Daiwa Capital Markets America, Tri-Party Agreement thru BNY Mellon, dated 11/29/19 due at maturity date in the amount of $110,014,942 (fully collateralized by: original par of $4,542,843, Federal Farm Credit Bank Agency Debentures and Agency Strips, 1.71%-2.42%, due 10/22/20-5/27/27, valued at $4,541,327, original par of $249,386, Federal Home Loan Banks Agency Debentures and Agency Strips, 0.00%-2.38%, due 1/31/20-3/14/25, valued at $249,891, original par of $57,153,501, Federal Home Loan Mortgage Corp Agency Collateralized Mortgage Obligation, 2.07%-5.50%, due 10/15/35-7/15/49, valued at $8,024,576, original par of $29,580,705, Federal Home Loan Mortgage Corp Agency Mortgage-Backed Securities, 2.82%-5.50%, due 9/1/23-10/1/49, valued at $24,787,352, original par of $72,260,202, Federal National Mortgage Association Agency Collateralized Mortgage Obligation, 0.00%-4.79%, due 6/25/21-3/25/49, valued at $4,157,830, original par of $19,067,455, Federal National Mortgage Association Agency Debentures and Agency Strips, 1.35%-6.50%, due 6/30/20-2/1/43, valued at $2,640,069, original par of $38,485,550, Federal National Mortgage Association Agency Mortgage-Backed Securities, 2.50%-6.03%, due 2/1/22-3/1/52, valued at $33,305,820, original par of $96,800,153, Government National Mortgage Association Agency Collateralized Mortgage Obligation, 1.44%-4.50%, due 9/20/37-3/20/49, valued at $9,463,609, original par of $29,007,620, Government National Mortgage Association Agency Mortgage-Backed Securities, 2.50%-6.00%, due 7/20/34-11/20/49, valued at $23,385,412, original par of $2,690,327, U.S. Treasuries (including strips), 0.00%-2.88%, due 6/15/20-5/15/49, valued at $2,846,677) | 1.63 | | 12/2/19 | | 110,000,000 | | 110,000,000 | |