N-MFP2 0000740766 XXXXXXXX 2018-11-30 0000740766 S000000128 4 N N 002-89359 The Dreyfus Corporation 801-08147 Ernst@Young New York NY none Dreyfus Transfer Inc 0001285911 084-06102 N N N Exempt Government N 20 105 29890932922.66 31478252232.46 26697639890.99 28693742538.84 28998109236.34 36861825470.03 36987499241.72 32752050882.64 34548486831.43 35623089475.83 0.5160 0.5421 0.4916 0.4999 0.5018 0.6364 0.6369 0.6030 0.6019 0.6165 1096008591.99 56639521609.60 56639521609.60 49022262.64 203510982.29 57581041481.94 57582504708.23 1.0000 0.0225 0.9999 0.9999 0.9999 0.9999 0.9999 C000000287 10000000.00 53220489438.12 53221836968.86 0.9999 0.9999 0.9999 0.9999 0.9999 3522981531.80 3454293049.82 8583737657.15 8595137476.37 5485389793.67 9057083046.51 6462361388.70 3561946678.55 8930035778.12 8525463892.99 32984506149.40 33193924144.24 0.0209 Y Dreyfus.Expenses are capped at 16.5 bps. 1752417.09 C000000286 10000000.00 2618536406.84 2618581770.55 0.9999 0.9999 0.9999 0.9999 0.9999 248470761.68 189978086.07 172571751.95 97836129.90 88607778.20 163998738.62 209261342.21 37972572.05 132091881.85 288387893.89 851003515.89 778173420.53 0.0185 Y Dreyfus.Fund is waiving 4.5 points of expenses.98792.73 C000000288 10000000.00 1657251959.27 1657319719.93 0.9999 0.9999 0.9999 0.9999 0.9999 259568488.05 25407282.28 155564050.53 126299203.88 148860676.86 252262070.05 154462086.09 165828438.98 192622035.18 137557161.43 911077336.71 707354156.62 0.0200 Y Dreyfus.Fund is waiving 3.5 points of expenses.60665.77 C000000289 10000000.00 84763677.71 84766248.89 0.9999 0.9999 0.9999 0.9999 0.9999 1557148.30 377608.11 842742.63 2073464.58 40620557.06 43219801.44 232990.53 1710814.19 2437622.97 7169737.85 45691062.12 54551426.17 0.0170 Y Dreyfus.Fund is waiving 3.5 points of expenses.3417.60 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 2025-11-30 2.875 7130433.33 7096706.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2020-11-30 2.750 34283900.00 34241045.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2019-02-15 2.750 3608344.44 3638888.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-06-30 2.000 252777777.77 243149274.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-07-20 3.750 11876172.00 1874738.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-10-20 3.000 21278478.66 3896453.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2047-05-20 3.999 43555555.55 32273214.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2047-02-20 3.000 4319312.66 2181924.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2047-02-20 3.500 23333333.33 18704893.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2048-01-20 3.000 29475576.66 26973987.84 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2048-05-20 4.500 20968302.44 21210842.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2048-08-20 3.500 10655568.77 10666757.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2042-01-20 4.000 108036117.00 23624341.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2041-10-20 3.125 23333333.33 2686004.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2042-05-20 4.000 152250070.77 34357623.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2041-10-15 4.000 272222222.22 56330174.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2042-06-15 4.000 77777777.77 17021572.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2042-06-15 4.000 145694266.66 25118307.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2042-06-15 4.000 116666667.44 21388331.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2039-06-15 5.000 272222222.22 18807991.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2038-02-15 5.000 90773864.22 4503423.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2038-04-15 5.000 346206553.77 22181736.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2038-03-15 5.000 195196006.44 12875198.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2038-03-15 5.000 427777777.77 29691197.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2041-01-20 4.000 77777777.77 18404486.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2041-11-20 4.000 102468031.55 21100901.19 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0230 700000000.00 700000000.00 0.0122 N Y Y N - N/A - BANK OF NOVA SCOTIA/NEW YORK BANK OF NOVA SCOTIA/NEW YORK L3I9ZG2KFGXZ61BMYR72 36019 0000814020 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2042-06-01 4.501 440515.00 34590.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2041-12-01 4.000 15199157.00 6190396.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2048-10-01 3.999 144216.00 144369.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2021-05-01 6.500 1367111.00 101093.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2026-10-01 3.000 9161.00 2238.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2041-03-01 5.000 546544.00 250694.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2041-02-01 5.000 1415032.00 213902.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2038-09-01 7.000 17778.00 3995.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2042-02-01 3.500 284828.00 129259.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2042-05-01 4.000 897692.00 468059.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2028-07-01 3.000 8640192.00 4107984.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2042-08-01 4.500 367333.00 147421.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2042-09-01 3.500 177843.00 85490.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2043-01-01 3.500 28100594.00 12495991.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-07-01 4.000 11583659.00 10362600.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2035-04-01 3.500 4853482.00 2831797.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2044-02-01 4.500 3003712.00 1646938.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2044-02-01 4.500 2447856.00 1431415.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2044-08-01 4.000 13191.00 6260.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2044-10-01 3.999 4928462.00 1864823.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2046-05-01 4.000 9623002.00 7143986.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2046-06-01 3.000 8870737.00 7093320.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2046-08-01 4.000 13817684.00 10716301.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2046-07-01 3.000 52741.00 42123.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2046-07-01 3.500 5634.00 4571.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2046-10-01 3.000 2604368.00 2099616.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2046-11-01 3.000 426195.00 354342.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2046-11-01 3.500 240604.00 198485.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-01-01 3.000 20722.00 17709.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-02-01 3.000 1245372.00 1072067.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-04-01 4.000 5946913.00 5273023.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-06-01 4.000 6414139.00 6006936.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-06-01 4.500 1752566.00 1611121.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-06-01 4.500 3112152.00 3163848.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-09-01 4.000 1000.00 923.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-08-01 4.500 2175661.00 2087827.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-11-01 3.999 6400.00 5997.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2048-05-01 4.000 1008.00 998.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2048-08-01 4.000 2959.00 2965.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2029-05-15 6.250 4744000.00 5942354.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2019-09-12 1.750 185000.00 184402.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2040-12-01 4.000 17131937.00 5418167.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2041-04-01 4.500 1055775.00 352865.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2041-04-01 5.000 10301123.00 3490593.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2041-07-01 4.500 14879425.00 5970555.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2042-02-01 4.000 3891506.00 1398253.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2042-04-01 3.999 24841158.00 11905750.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2041-04-01 3.851 16330551.00 1597175.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2041-11-01 3.999 27294693.00 9216883.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2042-11-01 3.500 5515199.00 2625291.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2026-11-01 3.500 8676780.00 2588164.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2042-02-01 3.999 4000000.00 1473415.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2042-11-01 3.500 11341384.00 5207504.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2028-10-01 3.500 12526838.00 4506594.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2045-02-01 2.794 55746476.00 17543344.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2044-04-01 4.000 1558452.00 1088910.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2046-07-01 3.500 387322.00 283096.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2045-06-01 2.434 7149480.00 3846035.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2039-08-01 4.001 1100543.00 658889.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-02-01 4.000 5081520.00 4463680.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2046-05-01 3.500 746361.00 562686.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2046-03-01 2.608 20000078.00 9199745.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2045-01-01 2.501 13327217.00 5705914.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2042-05-01 3.999 4991485.00 3100377.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2044-05-01 2.829 11396046.00 2929920.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2027-07-01 3.000 11803233.00 3996094.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2042-09-01 2.307 7561971.00 2339960.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2042-09-01 4.500 1021.00 65.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2042-09-01 3.000 533223.00 290804.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2042-10-01 3.500 2617120.00 1770460.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2027-10-01 3.000 6674939.00 2255884.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2043-01-01 3.500 709473.00 393041.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2043-01-01 3.000 23305.00 15083.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2028-04-01 2.499 4630768.00 2396157.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2043-07-01 3.000 13395558.00 7677432.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2044-01-01 4.500 8561980.00 4251991.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2046-03-01 3.999 1872642.00 1153428.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2046-11-01 3.000 9866656.00 8223746.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-04-01 3.999 8002560.00 7243023.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2044-10-01 3.085 20175207.00 7172217.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2044-08-01 3.170 1114917.00 506831.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2045-09-01 2.742 58472.00 29695.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2045-09-01 2.693 10093239.00 5270013.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2045-09-01 3.999 8343491.00 5215202.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2045-11-01 3.500 191079.00 143712.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2045-10-01 3.500 292393.00 212428.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2046-05-01 3.999 1001.00 685.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2046-06-01 3.500 1308400.00 824906.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2046-10-01 3.500 1135069.00 881608.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-01-01 3.999 197596.00 158695.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-05-01 3.999 1309534.00 1143273.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 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Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2038-01-01 6.500 4130321.00 453912.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2026-07-01 3.500 888290.00 184153.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2042-02-01 3.999 294692.00 147800.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2043-04-01 4.000 963022.00 413682.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2024-09-01 5.000 500135.00 51031.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2045-05-01 3.999 13009924.00 6442317.50 Agency Mortgage-Backed Securities Federal Home 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9557625.00 9324977.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-07-31 1.875 367.50 357.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-08-15 1.500 159075.00 156313.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-08-31 1.625 7260750.00 6973332.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-08-31 1.250 2178172.50 2161873.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-09-15 1.375 131250.00 128368.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-09-30 1.375 280350.00 277962.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries 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261700PLI2HF5NCF2442 2022-07-31 2.000 993615.25 970474.38 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0227 1642000000.00 1642000000.00 0.0285 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 Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-11-20 3.500 71331697.00 10825796.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 4.000 51465012.00 9775329.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 3.919 33333333.00 4835006.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 3.920 9617232.00 1204140.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-01 2.269 9828000.00 2960837.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-11-01 3.000 853976.00 838076.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-11-01 3.500 5520128.00 5509715.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-05-01 4.000 1894.00 83.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2022-12-09 3.000 19000000.00 19045220.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2029-11-30 4.000 9950000.00 9914578.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-07-01 3.773 15153340.00 13917313.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-08-01 4.000 2425.00 951.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-15 2.888 2031140.00 1238546.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-01 3.999 46207000.00 43195335.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-10-11 4.179 6998000.00 6971473.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2020-07-20 2.296 190000000.00 190075307.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-02-01 3.702 1672925.00 1454847.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2023-07-25 0.000 14646.00 16.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-07-25 3.500 30912841.00 819353.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-25 3.500 1107165.00 1036381.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-04-25 3.918 44724440.00 4090171.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-25 3.868 3387193.00 480895.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-04-15 2.629 2518700.00 428804.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-01-15 2.678 2156475.00 532202.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-10-15 2.629 1701000.00 822609.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-01-15 3.819 73079466.00 7074139.