N-MFP2 0000740766 XXXXXXXX 2020-06-30 0000740766 S000000128 4 N N 002-89359 BNY Mellon Investment Adviser, Inc. 801-08147 Ernst@Young New York NY none BNY Mellon Transfer Inc 0001285911 084-06102 N N N Exempt Government N 39 108 56286279909.47 55591801409.55 58548491254.98 61008088244.92 60063302799.57 62657962849.39 62368799862.96 65085137142.69 67794984087.76 67247153633.68 0.6598 0.6491 0.6701 0.6796 0.6804 0.7345 0.7282 0.7449 0.7552 0.7618 1437481931.00 86797608689.74 86797608689.74 35562913.40 45413090.52 88225240443.62 88226131431.94 1.0000 0.0024 1.0004 1.0004 1.0004 1.0004 1.0004 C000000287 10000000.00 79217211909.61 79218020288.55 1.0004 1.0004 1.0004 1.0004 1.0004 6932518322.25 8494285788.87 8768858189.31 6305130151.69 5518154996.67 5914075547.30 8603307615.94 6319625252.57 3607219534.81 4109545446.18 33430058658.98 31142662186.61 0.0009 Y BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses. (3,201,396) C000000286 10000000.00 3170964290.52 3170993665.86 1.0004 1.0004 1.0004 1.0004 1.0004 166566390.34 297402281.26 129469440.22 102379418.85 378458352.82 263278983.56 315811505.41 155049610.45 700938886.07 477683284.43 1691244574.86 1295793578.55 0.0001 Y BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses and is also waiving expenses to maintain a minimum yield of .01 (489,137) C000000288 10000000.00 2683575440.26 2683605380.32 1.0004 1.0004 1.0004 1.0004 1.0004 312970703.28 292524616.14 152381684.70 141549756.73 153590119.99 177769640.92 106613583.28 211512399.66 43700121.35 94018563.10 769256212.60 917374976.55 0.0001 Y BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses and is also waiving expenses to maintain a minimum yield of .01 (152,487) C000000289 10000000.00 3153488803.23 3153512097.21 1.0004 1.0004 1.0004 1.0004 1.0004 53969111.19 1686096086.40 800646392.11 799294820.37 69455433.34 73786038.70 49946026.63 34314076.59 1601779117.67 5569953.13 2575796080.94 2599060975.19 0.0001 Y BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses and is also waiving expenses to maintain a minimum yield of .01 (495,569) ABN AMRO BANK NV ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 1867 0000897878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2046-06-20 3.500 128171510.88 64595570.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-09-20 3.000 104545454.54 75471298.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2048-04-20 3.500 52272727.27 34109903.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2048-08-20 3.500 9409090.90 5305711.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2049-04-20 3.500 9928429.34 6965392.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2050-02-20 2.500 78409090.90 81805260.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2050-04-20 2.500 250819461.47 263247190.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2050-05-20 2.500 52272727.27 54999671.96 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 575000000.00 575000000.00 0.0065 N Y Y N - N/A - ABN AMRO BANK NV ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 1867 0000897878 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2028-08-15 5.500 19200000.00 27197269.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-11-15 3.000 9392816.00 12667405.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2026-08-15 1.500 661728.00 709170.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-08-31 1.625 18955120.00 19651535.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-03-31 2.250 6428256.00 6564427.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-09-30 2.125 20980672.00 21603031.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-11-15 2.250 11802016.00 12860922.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-01-31 1.500 31154992.00 31999994.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2026-07-15 0.125 19350672.00 22011839.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-02-15 2.000 28800000.00 30392136.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-05-15 1.750 17298672.00 18119381.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-06-30 2.000 208192.00 222891.39 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0007 200000000.00 200000000.00 0.0023 N Y Y N - N/A - BANCO SANTANDER SA BANCO SANTANDER SA 3580 0001096975 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-06-01 3.021 15410300.00 13795318.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-04-01 2.835 29909472.00 16986434.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-07-01 2.887 14141360.00 6740958.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-12-01 3.451 30774304.00 16943675.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-06-01 4.000 84142388.00 48896021.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 3.500 74703000.00 30860912.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 4.000 4337752.00 3598429.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-06-01 3.500 6584664.00 6256533.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 4.000 66400.00 50947.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-06-01 4.000 113321597.00 102091044.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-06-01 4.500 44750000.00 38170072.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 4.000 6649664.00 6023977.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-01 3.500 34825200.00 15585675.93 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 300000000.00 300000000.00 0.0034 N Y Y N - N/A - BANK OF MONTREAL BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 563 0000927971 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2047-10-01 4.000 230408446.00 153163049.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2040-01-16 6.404 5224448.00 95420.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-01-20 0.640 1523605.00 1033300.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-02-20 0.640 142867335.00 107059997.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-11-20 3.500 114391000.00 107638640.83 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 350000000.00 350000000.00 0.0040 N Y Y N - N/A - BANK OF MONTREAL BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 563 0000927971 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2026-12-11 2.125 110000.00 119810.51 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2049-08-01 3.500 134144.00 119190.37 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2038-02-15 3.364 224431046.00 3061555.23 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2040-10-25 6.415 61850000.00 1996089.99 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-12-25 5.815 51852829.00 1621977.73 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-05-25 6.365 38708337.00 1914354.02 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-05-25 3.500 68571428.00 637929.19 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-04-25 6.265 61428571.00 2612967.27 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-09-25 2.500 66610914.00 852480.03 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-10-25 3.500 48576882.00 699661.82 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-11-25 3.500 45000000.00 736642.50 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-10-25 4.815 25189660.00 1394891.48 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-02-25 5.965 43458217.00 2911343.47 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2033-02-25 3.000 31346058.00 1097097.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2028-02-25 3.500 52523678.00 887055.75 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-03-25 5.965 20980150.00 2012747.10 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-02-25 5.815 23936203.00 2328117.38 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-09-25 5.915 22564613.00 1430740.29 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-12-25 5.915 20534465.00 1840546.69 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-04-25 6.015 7630152.00 746545.05 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-06-25 6.015 25000000.00 1647183.90 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-09-25 6.065 5799000.00 482170.24 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-07-25 5.965 26474147.00 2645319.24 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2046-05-25 5.815 15000000.00 1965672.31 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2046-11-25 5.915 5301000.00 444656.88 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-09-25 5.965 7603800.00 1048117.99 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-09-25 5.965 16154650.00 2284654.19 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-09-25 4.500 15600000.00 1442003.33 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-12-25 6.015 20000000.00 2029666.00 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-09-25 5.965 28571428.00 4793443.37 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-11-25 5.965 8834880.00 1167224.50 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-01-25 6.015 30306297.00 4338986.21 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-04-25 6.015 7860074.00 524615.77 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-06-25 6.015 128249999.00 11011786.42 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-10-25 6.015 10464666.00 1149977.79 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-07-25 5.915 29793639.00 4832779.38 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-04-25 5.815 22796639.00 1811547.66 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-05-25 5.915 7277000.00 1096990.41 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-06-25 5.865 17145000.00 3189184.70 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-06-25 5.965 34344283.00 6783847.31 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-07-25 5.865 12574732.00 2481467.67 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-09-25 3.044 100000000.00 3880875.93 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-09-25 5.865 31467850.00 4302761.75 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-08-25 3.063 49975810.00 1650396.99 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-08-25 5.865 13000000.00 2077440.76 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-10-25 5.865 7695385.00 1328666.59 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2028-11-25 0.439 75000000.00 1646082.43 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-12-25 4.000 16662375.00 752265.19 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2024-11-25 0.910 285000000.00 7558625.45 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-05-25 2.631 40000000.00 1647739.27 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-10-15 6.265 10000000.00 681471.14 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-02-15 4.000 80833333.00 862042.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-11-15 5.965 20250000.00 1196079.98 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-11-15 5.965 15285714.00 1338932.02 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-08-15 5.915 16320000.00 1291558.34 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-04-15 5.915 21705923.00 1718705.75 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-12-15 5.765 27252676.00 1981058.46 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2035-07-15 5.915 16753000.00 848930.20 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-11-15 4.500 37277237.00 1383236.93 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-03-15 6.015 7563721.00 747080.10 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-01-15 0.484 439987.00 306878.64 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-01-15 5.965 14000000.00 1258923.72 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-06-15 6.015 36375000.00 2853677.65 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-04-15 5.865 10496333.00 1339428.56 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-09-15 5.815 24000000.00 1740193.12 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-04-15 4.500 16848376.00 1540189.19 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-06-15 3.278 50000000.00 2372332.79 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-07-15 5.865 25728831.00 5051647.18 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2050-04-25 3.500 46501249.00 7560619.04 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2040-06-25 6.000 85326318.00 1000073.82 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency 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252308.03 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2063-11-20 4.711 1000.00 713.98 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-05-20 4.500 4900109.00 2399007.25 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-05-20 5.000 174877.00 110280.10 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-08-20 5.000 53845.00 45062.36 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2067-12-20 3.843 65332.00 63150.02 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2069-03-20 3.193 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National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2044-11-20 5.410 16500000.00 1314798.78 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2057-06-16 1.034 80000000.00 3274542.07 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2046-06-20 3.000 11578566.00 281429.83 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2046-04-20 3.000 15430000.00 338469.78 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2047-06-20 4.000 14750000.00 1153526.46 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 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Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-06-20 5.860 5250000.00 759321.20 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-06-20 3.089 46000000.00 2621314.49 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-08-20 5.860 33952064.00 5090493.20 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-09-20 5.860 10745451.00 1999157.74 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-09-20 5.860 29250000.00 5771337.41 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-10-20 3.240 31250000.00 2153554.26 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2046-04-20 5.860 19589953.00 3799197.41 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-10-20 2.500 62000000.00 61270592.29 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-01-20 2.500 38000000.00 37371981.05 Agency Debentures and Agency Strips Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 450000000.00 450000000.00 0.0051 N Y Y N - N/A - CASH MGMT BILL CASH MGMT BILL 9127964T3 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-11-24 2020-11-24 2020-11-24 N N N 0.0018 999452500.00 999452500.00 0.0113 N Y Y N - N/A - CASH MGMT BILL CASH MGMT BILL 9127964R7 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-11-10 2020-11-10 2020-11-10 N N N 0.0018 1424137875.00 1424137875.00 0.0161 N Y Y N - N/A - CASH MGMT BILL CASH MGMT BILL 9127964Q9 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-11-03 2020-11-03 2020-11-03 N N N 0.0017 999427080.00 999427080.00 0.0113 N Y Y N - N/A - CASH MGMT BILL CASH MGMT BILL 9127963R8 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-09-01 2020-09-01 2020-09-01 N N N 0.0013 499894945.00 499894945.00 0.0057 N Y Y N - N/A - CASH MGMT BILL CASH MGMT BILL 9127963Q0 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-08-25 2020-08-25 2020-08-25 N N N 0.0013 2949436638.50 2949436638.50 0.0334 N Y Y N - N/A - CASH MGMT BILL CASH MGMT BILL 9127963Y3 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-09-15 2020-09-15 2020-09-15 N N N 0.0017 299920833.00 299920833.00 0.0034 N Y Y N - N/A - CASH MGMT BILL CASH MGMT BILL 9127963N7 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-08-11 2020-08-11 2020-08-11 N N N 0.0012 499934515.00 499934515.00 0.0057 N Y Y N - N/A - CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 36027 0000091154 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2025-11-01 6.750 124000.00 165303.47 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2030-05-01 7.125 2317000.00 3623227.47 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2056-04-01 5.375 422000.00 732570.13 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips 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419996.44 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2042-12-15 3.500 662000.00 838236.53 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2024-09-15 2.875 109000.00 120833.08 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2065-09-15 4.250 19353000.00 29427297.68 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2065-09-15 4.250 9000000.00 13684993.49 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2025-05-15 0.750 1000000.00 1011558.83 Agency Debentures and Agency Strips Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2023-09-15 0.000 294000.00 288084.71 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2030-11-26 4.049 10000.00 10450.44 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2035-02-26 2.700 6690000.00 6764660.40 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2035-03-30 2.220 6470000.00 6546074.25 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2032-08-25 2.940 250000.00 299217.08 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2031-09-29 3.339 550000.00 677337.52 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2034-02-28 3.649 718000.00 756856.32 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2034-07-24 3.125 4814000.00 4883666.60 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2032-07-29 3.000 14952000.00 15156892.23 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2036-03-14 5.625 56875000.00 90732260.93 Agency Debentures and Agency Strips Federal Home Loan Banks-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2036-07-15 5.500 15475000.00 24634936.20 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2031-03-15 6.750 11000.00 17520.86 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2032-07-15 