.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-25 4.000 25000000.00 1784971.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-25 3.834 36681499.00 1774323.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 0.000 288568.00 140363.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 4.333 17738140.00 1097482.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-05-25 5.000 62643330.00 1442913.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-25 4.500 8683461.00 112488.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 3.633 100000000.00 9845158.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-25 4.500 52908097.00 1237349.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-25 3.783 50000000.00 2032607.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-25 3.633 94109919.00 9180359.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-25 3.834 35000000.00 1253497.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-25 0.000 11728389.00 7086638.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 3.500 16761549.00 755466.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-25 4.434 73424980.00 7023909.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-25 6.000 19223505.00 1437112.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-12-25 3.834 26166666.00 1497002.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-03-25 3.500 23606285.00 917978.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-06-25 6.000 35294937.00 2829362.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-08-15 3.774 50533421.00 8061608.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-08-15 3.774 42323839.00 6288444.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-08-15 3.774 26045439.00 3936017.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-08-15 3.774 17492338.00 2705357.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-12-15 3.875 70823528.00 10277057.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-04-15 4.000 49787213.00 7090211.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-10-15 4.000 91621261.00 11393567.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-10-15 4.500 28311206.00 3414612.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-07-15 3.774 18144177.00 2603323.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-05-15 3.725 58886644.00 10478940.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-06-15 3.754 7287607.00 1640598.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-06-01 3.750 139615.00 151711.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-06-25 5.283 100000000.00 175839.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-05-25 0.000 75000000.00 2974876.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-06-25 4.434 102500921.00 695127.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-10-25 4.403 187687145.00 1035043.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-03-25 4.434 49485785.00 848613.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 4.934 3960790.00 62115.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 3.363 268645998.00 3625703.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-06-15 3.875 7486743.00 57225.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-04-15 4.325 15432640.00 149049.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-12-25 4.344 36090626.00 131870.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-02-25 4.474 15216931.00 118335.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-25 4.484 60842737.00 1028865.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-05-25 4.474 63752857.00 1274285.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-11-15 4.025 225000000.00 1812244.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-11-25 4.033 127032000.00 976849.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-10-15 4.474 64000000.00 1144867.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-25 3.964 118012223.00 1956227.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-11-25 4.283 25680762.00 683070.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 3.783 50000000.00 856639.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-11-25 5.500 282171278.00 5783713.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 3.783 50000000.00 856639.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 3.734 109000000.00 3630496.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 3.763 135667226.00 3613150.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-06-01 3.370 1368945.00 1458948.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-12-15 4.799 412280.00 446958.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-10-15 4.839 778498.00 843813.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-07-20 4.428 112613684.00 1035026.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-01-20 4.244 250000000.00 1322012.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-08-20 4.178 102500000.00 900257.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-06-20 4.398 150000000.00 2837115.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-20 4.000 55570921.00 4695123.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-16 3.468 157025072.00 2547566.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-20 3.500 22057006.00 1425008.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-03-20 3.500 18734634.00 1575544.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-11-20 3.978 19234064.00 1486681.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-20 4.000 6814249.00 834407.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-08-20 2.397 64689025.00 2451167.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-08-20 3.728 100000000.00 3789395.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-05-16 3.718 92857830.00 2179908.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-07-20 3.658 68833750.00 1354869.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-20 3.728 97000000.00 1879785.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-08-20 4.328 49696251.00 2497945.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-20 3.128 69305074.00 969729.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-02-16 4.218 76318500.00 2444866.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-04-20 4.378 76309666.00 1855668.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-16 4.317 41331611.00 1615670.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-05-16 3.778 84453184.00 1831802.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-16 3.767 33217889.00 1475852.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-11-16 3.718 30987353.00 1616231.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-20 4.378 67094382.00 978763.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-16 4.267 20000000.00 2580940.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-01-20 3.500 69357142.00 2580098.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-03-20 3.878 23510693.00 660694.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-03-20 4.500 105727647.00 3909015.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-16 2.168 198453000.00 3024762.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-20 5.000 50469918.00 1790313.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-16 4.500 54005500.00 1245564.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-16 3.767 36200359.00 1671431.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-20 3.928 15853103.00 1498319.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-04-20 4.028 21378374.00 645152.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-16 5.500 42848054.00 1477357.