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2030-09-15 6.000 17538880.00 736751.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-08-15 3.500 608000.00 399865.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-15 3.500 30943541.00 24534434.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2019-03-27 3.750 3803000.00 3842218.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-11-15 4.500 70903000.00 65016184.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-11-01 3.763 30190845.00 4633474.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2019-02-28 0.000 19744200.00 19631460.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2019-10-10 0.000 605000.00 591484.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2019-01-08 0.000 583600.00 582160.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2019-11-30 1.750 25000000.00 24753900.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2020-03-31 2.250 15000000.00 14948739.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2028-08-15 2.875 630000.00 627391.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2020-10-31 2.349 137613400.00 137887532.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2023-10-31 2.875 7000000.00 7021053.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2023-11-30 2.875 5072000.00 5077548.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2019-03-31 1.625 1102600.00 1102502.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2021-12-31 2.125 2394100.00 2364377.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2020-02-29 1.375 7482000.00 7378093.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2025-08-15 2.000 29065200.00 27585671.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2025-11-15 2.250 269100.00 257619.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2021-02-15 3.625 145600.00 149591.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2020-01-31 1.375 13000000.00 12854106.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-02-01 3.000 3000000.00 1945294.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-06-25 2.601 20000000.00 570471.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-05-25 2.630 6300000.00 404452.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-05-25 2.581 13385750.00 660317.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-01-25 2.801 10666235.00 671529.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-07-25 2.681 3071828.00 786562.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-08-01 4.000 4578731.00 4540831.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-03-01 4.000 3036005.00 2977764.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-10-01 4.000 7056720.00 7186426.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-10-01 4.000 5008240.00 5097273.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-01 3.395 3739299.00 3774881.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-10-01 4.000 13971749.00 14065674.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-01 5.000 1728167.00 1812011.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-08-01 4.000 1657000.00 1048446.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-01-01 4.000 1645000.00 1032930.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-10-01 3.999 1200929.00 1216904.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-01 4.000 22190135.00 22388541.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-11-01 4.000 3467914.00 3532137.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-01 4.000 8344771.00 8375498.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-07-01 3.999 34657402.00 34073212.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-01 5.000 986320.00 1010272.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-08-01 5.499 6500000.00 2086227.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-09-20 3.500 112896176.00 44380526.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-20 3.500 38571907.00 20281852.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-20 3.500 169088643.00 94047500.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-01-20 3.500 187514000.00 106721053.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-04-20 4.500 619999.00 389551.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-05-20 3.500 31244298.00 30620443.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-05-20 4.500 28519691.00 29038823.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 3.500 14449.00 14009.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 4.500 1259400.00 1284273.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-10-20 4.500 61096668.00 63137234.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-10-20 5.000 1542731.00 1617591.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-20 4.000 532525.00 536091.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-20 4.500 4528582.00 4624257.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-20 4.500 38974561.00 40363029.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-20 5.000 4830422.00 5072396.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 5.500 1109951.00 1172706.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-20 3.500 901315.00 879568.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 5.000 3290844.00 3488776.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 5.000 2459158.00 2617047.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-20 5.000 1110654.00 1164229.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-20 3.500 133092054.00 9895949.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-20 4.500 34333235.00 3737551.29 Agency Collateralized Mortgage Obligation Y 2018-12-03 2018-12-03 2018-12-03 N Y Daiwa Securities Co 0.0000 FITCH'S RATING F1 MOODY'S RATING P2 S&P RATING A1 N 0.0229 1250000000.00 1250000000.00 0.0217 N Y Y N - N/A - DEUTSCHE BANK AG DEUTSCHE BANK AG 529900J2KCFIPEYJIE34 631 0000800178 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States 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3.625 20068000.00 21333088.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 529900J2KCFIPEYJIE34 2043-11-15 3.750 68733800.00 73920443.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 529900J2KCFIPEYJIE34 2047-08-15 2.750 100.00 90.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 529900J2KCFIPEYJIE34 2026-08-15 1.500 152042200.00 137429791.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 529900J2KCFIPEYJIE34 2022-08-31 1.625 25022800.00 24038076.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 529900J2KCFIPEYJIE34 2025-03-31 2.625 99430400.00 98158788.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 529900J2KCFIPEYJIE34 2022-02-28 1.750 108816600.00 105605767.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 529900J2KCFIPEYJIE34 2021-01-31 1.375 55812500.00 54375128.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 529900J2KCFIPEYJIE34 2026-07-15 0.125 46640100.00 45991452.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 529900J2KCFIPEYJIE34 2034-08-15 0.000 45000000.00 27147600.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 529900J2KCFIPEYJIE34 2027-02-15 0.000 23000000.00 17947130.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 529900J2KCFIPEYJIE34 2027-11-15 0.000 39000000.00 29609580.00 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 2018-12-03 2018-12-03 2018-12-03 N N N 0.0229 750000000.00 750000000.00 0.0130 N Y Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385U46 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-12-24 2018-12-24 2018-12-24 N N N 0.0218 199736400.00 199736400.00 0.0035 N N Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384BF5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2019-01-30 2019-01-30 2019-01-30 N N N 0.0226 104602470.00 104602470.00 0.0018 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384CC1 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2019-02-20 2019-02-20 2019-02-20 N N N 0.0239 1193732400.00 1193732400.00 0.0207 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384CE7 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2019-02-22 2019-02-22 2019-02-22 N N N 0.0239 66641215.00 66641215.00 0.0012 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384BX6 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2019-02-15 2019-02-15 2019-02-15 N N N 0.0238 199021600.00 199021600.00 0.0035 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384CK3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2019-02-27 2019-02-27 2019-02-27 N N N 0.0240 228692220.00 228692220.00 0.0040 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385T89 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-12-20 2018-12-20 2018-12-20 N N N 0.0214 499466500.00 499466500.00 0.0087 N N Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EJHP7 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-12-01 2020-03-26 2020-03-26 N N N 0.0235 155109309.10 155109309.10 0.0027 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EJGT0 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-12-16 2020-03-16 2020-03-16 N N N 0.0217 40001273.20 40001273.20 0.0007 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EG4M4 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-12-14 2019-02-14 2019-02-14 N N N 0.0229 300054462.00 300054462.00 0.0052 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EHME0 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-12-01 2019-03-12 2019-03-12 N N N 0.0217 99985609.00 99985609.00 0.0017 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EG6X8 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-12-06 2019-03-06 2019-03-06 N N N 0.0228 100019310.00 100019310.00 0.0017 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EHQK2 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-12-03 2019-07-03 2019-07-03 N N N 0.0223 150004794.00 150004794.00 0.0026 N N N N - N/A - 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20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2032-05-15 4.349 9285712.00 513053.16 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-10-15 4.370 11000000.00 408786.34 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-04-15 0.000 19760200.00 47.37 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-07-15 3.000 18500000.00 814923.54 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2033-05-15 2.625 550000.00 454338.98 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-06-15 3.500 280000.00 312143.89 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-11-15 4.000 4583000.00 265503.27 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-08-15 5.000 5382905.00 339935.75 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-10-15 3.720 14550000.00 695339.71 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2034-02-15 3.770 6069239.00 359527.63 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-12-15 4.000 7822250.00 248959.21 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-05-15 3.819 10580000.00 507598.59 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-03-15 4.000 959000.00 38099.51 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-12-15 3.819 7455000.00 523618.69 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-02-15 3.999 1062500.00 110193.21 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-11-15 4.000 1471000.00 131606.30 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-03-15 3.000 5442416.00 622359.50 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-09-25 2.071 25000000.00 3170925.00 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-12-25 2.040 88276701.00 11462641.34 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-04-15 4.000 2000.00 2061.04 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2027-03-25 0.743 309022345.00 12969056.02 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-11-15 4.000 833000.00 849494.88 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2028-07-25 0.120 110000000.00 1470894.54 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-12-01 2.318 64866724.00 18858788.56 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-10-01 3.500 49100000.00 19268867.27 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-02-01 4.112 46823802.00 19384636.38 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2027-09-01 2.965 22100000.00 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FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-04-01 4.500 40042073.00 21603297.34 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-04-01 4.000 41400000.00 19504576.43 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2030-09-01 3.000 32755112.00 19594282.13 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2030-10-01 3.000 34074664.00 21026231.61 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-06-01 3.500 26000000.00 20147982.88 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2032-01-25 6.500 1400000.00 102559.70 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2032-03-25 5.817 55000000.00 49542.63 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2032-06-15 5.719 42512800.00 106706.73 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2033-01-25 4.718 62019059.00 112547.87 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2033-09-25 5.000 150000.00 162626.25 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-05-25 5.784 5000000.00 89376.34 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-08-25 3.951 56100000.00 293555.38 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2034-12-25 2.914 238122000.00 1425601.01 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-04-25 4.418 44647067.00 555968.24 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2034-10-25 4.468 63760427.00 239240.12 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-08-25 4.397 16370295.00 189460.03 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-09-25 3.818 64000000.00 368913.69 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-02-25 4.408 14545453.00 190376.54 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-10-25 4.418 31962174.00 214651.77 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-06-25 4.418 54534000.00 624466.23 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-01-15 4.419 128670867.00 608500.66 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2020-04-15 5.000 60749421.00 15809.03 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-04-15 5.019 66625752.00 508116.01 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-01-25 4.468 155497886.00 183732.77 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-10-25 4.298 26314000.00 425211.81 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-12-25 4.418 25000000.00 126776.99 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-11-25 4.338 21849481.00 470730.28 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-12-25 4.098 59910000.00 664907.06 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-01-25 4.918 37828000.00 252557.16 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-02-25 4.468 139285714.00 138274.82 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-02-25 4.168 83345678.00 70313.78 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-05-25 4.998 47694215.00 145309.24 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-07-25 2.268 100000.00 5658.34 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-05-25 4.158 49813961.00 267371.73 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-08-25 4.267 75000000.00 557488.20 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-06-25 4.318 132841000.00 570685.10 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-07-25 4.248 108436908.00 405603.32 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-07-25 4.848 106011388.00 516277.23 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-05-25 4.218 78810000.00 256424.00 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-03-25 4.218 65818546.00 241933.52 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-05-25 4.677 96328000.00 547684.14 