6.250 21661000.00 34722081.18 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-01-16 0.430 35000000.00 6687.91 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-05-16 2.392 35000000.00 42636.97 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2038-03-20 0.000 200000.00 0.00 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2036-01-20 6.309 2895000.00 208.99 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2063-04-20 2.770 20131897.00 21206.64 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2038-12-20 0.100 46651885.00 190.76 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2038-01-20 0.000 250000.00 0.06 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2038-02-20 0.000 30000.00 0.00 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2038-05-20 0.000 50078.00 0.00 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2053-04-16 0.010 78550000.00 11262.61 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-11-20 3.500 4285714.00 22204.59 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2038-10-20 3.500 20382285.00 2979.47 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2040-04-20 5.000 36681810.00 5689.80 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-01-16 0.172 507232.00 1713.53 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-06-20 5.259 528007.00 13734.97 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-02-20 2.500 1000.00 1125.80 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-01-20 3.000 1000.00 1145.09 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2039-11-20 0.000 453085.00 3.58 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-01-20 3.000 1423000.00 10126.34 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-07-20 3.250 1000.00 1109.77 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-06-20 3.500 8462.00 10638.91 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-02-20 3.000 1867242.00 52867.81 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-07-20 3.500 1000000.00 5772.87 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-03-20 3.500 2458.00 2576.87 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-07-20 3.500 8609852.00 50513.91 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-09-20 4.000 3249545.00 2178.42 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2040-11-20 3.500 2152.00 2640.02 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-03-20 3.500 1000.00 1049.09 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-04-20 4.000 3660733.00 49439.03 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-05-20 3.500 1000.00 1135.01 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-06-20 3.000 1000.00 1048.74 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-07-20 0.890 435947.00 408448.33 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-10-20 1.500 36992.00 33986.98 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2050-02-20 2.250 1000.00 1010.84 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2050-03-20 3.500 1428571.00 52652.08 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-03-20 3.000 833333.00 30228.82 Agency Debentures and Agency Strips Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 250000000.00 250000000.00 0.0028 N Y Y N - N/A - CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 36027 0000091154 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) MBNUM2BPBDO7JBLYG310 2039-08-15 4.500 100.00 161.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2039-11-15 4.375 200.00 316.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-02-15 4.625 9300.00 15287.91 U.S. Treasuries (including strips) 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MBNUM2BPBDO7JBLYG310 2041-11-15 3.125 61007200.00 83137088.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2042-02-15 0.750 48351800.00 66126016.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-05-15 1.125 785200.00 781734.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-07-31 1.125 55928100.00 56763268.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-05-31 2.000 18924800.00 19270335.51 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0007 520000000.00 520000000.00 0.0059 N Y Y N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 261700PLI2HF5NCF2442 4257 0001335241 U.S. Treasury Repurchase Agreement, if collateralized only by 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5490282.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-02-15 2.625 6657637.54 7876569.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-28 2.500 4767884.40 4880969.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-02-29 2.375 4459975.20 4848589.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-04-30 2.375 4237956.51 4743658.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-05-15 2.125 5057193.42 5255001.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-05-31 2.125 4854857.14 5357343.61 U.S. Treasuries (including strips) United States Treasury-U.S. 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416218.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-11-01 4.500 1111758.00 667060.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-06-01 2.000 2926344.00 3031095.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2030-12-01 6.500 11584848.00 1124962.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2039-11-01 5.500 3500000.00 144618.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-04-01 6.500 1630816.00 829014.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2034-07-20 0.000 2412632.00 2080759.38 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-07-07 2020-07-07 2020-09-29 N N N 0.0013 500000000.00 500000000.00 0.0057 N N N N - N/A - MERRILL LYNCH PIERCE FENNER & SMITH MERRILL LYNCH PIERCE FENNER & SMITH 59021OBF4 8NAV47T0Y26Q87Y0QP81 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 2037-04-20 0.000 77574754.00 3.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-02-20 0.000 112275765.00 4.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-04-20 0.000 5650739.00 0.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-06-20 1.287 3500000.00 105931.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-03-20 1.629 10000000.00 191064.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-07-20 1.944 98906614.00 721967.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-08-20 1.639 23000000.00 453224.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-08-20 1.312 129024726.00 2556682.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-02-20 1.673 5300000.00 17697.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-08-20 1.798 12900000.00 67669.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-06-20 1.483 12544721.00 195542.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 0.431 62858668.00 316017.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-12-20 1.801 18252999.00 790742.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-04-20 1.246 30258357.00 15860.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-11-20 0.821 11681882.00 72213.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2059-09-20 4.361 20059271.00 1838.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-07-20 1.414 50029337.00 5222.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-08-20 1.494 18500000.00 6479.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-07-20 1.100 64000000.00 22981.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-07-20 1.950 50402250.00 1261188.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-03-20 2.329 5499659.00 423201.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-08-20 4.262 42696886.00 8002.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-08-20 2.341 12753773.00 213738.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-08-20 2.671 43200000.00 2592.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-12-20 2.123 1560000.00 9738.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-10-20 1.414 2247000.00 54694.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-10-20 2.230 53511741.00 54835.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-11-20 2.463 80083000.00 30956.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-01-20 2.478 46965000.00 41475.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-11-20 1.564 68200998.00 311198.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-01-20 1.548 4000000.00 3681.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-02-20 2.529 22000000.00 90179.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-12-20 1.534 52006180.00 1208304.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-02-20 1.208 4732000.00 58824.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-05-20 1.380 27450000.00 552126.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-06-20 1.503 1937000.00 37276.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-11-20 1.975 30000001.00 53008.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-01-20 1.909 7600000.00 15029.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-02-20 0.876 186771085.00 2186335.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-03-20 1.713 52894678.00 1516895.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-03-20 1.676 25224066.00 636942.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-09-20 3.329 71341590.00 45354.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-03-20 2.408 38043467.00 97938.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-12-20 1.170 4446000.00 62912.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 0.409 23134965.00 69840.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 1.777 13100000.00 426805.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 2.406 85534822.00 84244.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 2.198 66866674.00 40484.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-04-20 2.625 46190000.00 35969.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-02-20 1.191 6892000.00 113113.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 1.869 4918443.00 287791.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 0.473 21419658.00 98459.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-06-20 1.506 38901739.00 892072.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-08-20 1.676 10277861.00 437050.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-01-20 4.365 42482543.00 9405.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 3.097 71214879.00 23148.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 3.078 12000000.00 6050.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 0.768 4565000.00 10209.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 0.513 2249291.00 340.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-11-20 3.234 51280910.00 37040.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-07-20 3.723 70931729.00 24943.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 1.735 44800000.00 100353.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-01-20 3.292 33300000.00 7662.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-02-20 1.388 4550000.00 95757.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 3.168 12173605.00 11721.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-07-16 5.854 83772143.00 12107433.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-05-20 6.320 15650000.00 208439.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-05-16 6.604 11347000.00 94334.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-04-16 6.614 35500000.00 485229.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-04-20 6.009 86181990.00 305402.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-07-16 0.000 10000000.00 0.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-06-16 6.474 33000000.00 332405.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-10-20 6.360 59500000.00 234969.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-10-20 5.910 64600000.00 231179.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-10-20 5.960 64600000.00 216797.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-05-16 6.204 3475000.00 64505.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-11-20 2.376 21093420.00 2462734.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.975 80245804.00 73461.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-12-20 1.686 94142918.00 4870519.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-01-20 2.331 6476000.00 754416.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-01-20 1.583 5624000.00 209861.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-01-20 2.345 2755000.00 352881.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 2.337 1414000.00 189152.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-04-20 2.294 5314000.00 461464.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-06-20 1.386 1262000.00 113416.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-05-20 3.400 118496773.00 1921.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-06-20 1.807 42006273.00 2966671.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-10-20 2.274 15373934.00 15028.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-05-20 1.452 34473465.00 1018732.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-09-20 0.671 72631976.00 40443.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-09-20 1.982 7213621.00 383860.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-03-20 0.485 20444970.00 90895.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-07-20 1.627 4051000.00 186607.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-07-20 1.825 1417000.00 105268.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-03-20 1.445 9744000.00 333800.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 1.707 1982000.00 162880.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 2.108 1817000.00 218815.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 1.435 2679000.00 134983.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-04-20 1.814 50000002.00 577158.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-05-20 1.435 3378000.00 148234.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 1.905 998000.00 101720.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-05-20 1.632 29522302.00 922785.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-05-20 1.538 3281000.00 152022.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-05-20 1.808 11513223.00 389257.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-04-20 2.051 705000.00 63536.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-09-20 1.738 45197047.00 3112246.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 1.446 22360370.00 721328.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.335 1967000.00 230787.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2050-04-20 4.500 6671706.00 7147092.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2050-04-20 3.000 6998800.00 7412054.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2050-04-20 3.000 5765219.00 6103631.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2050-05-20 3.500 7213648.00 7675872.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2050-05-20 3.000 6464910.00 6901364.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2050-04-20 3.500 6637230.00 7141881.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2050-05-20 3.000 2180350.00 2312716.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2050-05-20 3.000 6951484.00 7421802.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2050-06-20 3.000 6203297.00 6622011.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2050-06-20 5.500 6968063.00 7890833.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-03-16 0.969 163000000.00 966.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-03-16 0.969 297586501.00 1764.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-04-16 0.100 66111131.00 14.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-03-16 0.000 263341060.00 16717.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-10-16 0.322 221036360.00 30.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-16 0.000 125000000.00 23.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-08-16 0.000 135461920.00 143.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-11-16 0.044 411449172.00 13774.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-08-16 0.970 21756662.00 23261.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-11-16 0.179 227119159.00 67.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-01-16 1.017 238126561.00 7086.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-12-16 0.017 591256461.00 11.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-10-16 0.000 112652320.00 1.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2034-06-20 6.910 50000000.00 299051.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-11-16 0.000 134483860.00 40.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2034-11-20 6.509 100000000.00 480638.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2034-11-20 5.910 57112000.00 379408.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-03-20 5.990 146666666.00 577595.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-09-20 6.110 326802508.00 3341981.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2034-05-20 5.910 47369333.00 1319.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-05-20 6.910 85000000.00 486942.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-16 0.988 99040958.00 92704.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-04-20 6.059 75000000.00 311888.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-03-20 6.099 61800000.00 275799.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-06-16 5.804 40000000.00 186151.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-07-20 1.627 15215718.00 710790.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.362 1695000.00 219475.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-09-20 2.264 3780000.00 323941.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.304 628000.00 74930.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-09-20 1.552 1741000.00 83278.