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-16 3.818 55536059.00 2657858.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-20 3.878 47602054.00 2009933.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-20 3.778 267673422.00 9231664.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-16 3.818 61118213.00 3503838.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-20 3.778 32400000.00 1380018.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-20 4.378 22381336.00 1071690.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-02-16 3.767 77417190.00 3758182.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-20 4.478 85277575.00 5563419.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-16 4.500 74078500.00 1897218.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-03-16 3.867 144645.00 6143.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-03-16 3.867 24713912.00 1224430.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-03-16 5.500 24850454.00 1611833.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-20 3.908 82000000.00 4369816.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-20 3.828 62014000.00 1984609.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-16 3.267 40000000.00 1918756.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-16 5.500 13102042.00 887565.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-20 3.328 30000000.00 1716820.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-06-16 3.767 41406066.00 2058272.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-20 3.328 34400000.00 1896128.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 3.878 28571428.00 3534342.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-20 3.978 78242800.00 5200837.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-20 4.378 79571786.00 1263552.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-20 3.928 31000000.00 3212133.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-10-16 3.767 11167583.00 670637.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-10-16 3.267 33572196.00 1496896.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-16 4.000 37500000.00 1728914.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-01-20 4.500 103138888.00 6271978.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-01-20 3.348 30478045.00 2368717.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-11-20 3.328 23100000.00 1104953.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-02-16 6.000 27688926.00 2510593.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-04-20 3.328 27191887.00 1889400.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-20 4.000 21375000.00 2104713.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-20 3.428 34875157.00 2804324.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-20 3.500 28571428.00 1087316.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-11-20 4.000 25967000.00 2144402.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-20 3.928 34844356.00 2328923.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-20 3.828 34187896.00 3787369.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-20 3.828 8290916.00 853101.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 4.500 54318666.00 2917390.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-01-20 3.378 69198033.00 4651759.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-20 4.000 12861258.00 1400493.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-06-20 4.000 5023074.00 437148.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-20 3.828 52386883.00 6664244.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-20 3.828 49142857.00 4851253.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-20 3.778 9387940.00 1297763.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-20 3.500 1278646.00 133630.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-20 3.778 46406286.00 5189169.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-20 3.500 15508285.00 1788236.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-05-20 3.778 37128963.00 3277778.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-16 4.500 42092863.00 5545808.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-20 3.500 16687304.00 1208037.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-20 3.000 39400000.00 1717667.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-16 5.000 38483022.00 2454681.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-20 4.000 81102125.00 9020909.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-10-20 3.000 5748846.00 4408272.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-20 4.000 12355625.00 1523224.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-20 4.500 14186738.00 1892249.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-20 3.500 12509546.00 1234022.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-20 3.500 766827.00 65023.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-20 3.500 7142857.00 684228.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-20 4.500 80588694.00 8466242.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-20 3.500 9000000.00 1316955.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-20 4.000 48799030.00 4770305.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-20 3.493 18665246.00 1859367.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 3.500 9824874.00 823117.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-20 4.000 9834625.00 1313128.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 3.978 27790198.00 4227073.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-20 3.500 9220266.00 825941.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 3.500 16862903.00 1676691.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 3.500 10500000.00 1082986.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-16 4.500 5032646.00 663648.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 3.500 68005918.00 5456558.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-20 3.000 37933512.00 3531209.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 3.428 41750000.00 6449509.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 4.000 20750000.00 2967004.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 4.000 22952070.00 1583500.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 3.928 23639000.00 2636001.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-03-20 3.928 27209212.00 4923162.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-20 4.000 7387750.00 469578.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-04-16 2.318 53136148.00 3720391.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-10-20 4.000 22349777.00 2773907.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-20 3.928 12096774.00 1899654.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-20 3.928 34291573.00 6417591.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 3.928 51000000.00 4208029.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 3.928 42456122.00 6031346.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 3.928 43874802.00 6204721.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-20 1.528 50000000.00 3672506.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-10-20 3.978 56176322.00 7695646.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-10-20 3.978 16855076.00 2308905.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-10-20 4.500 22298664.00 1257501.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-20 3.878 30597675.00 5301449.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-16 5.000 7887764.00 1319136.