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-05-25 3.968 43593000.00 208999.70 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-06-25 3.968 52298049.00 251834.78 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-10-15 4.320 39955710.00 307700.48 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-11-15 4.210 30000000.00 330410.53 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-08-15 0.000 25000000.00 93.70 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-01-15 4.969 146666666.00 471070.68 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-08-15 0.000 140000000.00 743.79 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-03-15 4.419 27000000.00 171428.37 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-04-15 4.470 38305092.00 454672.57 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-04-15 3.830 87500000.00 322354.64 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-05-15 4.129 100000000.00 116585.70 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-05-15 4.469 74117533.00 169901.69 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-09-15 0.000 95058510.00 902.74 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-05-15 3.820 74000000.00 151750.02 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-07-15 4.309 10000000.00 96487.17 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2032-05-15 0.000 79890963.00 1582.40 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-07-25 3.867 71760000.00 74548.18 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-06-25 3.767 110000000.00 75312.79 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2023-06-25 4.218 60000000.00 78650.40 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-06-25 3.748 200000000.00 263845.92 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-03-25 3.767 40601706.00 48194.51 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-02-25 2.718 200000000.00 682779.36 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-08-25 3.818 56809000.00 218547.92 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-01-25 0.000 46460176.00 223.22 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-04-25 0.000 23019827.00 21.41 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-07-25 0.000 14420183.00 28.56 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-03-25 5.000 45400000.00 416313.06 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-06-25 0.000 16108173.00 26.16 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-02-25 0.000 5654180.00 14.37 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-11-15 4.140 20000000.00 265258.73 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-02-15 4.020 50000000.00 161099.16 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-03-15 4.570 50000000.00 701373.69 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-08-15 0.000 79982750.00 65.79 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-01-15 3.570 32000000.00 390547.54 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2032-03-15 0.000 10916685.00 1.43 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-07-15 0.000 21475526.00 89.81 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-08-15 0.000 5938329.00 1.24 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-01-15 5.500 13159296.00 46512.27 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-07-15 0.000 12224948.00 53.70 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-06-15 0.000 150000000.00 2067.46 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-07-15 0.000 77242219.00 156.17 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-06-15 0.000 10000000.00 2530.91 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-07-15 3.520 56066666.00 64592.74 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-03-25 3.468 100000000.00 148066.71 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-06-25 5.000 9155000.00 47109.43 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-11-25 3.968 103151785.00 693518.14 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-03-25 3.968 62500000.00 245767.65 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-02-25 3.968 99707712.00 158188.73 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-04-15 4.320 20000000.00 85860.81 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-10-15 3.870 50814314.00 833275.15 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-12-15 4.019 33000000.00 242867.14 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-12-15 4.060 3975000.00 83461.80 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-10-25 5.000 11408517.00 195971.58 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-04-25 4.218 90000000.00 189489.48 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-05-25 4.118 42500000.00 122297.98 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2029-06-15 4.000 31347625.00 20180.66 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-06-25 4.218 118367053.00 700789.16 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-02-15 3.960 76754703.00 785775.14 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-06-01 3.500 27244557.00 21323215.00 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2057-01-01 3.500 25340000.00 21078679.60 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-06-01 3.999 26193060.00 20729068.65 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-01-01 2.974 21904938.00 16406587.37 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-04-01 4.500 19043990.00 19333144.71 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-08-01 3.500 21363431.00 20875397.40 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-07-01 4.000 22090092.00 21614431.17 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-11-01 4.000 20659603.00 20844325.10 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-12-01 3.500 20643000.00 19090509.57 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-10-01 4.000 21654201.00 21645012.17 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-11-01 4.000 19054424.00 19407297.11 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-06-01 3.999 20788584.00 20417771.63 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-08-16 5.500 9327272.00 117674.49 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-03-16 0.970 163000000.00 1143.11 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-03-16 0.970 297586501.00 2086.97 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-04-16 0.053 66111131.00 3038.03 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-03-16 0.014 263341060.00 12618.68 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-10-16 0.307 221036360.00 127.64 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-16 0.011 125000000.00 28.88 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-08-16 0.009 135461920.00 2255.44 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-01-16 0.026 328812515.00 439.59 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-11-16 0.035 411449172.00 13543.23 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-08-16 0.939 21756662.00 27297.99 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-11-16 0.225 227119159.00 23400.77 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2033-03-20 4.870 41257142.00 62103.66 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2033-02-16 5.500 85335227.00 58800.12 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-01-16 1.016 238126561.00 21595.52 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-12-16 0.203 591256461.00 172.79 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-10-16 0.009 112652320.00 9.26 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-03-20 4.620 92412000.00 379941.21 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2033-06-20 4.419 80000000.00 271289.41 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-04-20 5.419 68181818.00 125499.11 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2033-10-20 4.320 136421000.00 448245.95 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-11-16 0.014 134483860.00 183.90 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2034-11-20 3.820 57112000.00 341299.57 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-03-20 3.900 146666666.00 592042.30 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-06-20 5.499 18897399.00 221369.98 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-06-20 3.919 50000000.00 218707.38 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2034-05-20 3.820 47369333.00 34716.87 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-05-20 4.820 85000000.00 529248.11 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-10-16 5.499 18772090.00 207818.98 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-04-20 3.970 20000000.00 80603.27 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-04-20 0.000 77574754.00 408.96 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-02-20 0.000 112275765.00 990.16 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-04-20 0.000 5650739.00 133.85 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-05-20 0.450 85149999.00 549020.14 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-06-20 1.297 3500000.00 118799.70 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-03-20 1.690 10000000.00 520922.36 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-07-20 1.625 3100000.00 95192.82 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-08-20 1.692 23000000.00 700689.30 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-02-20 3.218 5300000.00 163965.40 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-08-20 2.322 12900000.00 449329.54 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-06-20 1.508 22044721.00 496021.60 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 0.411 62858668.00 482313.03 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-12-20 2.099 18252999.00 774193.34 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-04-20 1.983 30258357.00 207390.21 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-11-20 0.740 11681882.00 91767.64 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2059-09-20 0.809 20059271.00 947.04 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-07-20 1.296 50029337.00 173202.89 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 6.500 8500000.00 317221.15 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-08-20 2.181 18500000.00 172413.74 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-07-20 2.287 64000000.00 791553.09 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-03-20 3.702 5499659.00 341110.71 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-08-20 3.053 42696886.00 75674.98 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-10-20 3.412 26911741.00 746980.44 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-01-20 3.033 43620000.00 661778.86 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-01-20 1.530 4000000.00 4411.77 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-02-20 1.199 4336000.00 125319.73 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-05-20 1.379 27450000.00 666062.17 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-11-20 4.110 30000001.00 260249.50 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-01-20 5.360 7600000.00 92692.79 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-03-20 2.052 25224066.00 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2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 4.014 56414879.00 194457.02 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 3.092 12000000.00 97128.73 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 1.840 4565000.00 100196.86 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 1.538 2864000.00 104045.73 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-11-20 8.111 39780910.00 315736.63 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-01-20 3.055 33300000.00 57696.63 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 2.367 12173605.00 234077.03 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-09-20 3.500 4800000.00 127844.53 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-05-16 4.520 11347000.00 85391.02 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-04-16 4.270 40000000.00 693655.31 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-07-16 0.000 10000000.00 83.55 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-08-16 4.820 33333333.00 101815.79 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-10-20 4.269 59500000.00 242708.48 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-10-20 3.820 64600000.00 212488.45 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-10-20 3.870 64600000.00 205501.04 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-05-16 4.120 3475000.00 56930.97 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-04-20 1.673 1842000.00 98712.52 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-10-20 2.543 15373934.00 387592.44 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-09-20 1.449 1610000.00 59263.62 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-09-20 0.930 72631976.00 879376.40 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-03-20 0.459 20444970.00 140466.76 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-07-20 1.518 1417000.00 76746.10 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-03-20 1.451 2762000.00 108724.61 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 2.016 1495000.00 99798.53 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-05-20 1.425 3378000.00 154287.11 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 1.772 998000.00 65694.16 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-05-20 1.520 3281000.00 129409.85 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.169 925000.00 108074.10 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-09-20 1.651 11400000.00 741336.52 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-10-20 2.017 959000.00 44621.70 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-10-20 1.214 4615000.00 169216.62 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-11-20 1.518 1433000.00 51550.85 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-11-20 1.710 11326271.00 548632.30 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.919 934000.00 103191.97 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-03-20 1.655 767000.00 40542.90 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-03-20 1.526 12783082.00 432425.65 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-03-20 2.875 35980101.00 766866.82 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-08-20 3.860 21060000.00 118030.61 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-09-20 3.720 71400000.00 242122.36 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-04-16 0.331 82637447.00 86479.46 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-11-16 0.209 28000000.00 8124.39 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-01-16 1.346 75000000.00 42918.90 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-11-16 0.172 64720000.00 60446.59 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-10-16 0.000 125000000.00 2544.27 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-10-16 0.000 100000000.00 1308.80 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-09-20 4.020 39228684.00 163825.89 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-06-20 3.839 20000000.00 330149.30 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-03-20 4.000 4379279.00 667288.26 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-04-20 0.957 56372722.00 866260.50 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-12-16 4.120 49813000.00 387349.69 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.197 809000.00 96131.84 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-06-20 2.944 43740708.00 583933.89 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-04-20 1.532 25423023.00 871943.66 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-10-20 2.623 2674000.00 330504.31 