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-09-20 1.685 8811000.00 375777.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.256 4644000.00 395259.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-10-20 2.420 1101000.00 63828.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-10-20 1.247 8625000.00 329995.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-11-20 1.702 11326271.00 394010.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-12-20 1.086 38854462.00 1073458.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-12-20 1.662 1401000.00 74589.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-01-20 2.391 16345743.00 996851.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-11-20 2.465 1993000.00 245050.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 2.504 1749000.00 147070.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-03-20 1.512 12783082.00 289328.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-03-20 2.694 35980101.00 9097.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-11-20 1.927 52452415.00 3728224.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-01-20 2.425 2747000.00 259395.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-03-20 1.873 1178000.00 89461.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-08-20 5.950 21060000.00 132951.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-12-20 5.509 37500000.00 179213.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-09-20 5.809 71400000.00 304097.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-07-20 5.809 35000000.00 111385.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-09-16 6.004 12750000.00 195621.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2053-04-16 3.640 1200000.00 1835519.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-04-16 0.338 82637447.00 123497.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-11-16 0.000 28000000.00 33.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-01-16 0.000 75000000.00 38.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-10-16 0.000 125000000.00 4.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-10-16 0.000 100000000.00 3.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-02-20 6.559 50013061.00 998006.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-09-20 6.110 39228684.00 277241.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-07-20 6.379 48540000.00 1029255.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-06-20 5.929 20000000.00 611920.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-06-16 6.604 54541566.00 3135709.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-04-20 2.519 56372722.00 886608.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-12-16 6.204 74278000.00 638353.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.754 491000.00 66099.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.566 2432000.00 230455.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-06-20 3.348 43740708.00 46294.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-04-20 1.543 25423023.00 691912.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-05-20 2.601 2928000.00 253580.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-06-20 0.448 1717000.00 125146.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-06-20 2.179 1204000.00 158355.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-09-20 1.918 845000.00 90869.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-10-20 3.167 2828000.00 279133.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-04-20 2.367 50500000.00 1540960.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-04-20 2.316 2643000.00 170088.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-10-20 2.834 76164870.00 29509.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-05-20 1.539 3526000.00 107501.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-05-20 3.724 265355973.00 90120.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-08-20 1.597 213007018.00 95835.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-10-20 2.796 39405929.00 50206.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-05-20 1.632 122186409.00 35849.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-10-20 1.667 3603000.00 203244.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-08-20 1.799 908000.00 52004.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-08-20 3.030 1036000.00 80044.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-07-20 1.879 2253000.00 133895.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 3.811 270111827.00 162066.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-08-20 2.057 2002000.00 145906.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-09-20 2.591 657000.00 52482.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-09-20 2.044 1729000.00 63324.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-10-20 2.658 1157000.00 78026.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-10-20 1.825 974000.00 52481.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-08-20 0.000 4469000.00 22990.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 2.670 2545000.00 208990.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-10-20 0.903 300000.00 164516.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-09-20 2.097 1713000.00 96221.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-11-20 2.386 2924000.00 169855.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-11-20 1.653 16371142.00 651533.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-11-20 0.000 150144887.00 1045187.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-01-20 2.484 1990000.00 139560.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-12-20 2.020 1250000.00 67955.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 2.523 867000.00 81433.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-01-20 2.253 2686000.00 171311.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 2.393 1667000.00 164038.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 2.714 4015000.00 420851.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-01-20 2.479 1051000.00 141071.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-02-20 2.259 2173000.00 102705.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-02-20 2.246 1105000.00 86082.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-02-20 2.371 1191000.00 81725.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-07-20 2.468 1386000.00 79342.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.446 4685000.00 470490.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-04-20 1.400 1657000.00 57694.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-02-20 0.000 67087814.00 381854.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.979 4038000.00 487612.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-01-20 1.625 2383000.00 106323.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.351 1810000.00 158392.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-06-20 2.405 1345000.00 114496.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-06-20 1.654 2368000.00 114759.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-06-20 1.222 1393000.00 114566.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 2.244 1082000.00 106682.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-08-20 2.999 59781032.00 36266.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-09-20 3.165 2158000.00 178633.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-01-20 5.599 99200000.00 1351022.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-03-20 6.280 33619574.00 3020748.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-12-20 6.210 7062865.00 614989.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-02-20 5.960 312823039.00 6466529.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-02-20 6.059 84900000.00 1690383.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-02-20 5.589 75000000.00 1318481.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-05-20 0.000 66987289.00 6.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-01-20 6.059 34016426.00 214529.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-05-20 6.309 76600000.00 1598725.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-04-20 5.509 96000000.00 1862133.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-06-20 5.660 45000000.00 859048.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-07-20 5.740 34400000.00 752140.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-08-20 6.410 57689500.00 1833095.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-09-20 5.860 100000000.00 2204801.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-09-20 6.419 43058548.00 3034221.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-01-16 5.754 75200000.00 1619245.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-04-20 6.410 19000000.00 496637.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-03-20 0.000 3073098.00 0.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-09-20 5.960 85356633.00 5406647.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-12-20 6.410 34719678.00 2666186.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2054-01-16 0.813 6500000.00 211465.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-04-16 0.205 100000000.00 157411.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-20 6.509 14408151.00 889390.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2053-09-16 0.773 1903143.00 37295.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2054-10-16 0.523 14090000.00 213265.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-04-20 6.059 19887369.00 402815.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-01-20 5.960 136303380.00 4089353.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-01-16 5.854 29437575.00 1409917.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-12-20 2.348 3154000.00 135269.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-12-20 5.860 30000000.00 1225764.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-10-16 5.954 40000000.00 2195809.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2056-05-16 0.751 1517148.00 29300.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-01-20 2.594 75892464.00 372299.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-04-20 5.360 18889000.00 901241.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-08-20 6.009 25686585.00 1504848.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-11-20 6.009 25000000.00 3507401.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-09-16 6.054 18183057.00 958111.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-11-20 5.410 60000000.00 2243836.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2055-11-16 0.866 100000000.00 3204198.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2055-03-16 0.638 261843106.00 4584901.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2057-07-16 0.843 100888000.00 2514275.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-03-20 5.410 52000000.00 1795332.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-20 5.509 11950000.00 471151.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-07-20 6.059 9000000.00 1172039.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-08-20 5.549 132297080.00 6849452.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-20 6.059 4000000.00 242012.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-10-20 6.009 66666667.00 8283553.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-20 6.009 205245397.00 11230339.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-20 6.059 16000000.00 2028234.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2058-09-16 0.947 160000000.00 9422977.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-01-20 6.009 64912745.00 5146882.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-04-20 2.653 56784359.00 381729.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2058-08-16 0.663 1765000.00 63121.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-03-20 5.910 31576185.00 3712143.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-04-20 5.860 26271731.00 3589169.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-01-20 6.009 25185000.00 1554071.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-06-20 5.910 66122517.00 6613710.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-04-20 5.910 50000000.00 4888737.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-10-20 5.910 21466707.00 2171714.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-10-20 5.910 23940171.00 2879372.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-09-20 2.520 61526924.00 940683.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-07-20 2.475 54969461.00 816765.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-01-20 5.860 36487294.00 4949342.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-07-20 6.009 53053471.00 5958406.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-06-20 6.009 17637296.00 3001142.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-09-20 6.009 50000000.00 4950865.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-11-20 6.009 30509226.00 3382410.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-09-20 6.009 20658816.00 2985937.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-10-20 6.009 31119014.00 3463471.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-10-20 6.059 10000000.00 1953392.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-04-16 0.574 55026781.00 2675407.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-11-16 6.004 18989256.00 4482489.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-11-16 6.004 18356090.00 3991901.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 1.915 23035180.00 2232127.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 1.915 23035180.00 2232564.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 1.915 23035181.00 2229397.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 1.915 23035181.00 2231101.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 2.056 16319692.00 1384941.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 2.056 16319692.00 1383008.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 2.056 16319692.00 1383457.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 2.056 16319692.00 1385111.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 1.985 16358665.00 1342529.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 1.985 16358665.00 1341742.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 1.985 16358665.00 1343489.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 1.985 16358664.00 1342041.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 1.626 19321770.00 1048540.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 1.626 19321770.00 1048540.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 1.626 19321770.00 1047832.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 1.626 19321771.00 1046526.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-02-20 2.840 52840000.00 5674598.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-04-20 1.954 15731707.00 1411565.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-04-20 1.954 15731707.00 1413117.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-04-20 1.954 15731707.00 1412710.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-04-20 1.954 15731707.00 1413298.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 1.906 9147101.00 1108607.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 1.906 9147101.00 1108773.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 1.906 9147101.00 1108432.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 1.906 9147101.00 1109473.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-01-20 2.163 12415628.00 1167349.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-01-20 2.163 12415628.00 1167103.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-01-20 2.163 12415627.00 1166578.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-01-20 2.163 12415627.00 1166660.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-03-20 2.035 9068088.00 1086780.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-03-20 2.035 9068088.00 1087572.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-03-20 2.035 9068089.00 1087417.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-03-20 2.035 9068088.00 1088475.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-04-20 2.450 70000000.00 4722543.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-03-20 2.864 62193074.00 6252653.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-04-20 0.488 17010714.00 203742.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-04-20 2.332 25974211.00 1659027.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-04-20 2.304 71891476.00 7140638.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 2.563 1171000.00 141190.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-03-20 2.500 835000.00 89582.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-04-20 2.182 27122445.00 2812837.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 2.354 6209000.00 287689.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-06-20 0.253 1821000.00 172394.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 1.801 2061000.00 201126.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-06-20 2.286 69194895.00 6647251.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 1.799 2215000.00 227762.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 1.453 41074390.00 3573547.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-06-20 1.673 64904604.00 2839756.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-06-20 3.266 23493281.00 144431.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 1.076 9177443.00 266315.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-08-20 1.332 47852995.00 1812959.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 1.337 24598695.00 767202.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 1.432 30050815.00 2438042.