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-20 3.848 45033333.00 6557746.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-20 3.828 6527293.00 1069295.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-20 5.000 12718112.00 2279032.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 3.778 31183349.00 3646596.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 2.721 3255732.00 3196188.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 3.778 29211986.00 3959465.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 2.721 1005178.00 987110.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 3.778 85616740.00 10725080.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 3.828 67575036.00 9503925.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 3.828 9982597.00 1577386.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 4.500 5623008.00 695994.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-20 3.000 21732321.00 1815045.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-20 3.500 88722637.00 6664460.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 4.000 27526408.00 2362438.91 Agency Collateralized Mortgage Obligation Government National Mortgage 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26405618.00 3549412.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-25 3.000 1080284.00 872829.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-04-25 6.000 8847447.00 1151250.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-25 3.834 20820222.00 1625105.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-25 3.500 8514785.00 610856.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-04-25 6.000 18513919.00 2395682.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-25 3.883 12569077.00 1220468.02 Agency 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Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 3.225 45169891.00 4784839.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 3.774 23764203.00 3412886.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 4.500 5780530.00 1259999.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 3.774 60000000.00 7038156.66 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-08-01 2019-08-01 2019-08-01 N N N 0.0251 1000000000.00 1000000000.00 0.0187 N Y Y N - N/A - TREASURY BILL TREASURY BILL 912796TB5 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-01-16 2020-01-16 2020-01-16 N N N 0.0202 123821180.00 123821180.00 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Association-Agency Mortgage-Backed Securities 2030-07-15 8.000 40203.00 84.10 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-07-15 8.500 707765.00 1227.47 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-07-15 8.500 565585.00 911.59 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-08-15 8.500 1182881.00 1729.11 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-09-15 8.000 1208053.00 4434.03 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-10-15 8.000 58731.00 727.05 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-11-15 8.000 297727.00 871.97 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-08-15 8.500 1586333.00 4544.04 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-08-15 8.000 857315.00 735.22 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-05-15 8.000 1939090.00 1936.02 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-10-15 8.000 918001.00 3865.45 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-07-15 8.000 689200.00 917.36 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-05-15 8.500 349037.00 487.98 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-09-15 8.500 1053360.00 2555.41 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-10-15 8.500 600308.00 840.81 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-06-15 8.500 445479.00 926.03 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-09-15 8.000 48000.00 142.65 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-08-15 8.000 794597.00 1981.14 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-01-15 8.500 811341.00 2535.02 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-07-15 8.500 1232369.00 4486.53 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-07-15 8.000 2342106.00 3210.40 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-08-15 8.500 2843016.00 3210.01 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-09-15 8.000 2378940.00 2193.31 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-10-15 8.500 464007.00 3101.96 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2031-01-15 8.000 1000000.00 4439.79 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-07-15 8.500 561756.00 3107.62 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-05-15 8.000 1423204.00 2167.13 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-06-15 8.000 268661.00 317.76 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-06-15 8.500 2178700.00 3378.28 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-06-15 8.000 1228328.00 636.00 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-07-15 8.500 1203210.00 2269.39 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-07-15 8.500 907262.00 2803.75 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-08-15 8.500 1653457.00 1628.41 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-06-15 8.500 1107077.00 544.10 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-10-01 3.500 190000.00 89585.65 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-01-01 4.000 21971677.00 8314317.72 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-01-01 3.500 12045845.00 4516254.52 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-05-01 4.000 15510340.00 4906638.64 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-08-01 3.500 10990000.00 6243450.97 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-09-01 4.000 189200000.00 98875196.51 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-09-01 3.500 813884.00 389068.49 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-06-01 4.000 313229221.00 146736640.34 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-06-01 3.500 2878370.00 1994887.01 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-09-01 3.500 29050976.00 13969168.64 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-10-01 6.500 4982504.00 1950498.93 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-03-01 3.000 34073927.00 16993357.19 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-05-01 3.000 1942852.00 859548.61 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2030-07-01 3.000 9820590.00 4953321.61 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-08-01 4.000 3411732.00 3193222.51 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-10-01 5.000 316129.00 27606.18 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-03-01 3.500 1420600.00 1221717.78 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-02-01 4.000 41799040.00 35835018.42 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-03-01 4.000 68791592.00 58672859.97 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-06-01 4.000 33645061.00 29721519.27 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-07-01 3.500 87754289.00 78740245.88 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-08-01 3.500 146521.00 143712.36 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-12-01 3.500 5972464.00 5704698.66 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-04-01 3.500 2380724.00 2349865.75 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-03-01 4.000 424182.00 140032.20 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-02-01 4.000 1407182.00 1264917.