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-04-20 1.719 2499000.00 172487.67 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-10-20 1.820 1919000.00 122150.09 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-06-20 1.564 1831000.00 60101.21 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-05-20 1.889 45586409.00 849676.92 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-07-20 1.780 1075000.00 56827.03 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-08-20 1.788 908000.00 60695.17 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-08-20 2.335 1036000.00 93609.21 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-07-20 1.869 2253000.00 195953.65 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-08-20 1.582 1495000.00 71196.36 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-09-20 2.575 657000.00 68707.71 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-09-20 1.694 1114000.00 87111.14 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-08-20 1.575 1678000.00 59459.26 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-09-20 2.028 1592000.00 57872.61 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-10-20 2.314 2783000.00 286032.04 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-10-20 1.811 974000.00 62151.79 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-10-20 2.277 619000.00 41212.50 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-08-20 2.793 500000.00 61613.17 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-01-20 1.351 1990000.00 161713.57 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-12-20 2.009 1250000.00 96278.64 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-01-20 1.175 7789000.00 567214.48 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 2.814 2193000.00 277025.45 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-02-20 1.332 2173000.00 132991.59 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-07-20 2.367 947000.00 78400.31 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-02-20 1.119 1105000.00 71851.67 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-07-20 1.891 5638000.00 213338.48 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-04-20 1.387 1530000.00 53835.00 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-01-20 1.608 2120000.00 133426.61 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.351 1044000.00 131403.15 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-06-20 2.329 1345000.00 133830.65 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-06-20 1.637 2368000.00 115487.14 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-08-20 1.872 59781032.00 144756.45 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-07-20 1.981 902000.00 82285.58 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-06-20 2.484 2000000.00 271679.47 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-06-20 2.857 85491554.00 591831.05 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-01-16 4.120 24000000.00 202059.64 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-12-20 4.120 7062865.00 596333.95 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2030-12-16 0.000 3142158.00 6.43 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-05-20 0.000 66987289.00 200.70 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-06-16 6.999 14641435.00 594981.63 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-01-20 3.970 34016426.00 229947.74 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-06-20 3.570 45000000.00 659119.87 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-12-16 3.770 25000000.00 262860.06 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-03-20 4.000 3022125.00 24236.60 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-05-20 4.370 13398043.00 293615.34 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-07-20 3.819 32705172.00 483657.74 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-07-20 4.500 4100000.00 114785.20 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-02-20 3.020 45229000.00 748407.08 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-04-20 4.370 23975000.00 652544.19 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-06-20 3.839 26779553.00 551194.56 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-03-20 0.000 3073098.00 6.56 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-12-20 5.000 64128036.00 497760.86 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2054-01-16 0.781 6500000.00 254737.78 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-04-16 0.470 100000000.00 703472.35 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-02-20 4.370 13336859.00 592503.19 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-04-20 4.419 21428571.00 622002.76 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-09-20 2.520 50000000.00 702145.29 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-11-20 3.500 2833000.00 268160.06 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-12-20 3.000 2949542.00 80889.70 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-07-20 4.500 10068999.00 298629.71 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-20 3.000 5000000.00 281200.22 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2053-09-16 0.795 1903143.00 53385.06 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-01-16 3.819 26125878.00 600349.49 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2056-05-16 0.882 1517148.00 67635.18 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-01-20 0.833 75892464.00 369597.96 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-04-20 3.270 18889000.00 703754.05 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-08-20 3.319 10600000.00 838532.11 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-09-16 5.000 404000.00 36892.54 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-10-16 3.319 1075000.00 50064.12 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-06-20 3.500 7142857.00 590748.07 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-02-20 3.999 8778576.00 726256.98 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-04-20 0.791 56784359.00 377322.79 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2058-08-16 0.759 1765000.00 110880.61 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-11-20 2.500 2250.00 1666.52 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-07-20 0.795 54969461.00 867649.75 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-02-20 3.000 2487086.00 626261.01 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-02-20 3.500 690000.00 126780.84 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-06-20 2.431 23493281.00 311140.82 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 1.077 9177443.00 417808.64 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-08-20 3.000 3666666.00 314688.48 Agency Collateralized Mortgage Obligation FREMF MTG TR 2010-K6 A-X3 20461225 0.20000-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-11-20 3.000 5000000.00 523017.63 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1 2019-03-05 2019-03-05 2019-03-05 N N N 0.0223 875000000.00 875000000.00 0.0152 N N N Y - N/A - MERRILL LYNCH PIERCE FENNER & SMITH MERRILL LYNCH PIERCE FENNER & SMITH 8NAV47T0Y26Q87Y0QP81 36022 0000914246 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 Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-03-20 1.730 52894678.00 1416701.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-09-20 5.931 60211590.00 1676339.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 4.822 85534822.00 3696134.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 4.141 66866674.00 2259791.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-04-20 4.538 19290252.00 371067.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-06-20 1.722 38901739.00 1302034.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-07-20 3.008 65131729.00 1843143.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 2.408 44800000.00 896962.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-08-20 3.819 26018000.00 1438314.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-05-16 5.453 3000000.00 5994258.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-11-20 2.914 21093420.00 2473798.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-11-20 1.606 60917522.00 2776940.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-12-20 1.778 33225396.00 2812438.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.141 80245804.00 1688122.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-05-20 2.916 118496773.00 2226707.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-06-20 1.796 42006273.00 1858110.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-05-20 1.455 34473465.00 1100217.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-12-20 1.356 101392184.00 4033377.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-04-20 1.834 50000002.00 2310560.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-05-20 1.641 29522302.00 1256567.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-09-20 1.724 45197047.00 3637104.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 1.449 22360370.00 1014429.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-12-20 1.079 38854462.00 1228417.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-11-20 1.919 52452415.00 3329368.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-11-20 4.070 142784000.00 1724964.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-07-20 4.290 48540000.00 1023517.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-06-20 5.000 20473361.00 3499471.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-02-20 4.000 6863623.00 992339.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-02-20 4.500 68909398.00 10274409.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-04-20 2.317 30000000.00 1683950.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-10-20 2.072 76164870.00 1254725.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-05-20 2.834 242455973.00 2612809.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-08-20 2.036 186934018.00 2518935.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-10-20 2.019 39405929.00 1002668.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-11-20 0.969 150144887.00 4745526.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 1.879 31712373.00 3811920.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 0.269 40625119.00 4744783.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-02-20 0.739 67087814.00 1844611.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-03-20 1.903 72783581.00 5934188.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-01-20 3.509 99200000.00 1350194.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-03-20 4.190 33619574.00 3012812.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-05-20 3.919 55349784.00 8106787.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-03-20 3.319 37518921.00 3264959.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-02-20 3.870 261573039.00 5187421.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-02-20 3.970 84900000.00 1595335.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-02-16 4.269 96200000.00 2328246.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-02-20 3.480 65600000.00 945605.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-02-20 3.500 75000000.00 990254.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-04-16 3.370 60900000.00 1489925.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-04-20 3.379 200000000.00 3064083.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-05-20 4.220 76600000.00 1597940.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-05-20 4.219 84375000.00 1748864.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-06-20 3.720 100000000.00 1852625.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-09-20 3.720 97000000.00 1810809.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-08-20 4.320 62500000.00 1326491.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-09-20 3.770 51500000.00 1190869.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-09-20 4.330 43058548.00 2562274.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-09-16 4.320 31633333.00 1800910.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-10-20 3.089 49500000.00 937075.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-12-20 3.720 50000000.00 1253697.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-01-16 3.670 75200000.00 1484138.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-09-20 3.819 68173857.00 1084372.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-02-20 3.819 164584188.00 3187080.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-09-20 3.870 85356633.00 4430671.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-11-16 4.419 51189624.00 2763501.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-01-20 3.500 24812769.00 1223712.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-01-20 3.500 66857142.00 3190523.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-12-20 4.370 26136428.00 2400030.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-20 4.420 14408151.00 1064102.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2026-12-20 4.000 70279459.00 1387038.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-12-20 3.860 50000000.00 3735144.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-12-16 3.819 41732481.00 1998384.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-12-20 3.770 32870000.00 1344983.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-10-20 4.500 58636500.00 1987857.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-01-16 3.770 29437575.00 1410575.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-11-20 5.500 34000000.00 2398426.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-12-20 3.819 147287866.00 4325484.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-12-20 3.770 30000000.00 1117524.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-10-20 3.870 29953037.00 1064467.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-06-20 4.420 118594807.00 5526211.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-07-20 3.870 65714285.00 2454840.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-07-20 3.970 29000000.00 1148505.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-07-20 3.819 47629500.00 1885367.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-07-20 4.419 49000000.00 2895614.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-08-20 3.770 40000000.00 1490001.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-07-20 4.419 39156311.00 924853.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-03-20 3.870 37809887.00 1582923.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-01-20 3.270 45070326.00 1472452.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-02-20 3.819 61239458.00 2660760.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-01-20 3.320 110468935.00 4444558.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-08-20 3.319 19411765.00 980666.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2029-03-20 3.000 34284967.00 968611.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-12-20 3.870 25714285.00 2770121.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-11-20 3.919 25000000.00 3168312.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-10-20 3.319 60000000.00 3877728.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-11-20 3.319 36900000.00 1715225.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-12-20 3.319 76029085.00 6583134.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-02-20 3.819 75409863.00 6732370.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-05-20 5.000 60000000.00 5554042.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-04-20 3.319 52238884.00 3885975.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-07-20 3.970 9000000.00 1056051.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-07-20 5.000 56650000.00 5327925.