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 1.403 21866587.00 1835136.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 1.683 62038437.00 3372959.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 2.289 104236674.00 7918620.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 1.732 30909718.00 2989083.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 1.602 26515067.00 2417311.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 2.013 23335500.00 2135861.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 0.499 48195673.00 1337781.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 1.374 42231049.00 3734056.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-11-20 1.673 19818796.00 1800194.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-11-20 1.499 35430311.00 3137846.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 2.131 48929995.00 4425088.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 0.000 145700490.00 2365107.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 0.723 98620986.00 1443399.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 3.229 10021545.00 290196.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-12-20 1.232 47945070.00 3753717.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-12-20 1.768 29583566.00 2066191.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-12-20 1.587 50714095.00 2034314.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 1.945 37200000.00 4032435.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-04-20 1.406 24909328.00 2398509.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-01-20 0.790 22774009.00 1057712.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-04-20 1.430 35627583.00 3286633.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-04-20 0.717 153127367.00 2299198.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-05-20 1.691 31127880.00 2471522.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-05-20 1.151 97908569.00 7194701.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-01-20 1.984 45679200.00 4884092.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-01-20 0.648 31524997.00 403740.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-01-20 1.445 30304066.00 1673811.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-12-20 1.496 44410387.00 3692749.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-12-20 1.496 44410386.00 3696014.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-07-20 2.319 27739305.00 2617794.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-08-20 1.593 66737811.00 3702394.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-08-20 0.690 70068456.00 1015824.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-06-20 0.597 199862882.00 15418183.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 1.860 61899798.00 4576954.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-08-20 1.059 33329821.00 1179289.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-06-16 0.783 100000000.00 4492115.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-03-16 0.777 54000000.00 3320271.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-04-16 0.710 50000000.00 2966966.55 Agency 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Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-01-20 6.009 24520731.00 3446571.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-01-20 6.059 63902853.00 8133530.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-05-20 2.667 42263406.00 1136605.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-20 2.531 70166231.00 1611125.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 1.881 1727000.00 99890.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 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Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-09-20 6.009 100000000.00 9757444.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-10-20 5.450 50000000.00 5319875.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-11-20 5.960 41860582.00 3413852.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-03-20 5.860 55278077.00 4676853.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-02-20 2.465 65399862.00 2245901.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-11-20 2.862 7594000.00 805152.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-03-20 5.860 43490980.00 4912583.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-02-20 5.860 68614000.00 7260248.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-03-20 5.860 34519161.00 4324156.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 1.993 21018730.00 1961212.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-04-20 5.860 26700910.00 4399989.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-03-20 5.860 79855394.00 9073115.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-04-20 3.609 42858323.00 2429309.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-04-20 5.860 54816363.00 6759780.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-12-20 2.509 69881646.00 2156522.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-07-20 5.910 43313655.00 6685175.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-07-20 5.910 24720896.00 3239134.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-07-20 5.910 13943000.00 1668116.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-08-20 5.910 75000000.00 8293932.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-10-20 4.250 39756566.00 3045289.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-11-20 1.000 10949069.00 225798.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-01-20 5.860 130425107.00 19043001.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-11-20 1.980 47440032.00 4895725.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-11-20 1.335 47657592.00 3558222.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-11-20 1.239 56078573.00 3953105.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-10-20 5.960 28944000.00 3904032.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 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2024-10-15 0.125 9906300.00 10383060.02 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING NR S&P RATING A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0007 300000000.00 300000000.00 0.0034 N Y Y N - N/A - MUFG SECURITIES CANADA LTD MUFG SECURITIES CANADA LTD 549300Y1PMK3RWXMWR72 36023 0000852743 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 549300Y1PMK3RWXMWR72 2040-12-01 4.000 598055594.00 107304531.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2042-08-01 3.500 255758515.00 114494847.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2043-07-01 3.500 1100.00 520.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2048-02-01 4.000 17981464.00 14359133.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2048-10-01 4.500 2689212.00 2065294.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2044-07-01 3.500 199700000.00 114240836.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2046-05-01 3.500 136035961.00 95288046.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2042-02-01 4.000 272614469.00 90368019.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2045-04-01 3.500 125000000.00 105368997.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2048-07-01 4.000 146767.00 137274.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2048-11-01 4.500 1515000.00 1308639.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2048-07-01 4.500 110000000.00 101988686.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2048-07-01 4.000 144389546.00 119999175.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2049-07-01 4.000 1622.00 1520.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2021-01-15 1.125 14000.00 16652.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2022-02-28 1.125 56700.00 57823.48 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING NR S&P RATING A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 850000000.00 850000000.00 0.0096 N Y Y N - N/A - NATIXIS NY BRANCH NATIXIS NY BRANCH 9695005MSX1OYEMGDF46 4274 0001456764 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) 9695005MSX1OYEMGDF46 2020-10-22 0.000 1505868.75 1505084.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-05-20 0.000 956.25 954.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-07-21 0.000 225.00 224.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-11-15 6.500 225.00 313.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-08-15 6.375 56.25 80.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2031-02-15 5.375 337.50 508.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2032-04-15 3.375 5228100.00 11301124.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-01-15 2.375 3385462.50 5276600.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2039-02-15 3.500 506137.50 724689.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2039-08-15 4.500 711900.00 1149090.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2040-08-15 3.875 33525.00 50596.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2040-11-15 4.250 5625168.75 8843561.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2041-02-15 2.125 2295337.50 4045014.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2042-02-15 3.125 6267375.00 8607561.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2042-02-15 0.750 506.25 692.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2042-05-15 3.000 14063962.50 18852319.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2042-08-15 2.750 25312837.50 32837451.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2042-11-15 2.750 562.50 725.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2043-02-15 3.125 81040837.50 111244095.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2043-05-15 2.875 4013943.75 5279984.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2043-08-15 3.625 19436006.25 28772751.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2043-11-15 3.750 393.75 590.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2044-05-15 3.375 42188681.25 60097386.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2044-08-15 3.125 30947793.75 42750843.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2044-11-15 3.000 5625562.50 7586785.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2045-02-15 2.500 61521131.25 76784318.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2045-02-15 0.750 1311131.25 1759594.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2045-05-15 3.000 56.25 76.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2045-11-15 3.000 6949743.75 9435145.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2046-02-15 2.500 506.25 634.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2046-05-15 2.500 4009556.25 5008268.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2046-11-15 2.875 1674281.25 2242679.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2047-02-15 3.000 156593362.50 215999683.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2047-02-15 0.875 22540218.75 30790421.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2047-05-15 3.000 7310193.75 10032071.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2047-08-15 2.750 7646118.75 10110804.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2048-02-15 3.000 450.00 623.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2048-05-15 3.125 31218.75 44061.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2048-08-15 3.000 3961012.50 5514560.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2048-11-15 3.375 29846418.75 44166424.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2049-02-15 3.000 956250.00 1336583.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2049-05-15 2.875 533531.25 726831.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2049-08-15 2.250 7565343.75 9200604.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2049-11-15 2.375 1224393.75 1522873.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2050-02-15 2.000 114018.75 132062.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-08-31 1.625 11081250.00 11488377.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-08-31 1.875 6559875.00 7047293.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-02-15 2.750 7313062.50 8613725.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-04-15 0.625 2708831.25 2911758.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-05-15 2.875 956250.00 1133121.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-05-31 2.875 20036081.25 22614134.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-06-30 2.625 563062.50 604236.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-09-30 2.875 1125000.00 1231068.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-11-15 3.125 675.00 819.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-12-31 2.500 112781.25 114081.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2029-02-15 2.625 225.00 266.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-02-15 2.500 3373425.00 3531968.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-03-15 2.375 562.50 587.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-04-15 0.500 56.25 60.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2029-05-15 2.375 225000.00 260648.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-05-31 2.125 168.75 172.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-07-15 1.750 168.75 175.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-02-15 2.750 450.00 495.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-08-15 2.375 11250000.00 12338332.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-08-31 2.000 14062443.75 14455481.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-09-30 2.125 168.75 173.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-02-15 2.000 2812500.00 3057419.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-08-15 2.000 5062556.25 5535259.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-09-30 1.750 168.75 175.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-11-30 2.000 3287137.50 3437249.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-11-30 1.625 2812500.00 2833064.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-01-31 1.375 697218.75 706041.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-02-28 1.125 337.50 340.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-11-15 2.625 2811487.50 2846634.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-01-15 1.125 12337875.00 14677170.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-04-15 0.125 125159400.00 136119224.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-05-15 3.125 56.25 57.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-05-15 1.625 112.50 120.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-05-31 1.625 56.25 58.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-07-15 0.125 14062443.75 15996356.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-07-31 1.250 1687500.00 1752030.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-02-15 2.000 27112.50 28115.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-09-30 1.375 56.25 58.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-10-31 1.625 225.00 236.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-07-15 0.125 84373987.50 96391771.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-08-15 1.625 281250.00 291631.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-12-31 2.000 2812443.75 2889395.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-01-15 0.125 59535787.50 67785250.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-02-15 2.000 2812556.25 2968041.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-01-15 0.375 3646068.75 4182569.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-07-15 0.375 9562500.00 10990078.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-11-15 2.750 21937500.00 23897341.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-05-15 2.500 8616881.25 9400905.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-04-15 0.125 18981731.25 20319908.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-05-15 2.375 2531250.00 2866536.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-05-31 2.000 112.50 120.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-06-30 1.750 2351250.00 2425100.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-07-31 2.750 2867793.75 3127004.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-07-31 2.875 16874887.50 19266000.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-08-15 1.500 562668.75 581688.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-09-15 1.500 56.25 58.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-10-31 1.500 549281.25 560362.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-11-30 1.625 56.25 60.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-11-30 1.500 5850000.00 6178708.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-12-31 1.625 225.00 229.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-01-15 1.500 8822643.75 9179527.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2030-01-15 0.125 11380668.75 12286766.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-02-28 1.125 56.25 58.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-02-28 1.125 225.00 234.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-03-31 0.500 2812500.00 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Association-Agency Mortgage-Backed Securities 2040-11-01 4.000 1000.00 136.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-02-20 3.500 49998000.00 15419008.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-20 3.500 65524997.00 39106623.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-12-20 2.500 139179776.00 99437804.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-20 3.000 5381704.00 3514912.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-20 3.500 7665245.00 4428674.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-20 4.000 17577507.00 9090617.33 Agency Mortgage-Backed 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Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-20 3.000 17470800.00 17682840.