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-09-01 4.000 12647035.00 7574961.99 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-10-01 4.000 10754124.00 7974804.32 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-10-01 3.500 49280000.00 35900106.78 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-03-01 3.500 8513367.00 5776955.92 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-11-01 4.000 12700000.00 9401927.75 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-12-01 3.500 3084003.00 2428682.40 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-02-01 3.500 25455772.00 21627580.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-04-01 4.000 6953544.00 6041600.65 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-04-01 4.000 3929479.00 3489920.81 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-08-01 4.000 10107224.00 9294438.90 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-10-01 4.000 373741521.00 330890661.20 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-08-01 4.500 76740864.00 75620777.70 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-09-01 4.000 50000000.00 43840321.56 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-09-01 4.000 4150786.00 3554305.21 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-09-01 4.000 1799909.00 1472704.68 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-09-01 4.000 2069484.00 1830526.93 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-09-01 4.000 1007465.00 896849.02 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-10-01 4.500 6746601.00 5936136.36 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-12-01 4.000 2480778.00 2198303.52 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-11-01 4.000 222932.00 202673.75 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-12-01 4.000 90331648.00 80978115.01 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-04-01 4.500 5641300.00 5220044.72 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-05-01 4.500 10650000.00 10224998.84 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-04-01 4.500 18722497.00 18143116.78 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-07-01 4.000 50067121.00 46867660.25 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips 2024-11-26 3.875 2000.00 2197.75 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-05-01 4.000 11290536.00 7643430.67 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-11-01 4.500 159000.00 104471.38 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-07-01 4.000 50000.00 48861.57 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-05-01 3.500 32583932.00 30283625.30 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-04-01 4.500 246094.00 231488.75 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-10-01 4.000 6036280.00 5947382.95 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2026-05-15 0.000 1000.00 852.38 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2025-07-15 0.000 1000.00 875.97 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-04-01 7.000 25150320.00 27217.17 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2022-04-08 0.000 3000.00 2830.44 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips 2020-02-20 1.500 1000.00 1002.52 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-07-01 8.000 1419943.00 38908.01 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-05-01 6.000 3363000.00 133922.44 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-11-01 5.500 5108695.00 115291.51 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-12-01 5.400 4221000.00 2082146.71 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-06-01 6.500 5717188.00 79417.68 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-01-01 8.500 11911550.00 27314.10 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-07-01 6.500 12371996.00 65104.32 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-11-01 8.000 2000000.00 88796.83 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-05-01 7.000 50000000.00 102396.91 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-01-01 8.000 6542788.00 82355.22 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-12-01 6.000 1056089.00 50902.95 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-08-01 7.000 911000.00 32146.14 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-02-01 7.000 1498887.00 31049.30 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-11-01 4.500 10500001.00 629787.84 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-12-01 4.000 20124841.00 3586209.22 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-12-01 4.000 6999292.00 1178112.57 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-01-01 4.000 28367288.00 4078468.21 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips 2020-11-01 0.000 456000.00 444081.52 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips 2023-05-01 0.000 2000.00 1837.18 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips 2020-07-15 0.000 3000.00 2938.98 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips 2021-12-15 0.000 74000.00 70190.47 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips 2025-06-15 0.000 392000.00 340816.56 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-04-01 5.000 475000.00 156427.58 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-03-01 4.000 1000.00 270.79 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-05-01 5.500 6300980.00 294316.89 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-04-01 4.000 292348.00 71186.19 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-11-01 3.500 1246959.00 189659.47 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-05-01 4.000 39945830.00 6775364.62 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-05-01 4.500 1335289.00 539616.49 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-05-01 5.000 927728.00 106153.71 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-05-01 4.500 17949310.00 2971035.28 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-07-01 4.500 1799000.00 508982.94 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-08-01 4.000 465000.00 71089.37 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-08-01 4.500 272000.00 80727.26 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-09-01 4.500 1235502.00 515554.74 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-11-01 4.000 300000.00 72003.59 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-01-01 3.500 6360189.00 1584898.24 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-02-01 4.000 5386462.00 1699406.62 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-03-01 4.000 1135594.00 428298.21 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-02-01 3.500 6861861.00 995545.94 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-03-01 3.000 89453653.00 22464493.17 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-03-01 3.000 1394250.00 368026.58 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-05-01 5.000 62804.00 8312.41 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-06-01 4.500 410000.00 51402.30 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-07-01 3.500 23243238.00 11127517.08 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-05-01 3.500 7250800.00 3310072.22 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 3.500 84383737.00 38932119.99 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-02-01 4.000 8890600.00 2949725.94 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 3.500 64314878.00 33810985.74 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-12-01 