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-08-20 5.500 45617045.00 4865669.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-05-20 3.319 72777222.00 5228340.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-10-20 3.970 50989915.00 5666724.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-20 3.970 16000000.00 1833395.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-03-20 4.000 10875000.00 1257935.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-02-20 3.819 69088880.00 7221997.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-01-20 3.370 78000000.00 4808066.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-04-20 3.770 35271731.00 4148269.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-06-20 3.500 8571428.00 1020852.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-04-20 3.819 50000000.00 5516361.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-10-20 3.819 21466707.00 2220030.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-09-20 0.839 61526924.00 1010051.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-01-20 3.770 36487294.00 4510314.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-06-20 3.919 23937296.00 3757521.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-08-16 3.919 12366645.00 1573359.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-09-20 3.919 50000000.00 6114517.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-05-20 4.000 7390000.00 1015430.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-08-20 3.920 24971428.00 3516605.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-09-20 5.500 42290996.00 7811719.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-09-20 3.919 33056117.00 5645993.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-10-16 3.970 48857349.00 6017483.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-06-20 4.160 11500000.00 1431137.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 1.316 41074390.00 3817783.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 1.855 67818058.00 6007864.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-06-20 1.671 64904604.00 3892911.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 1.296 21866587.00 2003802.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 1.673 62038437.00 4128479.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 1.790 104236674.00 10739791.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-08-16 0.498 98884949.00 5489119.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-07-20 3.919 59500000.00 8422625.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-05-20 3.500 31841428.00 3437720.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-01-20 4.000 9000000.00 1741134.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-02-20 3.500 2494000.00 1496763.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-02-20 3.819 53277272.00 6697152.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-05-20 0.987 42263406.00 1130221.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-20 0.818 70166231.00 1850786.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-02-16 3.870 76777880.00 9806754.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-03-20 3.919 52446704.00 8884749.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-08-20 3.770 15990842.00 2072081.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-10-16 3.770 26242138.00 3695456.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-07-16 3.319 13570714.00 1465468.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-04-20 3.919 31712576.00 4613140.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-20 4.320 41778891.00 6051676.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-04-20 3.770 41618888.00 6025978.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-08-16 3.770 58573047.00 6920748.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-06-20 4.000 43768985.00 6659635.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-09-20 2.500 1013848.00 905530.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-02-20 3.500 34943069.00 5786657.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-01-20 4.500 39292547.00 7578183.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-08-20 3.500 57225361.00 9924285.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-07-20 3.319 56774729.00 6438001.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-06-20 3.819 58985862.00 10183060.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-09-20 3.920 41133333.00 6546557.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-05-20 3.500 46259539.00 8719371.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-12-20 3.720 59257348.00 6082472.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-05-20 3.390 57368383.00 6836046.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-10-20 3.720 66233210.00 8431436.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-09-20 4.000 39996907.00 6473416.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-10-20 3.500 1336000.00 1241475.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-10-15 4.000 32397229.00 2094905.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-10-25 3.568 29267433.00 893801.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-12-25 4.218 120000000.00 7028883.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-12-25 3.718 77161995.00 3351698.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-01-25 3.718 76998664.00 3251961.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-02-25 3.718 99126919.00 3931118.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-25 3.668 65000000.00 2864212.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-25 3.668 67308056.00 3028377.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-08-25 4.267 75259600.00 3199960.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-08-25 4.267 30474900.00 1219287.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-04-25 4.168 52428571.00 2463138.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-03-25 4.267 170631000.00 2508591.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-03-25 4.368 39053000.00 960288.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2027-10-25 3.500 29285713.00 895812.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-09-25 3.818 61803607.00 2107369.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-11-25 3.500 72425714.00 7158168.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-11-25 3.818 55000000.00 3958514.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-10-25 3.999 13384919.00 1130239.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-08-25 3.818 58038555.00 972034.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-12-25 4.418 39375000.00 2748883.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-12-25 3.000 24500000.00 1180515.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2028-02-25 3.000 44641773.00 1182878.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2028-01-25 3.000 110604301.00 3205288.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-03-25 3.838 53922243.00 4158585.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-03-25 4.000 98043750.00 3670168.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2028-08-25 4.000 43039908.00 1317829.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-10-25 4.317 45000000.00 3679118.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2023-12-25 0.231 297437117.00 933614.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-07-25 3.500 32500000.00 2523467.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-12-25 3.818 20000000.00 1613115.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-12-25 3.818 26166666.00 1430300.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-01-25 3.867 28100000.00 2090884.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-01-25 3.318 36733333.00 2484873.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-04-25 5.500 21818182.00 1942247.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-04-25 6.000 30000000.00 3016284.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-04-25 3.918 84332822.00 4487404.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-05-25 4.168 22000000.00 1819305.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-07-25 3.338 26597854.00 2556796.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-25 3.617 43481127.00 3128464.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-10-25 3.867 35142857.00 3417397.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-10-25 3.718 37876567.00 4858270.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-05-25 3.000 10400000.00 1037781.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-04-25 3.500 17000000.00 1118245.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-10-25 3.868 8127152.00 1060486.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2057-07-25 3.818 65842947.00 8165859.20 Agency Collateralized Mortgage Obligation Government National Mortgage 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5.000 1150419.00 380092.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2028-09-01 3.500 6595892.00 3032732.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2022-10-01 2.500 1400000.00 265542.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-12-01 5.000 2213953.00 1523887.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 4.025 401337.00 296152.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-01-01 4.000 10850235.00 6254511.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-08-01 4.000 1150000.00 412387.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency 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National Mortgage Association-Agency Mortgage-Backed Securities 2045-04-01 2.500 751993.00 586389.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-05-01 3.500 2020660.00 1331548.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-08-01 3.500 2028365.00 1333057.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-09-01 3.500 2896329.00 2333296.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-08-01 4.500 1066234.00 712755.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-10-01 3.000 1206500.00 949618.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2032-09-01 6.500 469000.00 19443.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2032-09-01 8.000 21804090.00 298584.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2033-04-01 6.000 8785000.00 535383.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2032-08-01 7.000 14983600.00 437184.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2033-08-01 4.500 20000000.00 624942.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2034-03-01 5.000 8000000.00 351404.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2022-06-01 7.500 15844688.00 260977.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2033-11-01 5.000 5183858.00 429396.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2035-07-01 5.860 644309.00 276172.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2035-03-01 5.500 14576199.00 216465.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2035-07-01 5.000 6729726.00 735529.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2036-11-01 8.000 692810.00 300390.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-09-01 4.000 704000.00 439653.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-08-01 4.500 2886873.00 786815.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-02-01 4.000 969919.00 703835.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-02-01 4.500 1545609.00 1157824.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-05-01 3.000 7442866.00 5421759.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-06-01 3.500 3207360.00 2081878.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-06-01 3.000 5389600.00 4148472.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-06-01 3.500 2571554.00 2098070.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 3.500 280000.00 233779.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 3.000 1200000.00 984590.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-06-01 3.500 2508115.00 2357947.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-07-01 3.500 14900969.00 11066427.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-03-01 2.673 1606894.00 1200212.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-08-01 4.000 1653279.00 1609147.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-09-01 3.500 2379767.00 2248645.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-07-01 4.000 1481325.00 1440787.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-01 3.500 4900000.00 4025774.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-01 3.500 1580601.00 1496530.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2031-12-01 3.500 2368870.00 1916541.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 3.500 1313062.00 1069427.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-11-01 4.000 1840825.00 1800098.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 4.000 1119746.00 1094810.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 3.500 1193000.00 1148009.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-12-01 3.500 320000.00 293244.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-01 3.000 1050808.00 880686.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-12-01 3.500 3471389.00 3254471.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 4.500 1134872.00 1030026.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 3.500 12153370.00 10695937.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-01 3.500 1000000.00 840932.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-01 3.000 603337.00 553022.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 3.500 1160874.00 1011947.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 3.500 3336382.00 3200141.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2055-09-01 4.000 1300000.00 1053050.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-02-01 3.500 1675000.00 1461800.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-02-01 4.500 126799760.00 118690794.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 3.500 49774260.00 46327921.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 3.000 3320839.00 3060000.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 3.500 1470907.00 1407301.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 3.500 2511130.00 1802126.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 4.500 5646518.00 5051652.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 4.000 4845445.00 4625628.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 3.500 2348726.00 1970517.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 3.500 4156002.00 3616596.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-01 4.500 3922687.00 3498479.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-01 3.500 4976834.00 4168034.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-11-01 3.335 34044705.00 32293307.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-01 3.000 10269798.00 8976585.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-01 3.500 4124696.00 3670253.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-01 4.000 2468561.00 2446575.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-01 4.000 3366287.00 2995503.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 4.500 16742553.00 13078581.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-01 3.000 1222892.00 1137304.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-01 3.500 1760253.00 1595004.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-01 4.000 1602669.00 1566706.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-01 4.000 2597331.00 2574822.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-01 4.000 1293164.00 1282354.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-01 3.500 257283.00 248205.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-01 3.000 658151.00 616525.