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-11-20 2.500 10907377.00 11234773.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-20 4.000 31870069.00 17797038.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-20 3.500 2257000.00 1598645.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-20 3.000 735010.00 610477.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-20 3.000 1000.00 890.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-20 3.500 145269097.00 153725086.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-20 2.500 9117000.00 9592612.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-20 3.000 12535893.00 13295769.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-10-01 0.000 1500.00 1499.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-08-13 0.000 537000.00 536903.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2049-02-15 0.000 300.00 198.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-11-15 6.125 400.00 567.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-01-15 2.000 900.00 1360.92 Agency Mortgage-Backed Securities United 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91279987.00 97015717.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2039-07-15 4.500 12492089.00 594194.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2040-04-15 4.500 19433710.00 3618036.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2040-09-15 4.500 12122513.00 2690134.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2042-05-20 4.000 186554242.00 33885178.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-10-15 4.000 34302877.00 5606037.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2042-06-15 4.000 1169.00 160.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2042-06-15 4.000 1359.00 196.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-09-20 4.500 1270.00 170.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2040-10-15 4.000 1280.00 197.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-12-15 4.000 227219120.00 42512086.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-01-20 4.000 504960.00 96822.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2042-01-15 4.000 268396343.00 42428955.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-11-20 4.000 2816.00 465.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2039-07-15 5.000 43356104.00 2689082.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2040-08-15 5.000 4196689.00 321110.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2040-08-15 5.000 1000.00 102.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2040-08-15 4.500 5682120.00 547705.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2040-07-15 4.500 1000.00 63.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2040-10-15 4.500 1473.00 127.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2039-06-15 4.500 2013.00 116.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-09-20 4.500 42009596.00 5842426.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2039-03-15 5.000 6429990.00 601666.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2039-06-15 4.500 222686166.00 13898967.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 0.790 50000000.00 36728575.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-20 0.910 22475360.00 20406574.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-20 0.790 50903650.00 48231578.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 0.760 13280135.00 11769651.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 0.840 91830037.00 89542771.17 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 1200000000.00 1200000000.00 0.0136 N Y Y N - N/A - ROYAL BANK OF CANADA NY ROYAL BANK OF CANADA NY 983 0000352613 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-05-25 6.575 48300000.00 171749.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-25 6.415 188178601.00 1819557.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-05-25 5.935 68000000.00 1238388.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-05-25 6.555 63752857.00 1340347.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-12-25 6.215 53000000.00 1261654.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-04-25 6.315 60532151.00 267499.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-08-15 6.915 164000000.00 1556542.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-11-15 6.165 225000000.00 1822754.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-12-15 6.465 93333333.00 1239900.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-01-15 6.225 46360000.00 534995.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-05-15 6.645 90000000.00 692417.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-06-15 6.165 72620000.00 823492.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-09-15 5.845 13400000.00 264504.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-04-25 6.035 67962510.00 765643.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-01-15 6.315 21241785.00 318979.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-01-15 5.815 100000000.00 1903885.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-01-25 6.345 50000000.00 1126085.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-02-25 6.265 83181055.00 2510122.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-02-25 6.315 112500000.00 1478072.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-02-25 5.635 164647495.00 2151754.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-09-15 6.615 38965736.00 449951.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-03-15 5.546 13200000.00 258188.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-06-25 0.000 47538735.00 2351125.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-10-25 4.827 26000000.00 239884.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-25 6.000 3412548.00 953118.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-03-15 7.794 18000000.00 363513.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-02-15 5.000 5000000.00 195976.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-07-15 6.215 50000000.00 657569.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-10-25 6.555 75553825.00 998210.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-25 6.500 1198742.00 463188.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-11-25 6.115 127032000.00 889853.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-08-15 5.000 4455166.00 29182.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-08-15 6.500 15018154.00 122688.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-25 6.045 118012223.00 2060705.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 5.865 50000000.00 916708.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-25 6.405 25041834.00 743750.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-25 6.000 16666666.00 180857.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-01-01 3.763 15113838.00 462970.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-04-01 4.000 2966.00 789.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2030-10-01 3.500 19657.00 10064.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-10-01 3.500 715873.00 530314.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-06-15 5.765 48620906.00 2285821.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-07-15 6.315 42705734.00 4342440.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-08-15 5.765 81951976.00 5748310.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-08-15 5.815 8165144.00 661182.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 5.815 79250000.00 6236060.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 5.865 50539734.00 3067229.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-10-15 5.815 51800000.00 3486373.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-12-15 3.000 20449608.00 704761.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 3.000 166600000.00 6953375.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 3.500 10398000.00 437175.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2043-08-15 3.500 42857142.00 2221712.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-09-15 5.735 52540047.00 7062356.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2043-12-15 3.500 84549112.00 4683176.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2043-06-15 3.000 123525607.00 5692438.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2043-06-15 3.000 54252950.00 1809923.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2045-08-15 4.000 47666227.00 2824055.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-12-15 5.915 28000000.00 3544208.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2047-11-15 4.000 3931039.00 375667.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-05-15 4.500 1650000.00 255229.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2047-10-15 4.000 13322939.00 1660460.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-06-15 4.000 8000000.00 997614.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-05-01 4.000 5322.00 4535.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-10-01 4.500 648771.00 532988.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-02-01 4.000 21932032.00 16460582.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-08-01 4.000 28952.00 21520.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-10-15 7.715 44577565.00 19909.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-06-01 3.500 5990093.00 6375182.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2028-07-15 6.500 41.00 0.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2037-10-15 3.513 740679122.00 10506316.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-25 5.715 60459083.00 2545802.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-06-25 5.000 21103800.00 287187.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-25 6.315 50000000.00 1742937.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-25 6.315 50000000.00 1946160.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-03-25 6.445 22510643.00 148918.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-25 5.000 151715.00 131996.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-04-25 6.365 26600000.00 735629.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-25 6.415 46117723.00 388520.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-25 6.365 50000000.00 3401704.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-25 5.765 30000000.00 1181018.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-25 5.765 63846143.00 1664566.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-25 6.265 46241000.00 3817813.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 4.250 4056723.00 2378996.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-02-25 6.465 21648056.00 643617.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2030-11-25 6.465 70571426.00 523190.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 5.765 65000000.00 3305368.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-25 6.265 54968540.00 1989748.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 5.765 52596616.00 2485956.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-11-25 6.415 38778854.00 1351733.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 0.000 195799075.00 63982638.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 6.315 53738683.00 2017456.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 6.315 61712836.00 4577504.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 4.000 580368.00 922219.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 6.365 26179202.00 993869.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-25 5.000 11248823.00 209219.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 4.000 12500000.00 292262.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-25 6.465 4179672.00 219726.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-25 0.000 230769231.00 62363381.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-25 6.515 9172000.00 360502.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-06-25 3.000 37605331.00 355509.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 5.865 15589330.00 854543.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 0.000 59862667.00 15026327.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 5.815 47851923.00 3100560.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 5.915 27822866.00 851369.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 3.500 65268540.00 1938298.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-25 5.815 72474235.00 6263103.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-10-25 3.500 29285713.00 482562.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 5.915 58774053.00 2109236.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-10-25 5.965 17586555.00 573975.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 3.500 5000000.00 217635.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-25 6.415 62644183.00 3396663.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-04-25 6.365 60695351.00 294580.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-08-15 0.000 4067750.00 665534.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-10-25 5.500 103000000.00 1626308.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 5.865 50000000.00 916708.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-11-25 9.000 13371132.00 252382.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 5.815 109000000.00 3929370.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-11-25 4.500 43533333.00 298271.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-02-15 6.055 24022813.00 265764.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-06-01 4.500 32468711.00 28767746.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2058-05-01 4.000 29419443.00 26090124.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2059-04-01 3.500 17388035.00 17649614.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-02-01 4.500 1500749.00 1273865.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 4.500 1195165.00 1307529.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-05-01 2.359 29462853.00 30026156.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-04-01 3.500 157274.00 132574.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-06-01 4.500 12774.00 10895.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 4.000 25721388.00 22496750.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-04-01 2.500 72475.00 75054.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 5.000 538756.00 418079.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 3.500 64493.00 67466.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 2.500 8881376.00 9278674.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 4.500 2498908.00 1807171.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 3.500 25281160.00 15861203.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 5.000 4314102.00 3442648.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.500 28600680.00 26108932.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 4.000 30000000.00 28826475.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 5.000 30000000.00 24896796.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-01 4.500 429710.00 435578.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 3.500 517558.00 556432.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 2.500 2748586.00 2909964.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-06-01 5.500 893265.00 18184.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-01 3.500 3765644.00 3902155.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-01 4.000 8223077.00 8661247.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-11-01 4.000 121564.00 36781.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2048-07-01 3.500 32000000.00 1762166.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2047-09-01 3.500 10997589.00 1246930.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-20 3.500 1087847.00 267007.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-10-25 6.515 34961421.00 2023460.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-25 4.000 13384919.00 660009.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 5.965 46875000.00 3273267.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 5.915 250653364.00 19659681.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-08-25 6.015 16000000.00 496005.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-25 5.965 38642857.00 2750906.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-12-25 3.000 28163967.00 362544.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-25 5.965 14614285.00 1301708.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-25 6.015 7909048.00 502363.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 5.315 19327065.00 428821.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 6.015 21334455.00 441876.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-25 5.965 33550889.00 662991.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 5.915 53982840.00 3860389.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-25 3.500 17702571.00 492045.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 5.965 32817148.00 3287217.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 5.965 34421052.00 3500472.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-03-25 5.965 51127039.00 4885204.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-25 6.015 33482200.00 1308012.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-03-25 6.015 17117888.00 1142776.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-03-25 6.015 36000000.00 2558945.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-05-25 3.000 15346667.00 582332.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2028-04-25 3.500 72600971.00 1103124.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-25 3.500 11173000.00 228946.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 4.500 9274444.00 178496.