3.500 2703355.00 1210162.98 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-09-01 4.000 11292285.00 6078224.50 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-08-01 3.500 12320646.00 7759268.27 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-02-01 4.000 150000.00 76675.22 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-03-01 3.500 82000.00 44690.76 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-07-01 3.500 45000309.00 28206502.94 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-04-01 3.000 10274900.00 2874803.47 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-06-01 3.000 14335204.00 4404703.17 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-08-01 3.000 1291295.00 334346.72 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-08-01 3.000 5754295.00 2265808.27 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-06-01 2.500 9199999.00 2483775.82 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-08-01 3.500 10999002.00 3869460.16 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-08-01 3.000 14505483.00 4289137.39 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-09-01 3.000 1200415.00 482402.94 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-01 3.500 1329196.00 595840.15 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-10-01 3.500 1228011.00 561079.45 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-11-01 2.500 7801497.00 2051151.21 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-02-01 2.500 2154633.00 594435.53 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-11-01 3.000 5586680.00 1924006.71 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-12-01 2.500 8441505.00 2859232.83 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-12-01 2.500 6889850.00 2142851.05 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-12-01 4.000 1817360.00 954337.53 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-01 4.000 4242654.00 2154142.32 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-01 3.500 6057527.00 2832059.01 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-01 3.500 4465655.00 2697382.14 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-01 3.500 11428185.00 4665413.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-03-01 3.000 175000.00 106841.49 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-06-01 3.000 1080592.00 249961.64 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-02-01 3.000 1131009.00 384334.42 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-03-01 3.500 2514663.00 1258167.26 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-06-01 3.000 699247.00 526021.89 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-04-01 3.000 1181.00 398.15 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 4.000 61491.00 37372.93 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-10-01 4.000 2421132.00 1332188.03 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-07-01 4.000 117359720.00 67382986.03 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-08-01 4.000 100118121.00 52499541.43 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-12-01 3.500 3100000.00 2313703.69 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-10-01 4.000 31774954.00 22354019.92 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-01-01 4.000 1032.00 765.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-02-01 4.000 10152780.00 4853745.23 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-03-01 3.500 75130752.00 54313223.40 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-03-01 3.500 6650000.00 5446629.99 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-07-01 3.500 35619665.00 27946118.82 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-09-01 3.500 11933375.00 9269750.90 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-01 3.000 14987872.00 12373942.79 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-11-01 4.500 7734492.00 6587176.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-01-01 3.500 55000.00 41051.34 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency 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Association-Agency Mortgage-Backed Securities 2045-01-01 4.000 7663255.00 4819392.79 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-06-01 4.000 1548193.00 692422.32 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-05-01 6.000 1735684.00 36221.24 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-08-01 6.000 1760000.00 44972.65 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-08-01 5.000 1439770.00 53420.70 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-11-01 6.000 2100000.00 40579.65 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-12-01 8.500 3419829.00 138514.80 Agency Debentures and Agency Strips Federal 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2046-12-01 3.500 7959784.00 7059681.13 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-12-01 3.500 4610856.00 4250374.02 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 4.000 3269806.00 2591548.57 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 4.000 24961837.00 21241633.85 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-01 3.500 7255196.00 6619755.98 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-07-01 5.000 456000.00 237821.80 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2056-06-01 3.500 3041485.00 2257474.38 Agency Debentures and Agency Strips Federal National Mortgage 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Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-07-15 8.000 3102197.00 4794.52 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-12-15 8.500 987062.00 3045.62 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-07-15 8.000 2161578.00 1868.65 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-07-15 8.000 1277060.00 2546.08 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-09-15 8.000 126501.00 650.92 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-10-15 8.500 1340772.00 893.42 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-11-15 8.000 1264467.00 2711.12 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-10-15 8.000 833546.00 1976.65 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2031-02-15 8.500 505664.00 1754.23 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2031-01-15 8.500 919369.00 940.90 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2031-04-15 8.500 389354.00 2596.02 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2029-08-15 7.000 113869.00 933.48 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2028-09-15 5.000 41000.00 3566.44 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2020-02-15 5.000 25000.00 248.17 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 4.000 29888195.00 27548210.81 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 3.500 17079185.00 16484887.03 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-01 3.500 22975712.00 21468026.10 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-01 4.000 5057000.00 4798817.16 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 4.000 16562816.00 16236804.51 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-04-01 3.605 450000.00 490996.42 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-05-01 3.500 52584960.00 42633296.11 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-05-01 5.500 192000.00 158792.35 Agency Debentures and Agency Strips Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 3500000000.00 3500000000.00 0.0653 N Y Y N - N/A - Dreyfus Government Cash Management Funds 2019-08-05 /S/John Delise John Delise Treasury Manager