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-01 3.500 1042135.00 1009846.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 3.500 2890487.00 2812843.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-11-01 3.000 2013714.00 1774495.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-01 4.000 1763510.00 1603438.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-01 2.500 1964100.00 1766980.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-01 2.500 298536.00 268705.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-01 4.000 3210222.00 3030629.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2037-12-01 4.000 1166973.00 1148751.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-01 4.500 8918485.00 7471381.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-01 3.500 13600000.00 12165331.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-01 3.000 2037999.00 1920843.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2033-08-01 3.500 1406014.00 1388363.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 3.500 2616429.00 2563079.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 4.500 4341632.00 4516302.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-01 3.500 1502040.00 1456803.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2033-01-01 3.500 863597.00 829393.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-01 4.500 2918911.00 2962699.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2033-06-01 3.500 1565642.00 1528726.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 5.000 2822590.00 2890509.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-01 4.500 2954010.00 2627234.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2033-05-01 4.000 1122352.00 1119911.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-01 4.000 5397032.00 5193276.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 4.000 31104313.00 30461969.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 5.000 8137578.00 8513462.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 4.000 3200212.00 3199909.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-02-01 5.000 2450917.00 2339192.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-02-01 5.000 3911675.00 3889853.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-01 4.500 2272922.00 2343813.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-01 3.500 1753096.00 1706699.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-01 3.500 1726286.00 1585319.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-01 3.500 1242578.00 1208043.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-01 4.500 1353438.00 1256329.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-01 4.500 2108697.00 2177759.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 5.000 1562485.00 1584752.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2033-05-01 3.500 1421547.00 1358243.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 3.000 1061858.00 1003833.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 3.000 1272938.00 1098454.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 4.000 1375949.00 1376441.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 4.500 2218096.00 2293965.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 4.500 1946660.00 2006457.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 4.500 2886563.00 2990596.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 5.000 1818641.00 1916225.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 4.500 2668693.00 2739911.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 4.000 3109378.00 3150840.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.500 3730089.00 3881243.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 5.500 4235930.00 4529052.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 5.000 1303600.00 1368612.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 5.000 2299669.00 2443698.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 4.000 1983481.00 1985314.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-11-01 5.000 1320762.00 1361380.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 4.500 2178366.00 2252466.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 4.500 1620102.00 1674691.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 4.000 2573269.00 2578934.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 4.500 3497528.00 3572594.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 4.500 2757156.00 2858526.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 5.000 1004779.00 1046723.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 3.500 1711000.00 1660452.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 4.500 1643172.00 1703451.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 4.500 2436644.00 2514273.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 4.500 1630543.00 1688672.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 4.500 1237203.00 1281285.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 4.500 3268563.00 3395906.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 5.000 1011993.00 1074029.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 4.500 1892252.00 1942938.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 4.500 1505784.00 1557278.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 4.500 1292018.00 1339320.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 4.500 2159328.00 2243336.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 5.000 1415469.00 1503305.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 5.500 1917926.00 2072847.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 5.500 1871514.00 2004464.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.500 1858640.00 1923668.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.500 11298845.00 11771703.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.000 1327100.00 1342047.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 5.000 3800185.00 4054865.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 5.000 3218432.00 3435096.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.000 2557868.00 2591701.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2037-04-01 2.499 5325000.00 4427238.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2024-02-01 4.500 647130.00 277841.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2037-09-01 3.000 7050000.00 6140798.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-01 4.182 54507010.00 43142685.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-01 3.000 438862.00 397410.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2032-02-01 5.000 7564208.00 7063830.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-10-01 2.500 10357394.00 9518140.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 3.000 16610993.00 15790419.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 5.000 33258625.00 35282625.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.500 34043617.00 35377411.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 5.000 1461265.00 1531538.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 4.000 1628848.00 1638127.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 5.500 4925812.00 5272029.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 5.000 1809987.00 1911202.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 5.000 5260173.00 5518098.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 4.500 8647496.00 8989687.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 4.500 3712384.00 3870614.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 4.000 13432319.00 13540978.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 5.500 1160947.00 1260010.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 5.500 6008661.00 6521327.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 5.000 2044194.00 2187260.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 5.000 1566045.00 1655145.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 5.000 2236169.00 2362134.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 5.500 8409569.00 9008753.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.000 2429649.00 2453880.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 5.000 2445286.00 2586144.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 5.000 3853717.00 4047732.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 5.500 8525235.00 9259840.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.000 1291634.00 1310983.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-01 3.000 2483640.00 2194683.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 3.500 4151780.00 3843026.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 3.000 2988864.00 2828724.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 4.000 1476801.00 1474002.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2028-10-01 3.000 9389415.00 9233362.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 3.500 2699732.00 2588130.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 3.000 2120351.00 2013549.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 3.000 3232396.00 2937771.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 3.500 3023980.00 2900228.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 3.500 1672796.00 1643229.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 4.000 4597290.00 4639001.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2036-08-01 6.500 3118926.00 234616.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2037-10-01 7.000 34562874.00 577833.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2023-01-01 6.500 8814727.00 369520.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2032-12-01 6.000 5852306.00 407254.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2024-12-01 6.500 4814356.00 434720.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2024-05-01 6.000 4000000.00 262871.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2040-10-01 6.000 3614286.00 451906.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2027-01-01 4.500 202000.00 50443.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 3.000 225000.00 210751.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-06-01 5.000 749000.00 335614.31 Agency Mortgage-Backed Securities Government National 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1584556.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2023-04-01 5.500 4719000.00 174115.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2023-02-01 5.000 2482811.00 122555.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2036-08-01 6.500 2745000.00 300062.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2038-09-01 6.500 2100000.00 51350.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2038-09-01 6.000 20395552.00 163764.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2019-12-01 5.000 11600.00 33.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 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2.375 35212400.00 34454226.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2025-02-15 2.000 63606100.00 60604223.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2021-03-31 1.250 340300.00 329102.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2021-10-31 1.250 100.00 95.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2023-12-31 2.250 700.00 685.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2020-07-31 2.000 34406300.00 34181641.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2020-09-30 2.000 400.00 395.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2021-05-31 2.000 9779200.00 9583616.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2024-05-15 0.000 72000000.00 61392240.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-09-20 4.500 31753175.00 5650667.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-11-16 2.250 24630992.00 14091687.45 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2018-12-03 2018-12-03 2018-12-03 N N N 0.0229 1900000000.00 1900000000.00 0.0330 N Y Y N - N/A - ROYAL BANK OF CANADA NY ROYAL BANK OF CANADA NY 983 0001000275 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2029-04-15 3.875 23820600.00 46472453.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 3.125 119309600.00 116469587.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-11-15 3.750 71378500.00 76642083.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-06-30 2.625 29282800.00 29307213.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-15 2.000 89862000.00 85206718.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-12-31 2.250 68367300.00 66955831.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-29 2.125 56724700.00 54913585.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-03-15 1.625 34426100.00 34032527.13 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-12-03 2018-12-03 2018-12-03 N N N 0.0227 500000000.00 500000000.00 0.0087 N Y Y N - N/A - ROYAL BANK OF CANADA NY ROYAL BANK OF CANADA NY 983 0001000275 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) 2019-02-07 0.000 36945900.00 36781379.90 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2026-08-15 1.500 200.00 180.55 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2023-04-30 2.750 370000000.00 369166762.04 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2028-05-15 2.875 167351300.00 165328072.71 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2023-05-31 2.750 31147200.00 31010931.00 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2021-03-31 2.250 18951200.00 18777618.46 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2025-02-15 2.000 377922000.00 360086053.36 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2022-12-31 2.125 45652900.00 44757871.17 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2021-12-31 2.000 300000000.00 295088465.21 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2024-01-31 2.250 500330000.00 488817526.34 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2027-05-15 2.375 349705000.00 333682956.29 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2032-12-15 3.500 7530907.00 518506.27 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2034-07-01 4.503 6875655.00 259184.50 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-11-01 5.000 340639.00 356288.35 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-02-01 3.879 83252.00 8438.91 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-01-01 3.500 788913.00 350861.94 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-01-01 4.466 1044818.00 87991.09 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-08-15 3.669 81951506.00 5766293.17 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-12-15 3.000 166600000.00 15453020.07 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-02-15 3.830 12999839.00 1275791.59 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-07-01 3.690 1249031.00 1136742.93 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-06-01 3.500 47142.00 21519.36 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2031-10-15 5.620 240000000.00 123647.74 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2028-07-15 6.500 60.00 1.57 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2028-10-01 3.589 8873000.00 8855280.12 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-09-25 3.617 60459083.00 2053317.61 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-06-25 5.000 21103800.00 870459.39 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-07-25 4.218 50000000.00 1459156.39 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-03-25 4.268 18093579.00 482336.54 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-09-25 3.668 107483023.00 2132850.81 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-09-25 4.218 81032023.00 2610056.55 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-02-25 4.218 56053492.00 2318095.66 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-11-25 4.268 48866666.00 2078064.15 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-12-25 3.718 50000000.00 2171858.42 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-01-25 