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-25 4.500 33008332.00 523453.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-04-25 5.178 14112398.00 13872391.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-25 4.000 19500000.00 365417.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-25 4.000 8971706.00 230789.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-03-25 3.500 16733429.00 237528.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-25 3.000 16953332.00 585403.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 5.000 23520000.00 377931.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-11-25 3.000 8333333.00 120664.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 5.715 46153846.00 4701295.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 0.000 13655000.00 5938900.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-05-25 5.000 62643330.00 997559.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-25 4.500 37075514.00 292538.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-20 2.500 496917.00 503818.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-20 4.500 58383455.00 28589199.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-20 4.000 5000000.00 2518517.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-20 3.500 23540628.00 24235343.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-20 3.000 11723776.00 12261400.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-07-15 4.000 2019436.00 744778.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-11-20 3.500 277712.00 286259.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-20 4.500 1071839.00 960170.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-20 3.500 1031620.00 793041.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-11-20 4.000 363797.00 313561.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-20 4.500 724840.00 382245.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-02-20 5.000 4184017.00 2346671.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-20 4.000 5581.00 5046.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-20 5.000 614495.00 363160.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-15 5.000 2986286.00 3181356.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-15 5.000 1796163.00 2023158.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-20 6.000 1182679.00 549991.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-20 5.000 3737219.00 2829750.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-20 3.000 11167.00 11807.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-20 3.000 1016709.00 1085853.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-20 3.000 1520602.00 1615695.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-20 4.500 590928.00 681533.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-20 2.500 1475347.00 1552722.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-20 4.000 210359.00 230154.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-20 4.500 513542.00 566770.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-20 2.500 566789.00 597759.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-20 4.500 18146.00 20026.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-20 4.000 3129261.00 3444119.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-20 3.000 1544658.00 1657531.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-20 3.000 1645116.00 1765605.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-20 2.500 2318185.00 2444873.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-20 2.500 1611585.00 1703661.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-20 3.500 520446.00 550774.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-20 4.500 217457.00 236080.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-09-15 2.500 631051.00 576116.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-15 4.000 1328668.00 934408.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-20 3.500 295430.00 300899.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 5.715 100000000.00 10106970.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-25 4.500 52908097.00 723854.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-25 5.965 25845142.00 145498.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-25 5.865 50000000.00 2087672.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-25 5.795 16659288.00 1516383.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-25 5.715 94109919.00 9569363.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-01-25 5.865 9219722.00 624556.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-06-25 5.000 26012000.00 204744.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-12-25 3.156 98561699.00 843119.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 3.500 16761549.00 330791.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-25 6.515 73424980.00 7432387.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-25 3.005 483445.00 6548.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-25 3.000 42062093.00 571847.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-08-25 6.515 6747574.00 394719.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-05-25 4.500 13574666.00 449348.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-11-25 6.015 5029597.00 404643.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-11-25 6.465 45888103.00 2843603.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-06-25 4.500 6225777.00 238228.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-12-25 3.158 50325096.00 502188.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-25 0.000 2032460.00 1723591.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-25 0.000 5117042.00 4069515.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-25 0.000 4160077.00 3308453.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 3.500 32228000.00 219923.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-06-25 6.500 16044023.00 1144034.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-06-25 6.000 8553836.00 675793.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-06-25 5.500 18941795.00 1062143.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-03-25 3.500 45313519.00 858954.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-03-25 3.000 18757789.00 169209.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2055-04-25 3.080 15783742.00 263661.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-25 6.015 25382533.00 1681050.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-25 5.915 20000000.00 1604738.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-25 6.015 4250000.00 368035.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-25 5.415 115287659.00 6094607.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-25 6.065 30200841.00 2388539.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-08-25 3.500 10507321.00 246973.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-25 5.000 5391263.00 2203672.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-11-20 3.500 153952.00 18094.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-07-20 4.500 3444718.00 1568361.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2033-11-20 6.000 3625712.00 187772.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2039-09-15 4.500 5434360.00 465220.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2040-12-15 4.000 48495.00 14660.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-20 3.500 5962856.00 6275667.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-20 5.500 1106720.00 1253281.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-20 4.500 23468951.00 25179767.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2040-11-20 4.500 1546002.00 397769.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-01-20 4.000 921402.00 202919.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-07-16 5.904 179600000.00 1007350.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-10-20 7.410 166499999.00 90408.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-08-16 6.404 260000000.00 347687.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-09-16 6.404 100000000.00 485428.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-09-16 6.904 65070000.00 124238.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-05-20 6.150 82670759.00 349286.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-05-16 6.354 95000000.00 370446.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-01-20 6.960 100000000.00 120432.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-09-20 6.410 49000000.00 295615.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-04-16 5.954 100000000.00 699365.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-03-20 6.009 63350000.00 652662.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-01-16 6.554 69630125.00 610372.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-09-16 6.164 100000000.00 680494.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-08-20 6.160 119568891.00 813658.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-03-20 6.059 43052857.00 192848.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-06-16 5.854 233333333.00 1376149.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-09-20 6.259 50000000.00 322626.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-01-20 4.000 18967881.00 221826.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-20 3.500 35000000.00 55375.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-04-20 3.500 12948891.00 188202.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-20 6.009 100000000.00 391392.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-03-16 6.304 55127000.00 1024377.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-03-20 6.629 70000000.00 362277.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-16 6.054 50562947.00 998981.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-16 5.992 13800000.00 345448.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-16 6.614 32500000.00 444224.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-25 5.915 31000000.00 2584410.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-25 5.915 45620103.00 3455905.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-02-25 5.965 72000000.00 5386363.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-25 5.965 85155762.00 4836099.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-03-25 3.500 10778285.00 224089.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-25 5.815 38600578.00 4782881.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-06-25 5.765 23923267.00 3312525.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-25 6.000 14651350.00 1465260.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-25 2.891 77941471.00 1602613.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-11-25 5.815 52811235.00 6125409.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-25 5.765 33332298.00 4797502.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-25 3.000 8825000.00 516896.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-25 5.915 10380203.00 963757.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-25 4.500 25694519.00 2116469.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-25 5.815 30743475.00 4056595.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-01-25 3.500 10614285.00 290338.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-25 3.500 27676142.00 588654.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-12-25 5.815 35053963.00 3620708.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-04-25 6.000 8847447.00 985355.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-03-25 6.500 27301033.00 3070158.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-25 3.500 8514785.00 96051.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-04-25 6.000 18513919.00 1865721.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-25 3.076 43164287.00 909078.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-25 5.965 12569077.00 1388413.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-25 3.500 6285713.00 115905.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-25 5.965 21684486.00 2855040.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-05-25 4.000 15851805.00 651101.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-25 5.965 33304475.00 5858158.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-07-25 5.915 65842947.00 10662306.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-25 5.965 40931200.00 6857316.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-08-25 5.915 1860000.00 228685.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-08-25 5.965 43934290.00 7121794.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-09-25 3.167 40191510.00 993565.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-25 3.000 15358759.00 830326.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-25 3.500 7857142.00 251971.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-09-25 5.915 37188724.00 4369718.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-25 3.000 17018881.00 983848.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-25 5.965 57036974.00 6942395.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-25 3.500 7698015.00 252683.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-12-25 5.915 22431264.00 2938803.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-25 5.965 30000000.00 5159818.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-25 6.065 39632837.00 3848309.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-03-25 3.027 63345695.00 1644353.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-04-25 4.000 5005005.00 128509.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-25 6.015 10000000.00 720190.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-10-25 5.965 39781022.00 6381670.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-25 6.015 2150000.00 184603.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-06-25 1.000 9005035.00 213825.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-25 5.765 67238023.00 7190422.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-25 3.500 19291000.00 19882501.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-25 5.815 22014245.00 2638962.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-25 5.000 13071003.00 1647997.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-25 5.965 21348852.00 2334514.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-25 5.865 107999191.00 12198588.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 5.815 2431360.00 415011.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-07-25 5.815 14202888.00 2962245.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 5.865 9900000.00 1950179.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-09-25 5.000 19134766.00 2231213.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-25 5.865 38821776.00 4675996.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-25 5.835 10500000.00 1101184.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-25 5.500 3293909.00 708290.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 5.865 8100000.00 1464891.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 5.865 26281074.00 3233003.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-25 5.885 1000000.00 225143.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-25 5.915 8000000.00 436385.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 5.865 7593736.00 1150662.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-25 4.000 9690250.00 1221700.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 5.815 10000000.00 1587705.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 5.901 17514836.00 3449986.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 5.815 18000000.00 2127818.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 5.415 18768837.00 3110966.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 5.865 23306266.00 1206950.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-05-16 6.604 33655032.00 354929.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-07-20 6.309 175000000.00 734334.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-07-20 6.509 112613684.00 993926.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-07-16 5.904 80600000.00 884187.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-10-20 5.960 50000000.00 236623.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-10-20 6.360 161860000.00 639196.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-10-20 6.309 55621000.00 225364.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-11-16 6.354 44000000.00 394967.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-01-20 6.325 250000000.00 1162562.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-06-16 6.044 40000000.00 705790.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-08-20 5.910 90300000.00 404890.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-09-16 6.004 60000000.00 873153.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-08-20 6.259 102500000.00 880405.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-11-20 6.139 35614116.00 472179.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-05-20 5.210 14500000.00 742066.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-20 6.841 4502434.00 2677394.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-20 3.000 11286666.00 585865.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2026-12-20 4.000 70279459.00 641051.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-03-16 6.004 25000000.00 1015000.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-02-16 2.149 271060.00 230219.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-12-20 5.799 8682485.00 678019.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-06-20 6.509 4673298.00 2589329.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-20 6.059 39948442.00 6733995.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-20 6.918 4848994.00 2267519.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-06-20 4.000 11259335.00 880538.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-20 6.601 7667765.00 4754482.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 6.009 25000000.00 2961382.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-10-20 5.960 40205878.00 6320451.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-20 5.910 107999334.00 17568616.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-20 5.929 45033333.00 6604444.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 5.860 55278077.00 4676853.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 5.860 68102992.00 9242128.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 5.860 45523277.00 6352075.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 5.860 50000000.00 6165841.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 5.910 67575036.00 11114466.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 5.860 35576285.00 7000439.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-11-25 5.815 32518304.00 6822723.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-25 5.865 30508731.00 6358387.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-25 5.865 50026193.00 10892779.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 3.500 14319571.00 540441.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-25 5.765 6530951.00 1366286.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-25 3.500 10249811.00 625826.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-25 5.865 24310651.00 4984024.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-25 5.865 57142856.00 9761633.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-25 4.500 30000000.00 3602583.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-25 4.500 50000000.00 5243800.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-05-15 6.365 40767029.00 578632.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-10-15 5.865 37165902.00 412215.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-01-15 5.865 79709999.00 1200327.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-06-15 5.815 35601000.00 246359.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-11-15 5.765 74199279.00 2520203.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-12-15 6.315 29250000.00 717801.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-05-15 6.355 100000000.00 1063201.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-05-15 6.265 46220588.00 1833854.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-06-15 6.415 134000000.00 1156513.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-04-15 6.465 19670625.00 219187.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-04-15 6.465 43627875.00 1765429.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-08-15 5.815 82831666.00 2295710.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2026-07-15 6.515 21428571.00 147238.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-11-15 6.465 31514424.00 423084.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-12-15 6.325 65714285.00 3426272.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2026-09-15 3.500 21821142.00 138180.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 5.765 25742360.00 1670445.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 6.355 86751597.00 3148957.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 5.755 85892593.00 4050682.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-09-15 6.365 12099600.00 407370.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-12-15 5.865 51776666.00 266229.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-05-15 6.965 20578643.00 735599.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-03-15 5.500 32181818.00 1353119.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-03-15 6.265 19798559.00 815158.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2027-04-15 4.000 26296491.00 303108.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2027-05-15 3.000 82083333.00 982512.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-08-15 6.465 34114911.00 829629.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-10-15 6.465 11000000.00 222794.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2027-05-15 3.000 35000000.00 356195.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-07-15 6.515 38592250.00 2182468.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-07-15 6.435 37430744.00 2647365.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-08-15 6.515 7812500.00 472349.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-08-15 5.865 46819626.00 2806520.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-05-15 5.915 83016889.00 993954.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 5.815 42654372.00 3514280.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 6.415 25000000.00 1911684.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 5.915 77705785.00 6018347.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-05-15 5.915 20068637.00 387162.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 6.415 9500530.00 944523.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-09-15 6.015 12165420.00 463543.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-10-15 3.000 60511093.00 1934140.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 6.000 71242350.00 1663158.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 6.515 27823919.00 2158459.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-01-15 2.500 7085000.00 297907.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-01-15 3.500 5357233.00 276413.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-01-15 3.000 53115734.00 1536011.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-07-15 6.015 13660714.00 609582.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2028-02-15 2.500 27520192.00 399474.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-03-15 5.915 22243120.00 1930272.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 5.000 24299245.00 318599.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-03-15 2.500 18568000.00 557008.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-12-15 3.500 6000000.00 197771.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-04-15 4.000 13878384.00 376226.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-04-15 4.000 6250000.00 247245.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-06-15 5.965 44429230.00 4341678.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-06-15 6.515 26482266.00 2484238.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-06-15 3.000 12515000.00 511338.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-07-15 6.065 5466353.00 302037.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-06-15 5.965 20532314.00 1877847.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-08-15 5.815 50550000.00 4371372.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-05-15 4.000 7012191.00 78366.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-01-15 5.865 60000000.00 2844347.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-12-15 5.915 7600000.00 347871.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-07-15 5.915 70000000.00 3205053.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-03-15 5.965 66000000.00 2529209.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-04-15 6.015 40248706.00 1869011.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-12-15 4.000 7822250.00 105850.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2054-02-15 5.765 46882557.00 3370307.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2054-01-15 5.965 28540048.00 1716623.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-06-15 6.015 50000000.00 2423040.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-06-15 6.465 20474152.00 1103597.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-07-15 6.015 61834251.00 2839235.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2050-11-15 5.815 23484774.00 1782752.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-06-15 3.365 75000000.00 709398.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-01-15 6.404 44329929.00 1204955.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-09-15 5.915 40958642.00 3400541.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-04-15 6.000 12000000.00 692702.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-02-15 3.465 22198022.00 256335.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-07-15 3.000 4166666.00 56039.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-11-15 5.995 4674714.00 272118.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-08-15 3.429 58824030.00 1006422.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-08-15 3.371 102595719.00 1930374.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-02-15 3.500 17289000.00 619318.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-04-15 5.500 42094518.00 2991012.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-05-15 5.915 22368052.00 1504660.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2034-01-15 3.000 16666666.00 521078.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-04-15 3.500 14285714.00 988113.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-04-15 3.000 16748568.00 655828.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-02-15 5.715 6666666.00 118491.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-04-15 5.865 12089020.00 904472.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-04-15 2.500 20000000.00 530965.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-03-15 3.101 50617647.00 1027140.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2034-01-15 3.000 23333333.00 1239029.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-05-15 3.000 10650000.00 430886.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-05-15 5.915 69760209.00 5439044.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-01-15 3.390 20734244.00 401767.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-06-15 5.765 50000000.00 5604330.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-06-15 5.715 18318856.00 1572218.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-11-15 3.366 45287202.00 836183.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-09-15 3.500 169285714.00 7220824.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-08-15 5.815 21335039.00 2518199.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-08-15 5.815 41496038.00 5574649.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-09-15 5.815 50000000.00 7628803.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-10-15 5.865 16808475.00 2259354.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-03-15 3.272 17547805.00 403614.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-02-15 5.865 51751947.00 7075328.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-07-15 2.750 75000000.00 4351799.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-07-15 6.000 6841485.00 834381.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-07-15 6.015 14861287.00 2281182.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-15 2.750 103816692.00 4937552.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-15 5.000 25000000.00 2683158.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-15 5.965 33676736.00 3692260.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-07-15 3.224 60881642.00 1851314.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-05-15 6.015 42000000.00 2183847.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-03-15 3.293 129886588.00 3833072.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-15 6.015 40292545.00 4262655.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-05-15 3.379 48381578.00 1448560.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-08-15 3.536 174767323.00 5825749.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-12-15 6.015 48728649.00 6663547.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-01-15 5.965 39666828.00 5906777.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-06-15 6.015 40500000.00 3177290.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-04-15 6.015 16498631.00 1145053.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-09-15 4.000 50000000.00 59225364.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-04-15 3.593 115533088.00 4843000.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-06-15 3.582 97080916.00 4496882.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-10-15 3.451 139512894.00 5716188.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-08-15 5.915 50533421.00 7798983.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-08-15 5.915 42323839.00 6108652.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-08-15 5.915 26045439.00 3817511.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-08-15 5.915 17492338.00 2645873.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-12-15 6.015 70823528.00 9952241.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2057-08-15 5.915 7000000.00 1275751.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-06-15 5.500 2896150.00 455414.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-01-15 5.865 20594673.00 2173794.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-07-15 5.915 18144177.00 2913246.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-05-15 5.865 58886644.00 10040580.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-07-15 3.211 27689898.00 1303120.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-06-15 5.895 9800000.00 2295572.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-11-15 1.000 7794699.00 277320.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-11-25 5.000 4106959.00 444482.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-07-25 5.865 21458579.00 3723725.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-08-25 5.865 6000000.00 1102329.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-09-15 5.865 11864570.00 961776.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-08-25 5.865 12197067.00 1310481.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-07-15 5.500 7138489.00 1311147.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-09-25 5.865 15800000.00 1616965.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2046-12-25 4.000 2718750.00 310969.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-09-25 5.865 11843806.00 1392996.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-11-25 5.815 10000000.00 1832025.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-11-25 5.815 5000000.00 989754.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-04-25 5.815 9000000.00 1715545.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-01-25 5.865 76475400.00 10324647.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-01-25 5.865 11500000.00 1736366.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-02-25 5.865 50000000.00 8932824.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-02-25 5.815 35807817.00 5736076.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-05-25 5.865 969632.00 191874.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-06-25 4.500 154467595.00 18507015.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-06-25 5.000 49456290.00 7329446.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-07-25 6.500 27224693.00 29623164.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-07-25 1.500 12372112.00 12704727.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-07-25 4.000 126133567.00 13605803.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-09-15 5.815 150500077.00 1161107.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-11-15 4.000 5000000.00 72310.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-05-01 3.500 90691.00 36050.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-09-01 3.500 1777330.00 1303855.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-01 4.000 28494668.00 18518882.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-01 4.500 8849139.00 5869218.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-01 4.000 30048685.00 24090558.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-03-01 5.000 2566796.00 1232331.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-05-01 3.500 4071110.00 1143159.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-03-18 7.756 101532736.00 93396.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-11-25 7.000 147589139.00 238767.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-06-25 7.365 100000000.00 161188.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-07-25 6.000 604179811.00 1532537.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-05-25 0.000 75000000.00 2526283.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-07-25 6.215 143600000.00 630482.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-08-25 6.865 50492769.00 268359.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-06-25 6.515 102500921.00 637343.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-08-25 6.515 26404000.00 192352.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-07-25 6.515 56666667.00 459410.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-07-25 5.895 35467249.00 98013.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-10-25 6.485 210028333.00 1180328.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-03-25 6.415 50000000.00 598454.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 6.515 32165142.00 415537.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-03-25 6.515 60000000.00 1044823.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 7.015 22643906.00 356249.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-03-25 6.395 26999999.00 485795.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 6.465 293000000.00 1867401.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 5.445 268645998.00 4056355.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-02-15 5.915 54822828.00 252284.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2043-06-01 3.500 55154544.00 2092562.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2044-04-01 3.500 106646610.00 5679414.