4.218 149192526.00 10514402.79 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2032-02-25 4.368 21648056.00 775307.00 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-03-25 4.168 91164018.00 5260085.85 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2030-11-25 4.368 70571426.00 1219897.20 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-04-25 4.338 19988748.00 519143.36 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-03-25 3.668 52596616.00 1887885.42 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-11-25 4.368 49074344.00 2493174.52 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-09-25 3.718 40796009.00 2755488.33 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-08-25 3.500 2939261.00 3383595.34 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-08-25 3.718 47851923.00 2595822.06 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-10-25 3.718 72474235.00 5355534.82 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-09-25 3.000 1014614.00 131116.42 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-09-25 3.768 5000000.00 318009.89 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-09-25 3.818 58774053.00 2256802.24 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-10-25 3.718 61923028.00 3984132.15 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-10-25 3.868 17586556.00 668049.21 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2039-11-25 3.918 50000000.00 1669185.22 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-11-25 3.818 250653364.00 17278140.33 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-01-25 3.500 5357143.00 263215.33 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2032-12-25 3.500 35802086.00 2319950.33 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-12-25 4.968 16742363.00 1493221.01 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-08-25 3.918 48417143.00 2246460.17 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-02-25 3.818 55343860.00 3023196.46 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-02-25 3.818 53982840.00 3625611.63 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-10-25 3.500 17702571.00 1038514.81 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-09-25 3.918 33482200.00 1566612.19 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-03-25 3.818 30114527.00 2811685.92 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2033-03-25 3.918 36000000.00 2537505.18 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-05-25 4.500 33008332.00 1139716.93 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-06-25 4.000 19500000.00 989160.92 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-02-25 3.968 42976427.00 1511290.21 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-07-25 3.999 25000000.00 2284302.47 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-10-25 3.000 5087.00 2264.61 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-09-25 3.668 69648558.00 5654022.01 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-10-25 0.000 13655000.00 6631349.90 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-05-25 5.000 62643330.00 2470977.61 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-03-25 4.500 37075514.00 1272526.61 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-10-25 3.617 100000000.00 8758165.75 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-11-25 4.500 52908097.00 2036206.49 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-12-25 3.617 94109919.00 8582628.23 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-01-25 0.000 8848389.00 4251127.59 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-07-25 4.418 73424980.00 6512198.75 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-05-25 4.500 13574666.00 1111747.16 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-04-25 3.838 19285714.00 2065573.42 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-04-25 3.918 45000000.00 4564966.94 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-07-25 0.000 4188214.00 2460529.65 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-06-25 0.000 2531180.00 1420966.48 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2032-03-25 3.500 45313519.00 2247850.32 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-06-25 3.338 38791600.00 3436985.51 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-05-25 3.918 16023661.00 1420388.81 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-05-25 3.368 61902119.00 5291405.29 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-06-25 3.918 30000000.00 1604595.87 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-06-25 3.338 42269082.00 3278766.04 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-09-25 3.918 23829550.00 2151002.12 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-09-25 0.000 17317886.00 9105121.01 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-04-25 3.818 31000000.00 1968016.49 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2034-02-25 3.867 72000000.00 4135728.61 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-03-25 3.500 10778285.00 1521399.14 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-07-25 6.000 14651350.00 2141082.96 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-11-25 3.718 26405618.00 3383598.58 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-10-25 3.818 69963190.00 6023452.27 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-09-25 3.718 86969500.00 14716706.65 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-05-25 4.000 25652229.00 2308001.60 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-11-25 3.718 21896931.00 3115231.03 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-05-25 3.867 12569077.00 1265461.99 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-12-25 3.500 7857142.00 1473590.62 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-01-25 3.868 30000000.00 4755842.64 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-02-25 3.968 39632837.00 4069675.53 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-05-25 3.918 4816744.00 880783.69 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-05-25 3.918 8729000.00 1135501.18 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-06-25 3.968 18518656.00 2506747.49 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-06-25 3.918 16500000.00 2112546.01 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-08-25 3.918 38381489.00 5322037.97 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2029-11-25 4.000 246938.00 249309.23 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2048-07-25 3.918 24184515.00 3709929.38 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2058-10-25 3.868 58006373.00 9249784.32 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-12-25 4.000 49303440.00 10488035.92 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-01-15 3.770 79709999.00 1155588.69 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-11-15 4.270 48727578.00 174224.54 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-11-15 3.720 30663480.00 1105658.63 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-11-15 4.320 21863608.00 1159535.44 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-07-15 4.500 24143009.00 1044329.30 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-12-15 4.230 65714285.00 3208373.03 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-01-15 4.190 7385663.00 230553.86 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-02-15 3.670 25742360.00 1388498.18 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-02-15 3.669 12403782.00 356130.95 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-02-15 3.660 85892593.00 3784469.48 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2036-05-15 4.870 20578643.00 843866.55 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-03-15 5.499 32181818.00 1917326.14 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-03-15 4.169 55714285.00 2356211.13 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-04-15 5.000 23875779.00 1043061.60 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2027-05-15 3.000 82083333.00 2104599.09 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2039-04-15 3.770 156250000.00 2762128.10 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2031-09-15 3.000 216589236.00 7853340.16 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-08-15 3.770 46819626.00 2689385.87 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-08-15 4.270 49700163.00 4245119.45 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2039-05-15 3.820 83016889.00 2309169.38 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-09-15 4.320 25000000.00 2226414.29 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-09-15 3.819 77705785.00 6262676.27 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-09-15 3.920 7265420.00 377165.62 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-10-15 3.870 22285714.00 2133458.67 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-08-15 3.500 26573983.00 1785308.78 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-02-15 6.000 66092350.00 2197326.22 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2027-11-15 2.500 78480674.00 2086681.32 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-12-15 3.839 96081208.00 8581556.06 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2033-01-15 3.000 26735571.00 1630285.97 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-02-15 4.220 105159489.00 4988688.05 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-02-15 3.999 53250000.00 6131350.53 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2028-02-15 2.499 27520192.00 737359.57 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-12-15 4.500 3477613.00 222492.84 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2033-02-15 2.752 2000000.00 1660785.92 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-03-15 3.820 22243120.00 1690420.95 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2032-05-15 6.500 11126923.00 468665.33 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-08-15 3.720 148400000.00 13032122.48 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-02-15 4.320 101087765.00 9186462.20 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-05-15 4.500 26362777.00 1910535.27 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-03-15 3.870 66000000.00 2425308.21 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-04-15 3.720 2361000.00 123044.92 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-05-15 3.720 25053150.00 2108405.12 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-06-15 3.920 50000000.00 2267429.91 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-09-15 4.370 31000727.00 3268368.29 Agency Collateralized 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(including strips) 2029-12-15 4.000 5999167.00 6172351.92 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-04-15 4.000 49787213.00 11303052.66 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-10-15 4.000 91621261.00 17623186.67 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2039-11-15 4.000 5000000.00 310450.42 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2032-11-25 7.000 147589139.00 325474.32 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2033-06-25 5.267 100000000.00 171793.28 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2034-05-25 0.000 75000000.00 3169941.99 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 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268645998.00 2833322.89 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2035-02-15 3.819 54822828.00 240785.29 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2035-02-15 3.920 51530454.00 354580.40 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-08-01 3.000 192092988.00 18178461.08 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-02-01 3.000 39963550.00 3359074.62 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2035-06-15 3.919 12583476.00 87193.07 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2036-03-15 3.819 30000000.00 270416.64 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2036-10-25 4.218 75072000.00 576099.30 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2036-09-25 4.267 35730268.00 561152.19 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2036-11-25 4.468 21700000.00 103698.02 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2036-11-25 4.338 1043640.00 15113.07 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2036-04-15 4.370 72504857.00 577951.00 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2035-12-25 4.328 38077864.00 156320.02 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2037-01-25 4.098 21509000.00 193167.21 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2037-02-25 4.458 75901811.00 325263.42 Agency Collateralized 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(including strips) 2040-11-25 4.500 43533333.00 1271346.24 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2028-10-01 3.750 6983000.00 7060363.49 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2032-10-20 5.320 166499999.00 265350.18 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2036-07-20 4.330 50000000.00 221091.95 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2035-03-20 3.919 63350000.00 474984.86 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2039-09-20 4.169 50000000.00 311597.58 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2039-12-20 3.500 35000000.00 586074.44 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2037-03-20 4.540 31283958.00 166451.28 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2037-04-16 4.530 32500000.00 348569.90 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2037-05-16 4.519 33655032.00 458831.85 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2037-07-16 3.819 80600000.00 752841.12 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2038-06-16 3.960 40000000.00 450493.46 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2039-11-20 4.049 50000000.00 708437.14 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-06-20 4.390 150000000.00 2697323.08 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2046-10-20 4.000 58350000.00 6937729.81 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2039-12-16 3.520 157025072.00 2165970.54 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-02-20 3.500 13242696.00 1658476.94 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2047-03-20 3.500 18734634.00 3112612.56 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2039-06-16 4.320 12538194.00 974082.39 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-02-16 4.269 23068000.00 442841.00 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-02-16 3.720 44700000.00 815408.85 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2038-07-20 3.890 8248720.00 181028.19 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-08-20 3.720 100000000.00 3738571.28 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-05-16 3.770 92857830.00 1989127.45 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-07-20 3.649 68833750.00 1355077.92 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-08-20 4.320 49696251.00 2545723.59 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-09-20 3.120 67197000.00 1241817.92 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2039-12-20 3.770 12155782.00 120666.67 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-01-16 3.669 1979024.00 61801.88 Agency Collateralized 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strips) 2043-07-20 3.919 17272370.00 641790.99 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2039-12-20 3.770 267673422.00 9971049.43 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-07-16 3.870 1621357.00 44666.09 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-08-16 3.819 29753922.00 1215062.87 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-09-20 3.770 44800000.00 1594184.28 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2042-10-20 3.870 6911027.00 132638.13 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-01-20 4.470 85277575.00 5472133.17 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-03-16 3.919 24686573.00 853315.40 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-03-16 5.500 24850454.00 1960140.36 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2039-12-16 3.820 6000000.00 214332.34 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-04-20 3.899 82000000.00 4276689.92 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-04-20 4.500 12394828.00 798198.63 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2043-09-20 3.820 62014000.00 2050631.53 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-04-16 3.320 40000000.00 1664734.55 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-06-16 3.820 3789498.00 158226.41 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-07-16 4.500 5285713.00 472530.48 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-12-20 3.870 28571428.00 3241938.32 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-11-20 3.919 31000000.00 2981565.84 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2044-09-20 3.920 39093773.00 1260790.11 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-01-20 3.339 6144726.00 418715.80 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2045-02-16 6.000 35009926.00 3712275.90 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2040-01-16 4.500 17477083.00 1460112.36 Agency Collateralized 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Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-05-01 3.000 238983.00 229803.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-06-01 3.500 3956502.00 3890636.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-06-01 3.000 28576.00 27704.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-07-01 3.500 1032660.00 1016696.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-08-01 3.500 2501555.00 2467466.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-08-01 3.500 2619862.00 2451142.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-09-01 3.000 385531.00 372758.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 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Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-01-01 3.500 46705340.00 43757649.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-03-01 3.500 68980311.00 65643735.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-05-01 3.500 3586.00 3412.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-03-01 4.500 2510812.00 1086385.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-05-01 2.500 49286.00 34925.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-07-01 2.500 90135.00 72407.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-10-01 3.500 1300000.00 1093011.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-11-01 4.500 1022640.00 1065984.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-06-01 3.500 210176.00 165229.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-10-01 3.000 65000.00 51653.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-11-01 3.000 69936.00 56702.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-11-01 4.000 1087437.00 1011899.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-12-01 3.000 196430.00 157973.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-02-01 3.500 7116960.00 6179172.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-01-01 3.500 33982.00 32227.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-05-01 3.999 70000.00 63426.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-03-01 3.500 86942.00 81335.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-09-01 3.500 320000.00 293374.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-11-01 3.500 6179473.00 5733316.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-12-01 4.000 1120000.00 1066269.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-12-01 3.500 654017.00 603555.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-12-01 3.500 19118912.00 18270541.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-02-01 2.500 222919.00 174323.74 Agency 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2048-07-01 4.000 7798220.00 7686935.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-09-01 3.500 710000.00 520254.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-06-01 3.500 15864498.00 15558084.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-04-01 3.000 1895.00 1673.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-09-01 4.000 180857.00 171879.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-01-01 3.500 85835.00 79261.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-12-01 2.500 26361081.00 24246141.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-01-18 0.000 1193000.00 1189170.47 Agency Mortgage-Backed Securities United States 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Securities United States Treasury-U.S. Treasuries (including strips) 2028-04-01 5.000 1261450.00 29143.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-01-01 5.499 707153.00 456226.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-05-01 5.500 94826.00 5175.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-12-01 4.000 627000.00 217392.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-12-01 3.500 1000.00 134.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-01-01 3.500 9316.00 1286.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-02-01 3.000 9376618.00 2575990.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-01-01 3.000 795652.00 159345.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-11-01 3.000 407752.00 109224.24 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-04-01 3.000 402789.00 133744.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-05-01 3.000 783324.00 177890.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-12-01 5.500 127000.00 18389.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-05-01 3.500 51437.00 18872.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-12-01 4.000 500000.00 201497.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-01-01 3.000 4349309.00 2613524.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-12-01 2.837 6380000.00 2950868.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-03-01 2.500 3698960.00 1761903.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-04-01 3.000 6000000.00 4460039.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-06-01 5.000 44000000.00 22734319.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-11-01 3.000 211017.00 138314.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-09-01 2.500 25000.00 17991.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-10-01 2.500 266633.00 204016.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-12-01 3.500 409474.00 237903.75 Agency Mortgage-Backed Securities United States 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Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-06-01 4.500 7692470.00 7607917.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-11-01 3.999 3253364.00 3273890.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-11-01 4.000 4807424.00 4801790.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-11-01 4.500 24562784.00 25144921.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-10-01 3.000 4813642.00 2866606.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-05-01 2.500 1042544.00 884923.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-02-01 3.000 603120.00 329502.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-01-01 2.500 1101290.00 676958.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2034-06-01 3.500 2207921.00 974735.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-07-01 4.000 1006711.00 352754.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-10-01 4.500 535561.00 339976.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-01-01 3.000 431744.00 245571.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-07-01 2.500 2220000.00 1375155.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2030-05-01 2.500 8086600.00 4602150.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-11-01 3.500 725000.00 474378.28 Agency Mortgage-Backed Securities United States 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2048-02-01 4.500 1789481.00 1545190.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-02-01 4.500 1504088.00 1286171.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-04-01 4.500 5014784.00 4841463.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-06-01 4.000 5752555.00 5663995.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-08-01 3.500 80879.00 79879.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-05-01 3.500 38668.00 37931.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-07-01 4.000 2415797.00 2101192.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-06-01 4.000 7031927.00 6988674.43 Agency Mortgage-Backed Securities United States 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United States Treasury-U.S. Treasuries (including strips) 2030-08-01 2.000 30600378.00 28960164.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-12-01 3.000 26328704.00 25188688.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-12-01 0.000 6520552.00 6504068.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-12-01 0.000 4062656.00 4048895.78 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-11-01 3.500 1171988.00 1181265.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-11-01 4.500 1000.00 1032.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-10-01 3.500 2516695.00 2521444.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-11-01 4.500 673390.00 703865.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-11-01 3.500 2048752.00 2064970.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-09-01 3.500 293272013.00 266038306.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-07-01 2.000 27497761.00 22557064.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-09-01 3.500 14180000.00 13165288.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-10-01 3.000 333000.00 302368.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-04-01 3.000 10377940.00 9582567.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-11-01 3.000 7398564.00 6698988.38 Agency Mortgage-Backed Securities United States Treasury-U.S. 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Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-05-01 3.500 9653029.00 9108943.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-06-01 3.500 731079.00 701712.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-07-01 3.500 10149092.00 9856195.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-08-01 3.500 989799.00 834271.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-08-01 2.500 1154712.00 1099385.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-06-01 2.500 1043443.00 993437.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-05-01 5.000 500000.00 6635.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-01-01 6.000 244126.00 5167.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-12-01 5.500 4090037.00 89640.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-05-01 5.500 215668.00 17601.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-06-01 5.500 488758.00 11530.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-05-01 3.500 90000.00 5608.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-02-01 2.500 1000000.00 578333.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-02-01 3.000 45335025.00 25394123.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-02-01 2.500 267395.00 158928.49 Agency Mortgage-Backed Securities United States Treasury-U.S. 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strips) 2038-05-01 5.500 4201.00 314.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-05-01 5.500 1929.00 127.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-05-01 5.500 25847.00 1313.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-07-01 5.500 13131.00 717.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-06-01 5.500 50989.00 1773.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-07-01 5.500 1535.00 110.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-08-01 5.500 11966.00 369.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-08-01 5.500 35824.00 1467.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-08-01 5.500 55273.00 1901.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-09-01 5.500 4644.00 131.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-09-01 5.500 32960.00 2867.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-09-01 5.500 11807.00 111.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-12-01 5.500 6184.00 224.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-04-01 4.500 1278.00 267.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-07-01 2.500 2000000.00 275470.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-12-01 3.500 47113.00 26006.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-04-01 2.500 1613400.00 677748.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-10-01 3.999 152291327.00 152281474.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-10-01 4.000 27647990.00 27782230.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-11-01 4.000 38704023.00 39050084.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-03-01 3.000 2076258.00 1764591.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2037-03-01 3.000 501930.00 418685.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-01 3.000 1774570.00 1609416.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-12-01 2.500 3347564.00 2880537.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2033-03-01 3.500 94306.00 86736.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-05-01 3.500 41721240.00 39760549.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-05-01 3.000 283948.00 269516.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2038-06-01 3.000 466052.00 442017.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-09-01 3.999 104240327.00 103571059.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-01-01 3.791 5629.00 393.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-12-01 4.500 87064800.00 544828.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-10-20 3.000 198000.00 197218.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-06-20 4.000 6781731.00 1230588.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2032-10-20 4.320 57689120.00 947623.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2053-02-16 0.701 34476162.00 839642.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2053-12-16 0.652 4400000.00 59028.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-01-20 5.000 2428928.00 96268.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2044-04-20 3.500 2285712.00 85500.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-06-20 3.970 12588498.00 1261468.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-02-16 5.000 7866944.00 992115.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-01-20 3.819 4895022.00 381031.24 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-01-20 3.870 7903680.00 859771.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-07-20 3.770 20604139.00 2685612.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-05-20 4.000 5625000.00 71924.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-09-20 3.819 4252720.00 577558.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-09-16 5.000 8622096.00 522479.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-07-20 4.500 13600956.00 1577632.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-11-20 4.000 2422600.00 319570.67 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0229 2500000000.00 2500000000.00 0.0434 N Y Y N - N/A - Dreyfus Government Cash Management Funds 2018-12-06 /S/John Delise John Delise Treasury Manager