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2043-02-01 3.000 153827361.00 6655311.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-06-15 6.015 15000000.00 129232.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-06-15 6.101 45257372.00 501729.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized 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Mortgage Association-Agency Collateralized Mortgage Obligation 2036-10-25 6.395 13876000.00 391647.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-09-25 6.365 61330239.00 1045552.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-08-25 7.015 175215735.00 1190773.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-11-25 6.565 21700000.00 91135.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-12-25 32.277 6100000.00 698367.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-04-15 6.465 72504857.00 733698.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-12-25 6.425 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(including strips) T6FIZBDPKLYJKFCRVK44 2028-08-15 5.500 940200.00 1331816.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-11-15 5.250 44700.00 62229.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-02-15 5.375 2926100.00 4412369.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2036-02-15 4.500 418900.00 650021.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2037-02-15 4.750 4855400.00 7849838.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2038-05-15 4.500 3699500.00 5874121.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-01-15 2.500 13300.00 20564.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2039-02-15 3.500 400.00 572.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2039-05-15 4.250 200.00 310.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2039-08-15 4.500 900.00 1452.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2039-11-15 4.375 399700.00 632478.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-02-15 4.625 1300.00 2137.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-05-15 4.375 600.00 953.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-08-15 3.875 99900.00 150771.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-11-15 4.250 99900.00 157056.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-08-15 3.750 400.00 597.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-11-15 3.125 800.00 1090.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2042-02-15 3.125 5900.00 8103.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2042-05-15 3.000 699300.00 937390.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2042-08-15 2.750 300.00 389.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2042-11-15 2.750 800.00 1031.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2043-02-15 3.125 507200.00 696229.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2043-02-15 0.625 16800.00 22183.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2043-05-15 2.875 5000.00 6577.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2043-08-15 3.625 400.00 592.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2043-11-15 3.750 1000.00 1499.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-02-15 3.625 10000.00 14838.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-02-15 1.375 67400.00 102074.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-05-15 3.375 700.00 997.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2045-08-15 2.875 1300000.00 1734369.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2045-11-15 3.000 135000.00 183279.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2046-02-15 2.500 5000.00 6267.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2046-05-15 2.500 377000.00 470904.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2046-08-15 2.250 500.00 599.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2046-11-15 2.875 2762500.00 3700334.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-02-15 3.000 99600.00 137384.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2048-02-15 3.000 7000.00 9703.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2048-08-15 3.000 626000.00 871523.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2049-02-15 3.000 9600.00 13418.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2049-08-15 2.250 4161900.00 5061501.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2050-02-15 2.000 94400.00 109339.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-31 1.375 400.00 416.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-31 2.125 400.00 434.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-07-31 1.875 700.00 730.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-08-15 1.500 400.00 402.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-31 1.875 500.00 537.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-12-15 1.875 1000.00 1008.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-12-31 2.250 800.00 871.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-01-15 2.000 100.00 101.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-02-15 2.250 500.00 510.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-28 2.750 198800.00 223466.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-02-28 2.625 600.00 644.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-08-15 2.750 900.00 935.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-31 2.750 100.00 109.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-08-31 2.625 100.00 101.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-09-15 2.750 600.00 623.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-09-30 2.750 300.00 303.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-09-30 3.000 900.00 1032.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-10-15 2.875 200.00 208.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-10-31 2.875 700.00 709.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-30 2.875 900.00 1024.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-12-15 2.625 800.00 829.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-12-31 2.625 800.00 899.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-01-15 2.500 100.00 104.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-31 2.500 2146100.00 2344315.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-02-28 2.500 900.00 921.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-28 2.500 600.00 677.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-05-15 2.375 900.00 1042.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-01-31 2.125 500.00 510.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-03-31 2.250 800.00 816.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-12-31 2.125 800.00 823.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-08-15 2.000 1000000.00 1093372.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-10-31 1.375 700.00 704.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-10-31 1.875 1100.00 1147.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-11-30 2.000 500.00 522.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-11-30 1.625 550000.00 554021.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-08-15 2.625 200.00 202.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-02-28 1.500 900.00 936.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-11-15 2.625 100.00 101.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-01-15 1.125 4245100.00 5049982.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-02-15 3.625 700.00 724.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-04-30 1.375 300.00 303.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-07-15 0.625 9494400.00 11025129.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-05-31 1.625 600.00 626.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-11-15 2.000 400.00 411.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-06-30 1.125 227900.00 230055.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-31 1.250 100.00 103.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-01-15 0.125 368200.00 423221.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-11-15 1.625 3000.00 3109.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-30 2.125 500.00 533.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-02-15 2.000 500.00 527.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-12-31 2.250 800.00 857.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-01-15 0.375 254000.00 291374.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-01-31 1.875 600.00 620.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-15 0.375 260100.00 298930.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-15 2.500 6600.00 7138.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-02-28 1.875 400.00 413.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-03-31 2.125 100.00 107.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-04-30 2.250 600.00 612.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-06-30 2.125 700.00 713.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-30 1.875 500.00 517.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-04-30 2.000 500.00 535.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-05-15 2.375 772000.00 874258.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-05-15 2.125 500.00 545.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-31 1.875 800.00 827.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-06-30 2.125 380000.00 394832.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-07-31 1.625 600.00 604.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-07-31 2.000 500.00 523.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-31 1.750 200.00 206.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-06-30 1.750 234600.00 241968.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-07-15 0.750 647900.00 749569.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-07-31 0.198 489800.00 489964.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-31 2.750 700.00 763.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-07-31 2.875 700.00 799.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-08-31 1.375 400.00 425.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-31 1.250 600.00 627.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-09-15 1.500 15000400.00 15507629.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-09-30 1.625 600.00 647.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-10-15 1.375 800.00 824.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-10-31 1.500 100.00 105.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-30 1.625 200.00 215.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-30 1.500 4000.00 4224.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-12-15 1.625 3000000.00 3109235.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-12-31 1.750 400.00 433.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-01-31 1.500 500.00 537.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-02-28 1.125 8398100.00 8563178.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-03-15 0.500 255000.00 257644.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-04-15 0.125 43650000.00 45416391.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-30 0.269 14999800.00 15014690.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-04-30 0.375 272000.00 273422.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-05-15 0.125 6801000.00 6792745.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-31 0.125 48407000.00 48376090.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-15 0.000 159.34 158.77 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0007 300000000.00 300000000.00 0.0034 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128285Y2 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-01 2021-01-31 2021-01-31 N N N 0.0027 1380839647.20 1380839647.20 0.0156 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128286Q8 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-01 2021-04-30 2021-04-30 N N N 0.0029 1096095109.50 1096095109.50 0.0124 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128285H9 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-01 2020-10-31 2020-10-31 N N N 0.0026 650093366.00 650093366.00 0.0074 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 912828Y53 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-01 2020-07-31 2020-07-31 N N N 0.0020 390013887.90 390013887.90 0.0044 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 912828YN4 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-01 2021-10-31 2021-10-31 N N N 0.0039 1645425185.60 1645425185.60 0.0186 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 912828Z45 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-01 2022-01-31 2022-01-31 N N N 0.0031 550807295.50 550807295.50 0.0062 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128287G9 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-01 2021-07-31 2021-07-31 N N N 0.0044 250506935.00 250506935.00 0.0028 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828L32 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-08-31 2020-08-31 2020-08-31 N N N 0.0151 301600663.56 301600663.56 0.0034 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 9128285S5 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-12-31 2020-12-31 2020-12-31 N N N 0.0158 571610059.30 571610059.30 0.0064 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828Y46 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-31 2020-07-31 2020-07-31 N N N 0.0162 300608964.00 300608964.00 0.0034 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 9128284Y3 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-08-31 2020-08-31 2020-08-31 N N N 0.0159 154626134.74 154626134.74 0.0017 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 9128285B2 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-09-30 2020-09-30 2020-09-30 N N N 0.0158 492134059.68 492134059.68 0.0056 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 9128285G1 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-10-31 2020-10-31 2020-10-31 N N N 0.0158 207838815.74 207838815.74 0.0023 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 9128285Q9 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-11-30 2020-11-30 2020-11-30 N N N 0.0064 404328124.00 404328124.00 0.0046 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828L99 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-10-31 2020-10-31 2020-10-31 N N N 0.0160 100395794.00 100395794.00 0.0011 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828NT3 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-08-15 2020-08-15 2020-08-15 N N N 0.0145 250758077.50 250758077.50 0.0028 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828PC8 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-11-15 2020-11-15 2020-11-15 N N N 0.0160 302742186.00 302742186.00 0.0034 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828VV9 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-08-31 2020-08-31 2020-08-31 N N N 0.0159 150485656.50 150485656.50 0.0017 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828A42 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-11-30 2020-11-30 2020-11-30 N N N 0.0161 549130075.40 549130075.40 0.0062 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828VP2 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-31 2020-07-31 2020-07-31 N N N 0.0068 300454554.00 300454554.00 0.0034 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 9128283G3 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-11-15 2020-11-15 2020-11-15 N N N 0.0157 285150057.88 285150057.88 0.0032 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828M98 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-11-30 2020-11-30 2020-11-30 N N N 0.0127 198169687.50 198169687.50 0.0022 N Y Y N - N/A - WELLS FARGO WELLS FARGO 22101 0001224385 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-11-01 4.000 542961.00 343208.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-09-01 4.500 901584.00 582363.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-03-01 4.500 205335.00 102972.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-07-01 3.500 15000.00 10072.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-08-01 4.000 6000.00 4211.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-10-01 4.500 789350.00 617962.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-12-01 3.000 3382266.00 3267787.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-01-01 3.500 915000.00 870970.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 4.500 392994.00 389526.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-06-01 2.000 14308194.00 14626710.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-10-01 2.500 1700000.00 1593477.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-07-01 2.500 2007150.00 2096947.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 3.500 1110989.00 1197861.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 3.500 1406146.00 1541454.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-07-01 3.500 4179027.00 4407446.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-07-01 2.500 7569673.00 7998698.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 3.500 1048224.00 1120897.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-07-01 2.500 100787257.00 105296266.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 4.000 1421105.00 1575421.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 4.000 1141139.00 1249888.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-06-01 2.500 40969028.00 42991336.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 2.500 84448395.00 88168421.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 3.000 23540489.00 24870424.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 3.500 695250.00 736651.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 4.500 314400.00 339021.92 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 300000000.00 300000000.00 0.0034 N Y Y N - N/A - WELLS FARGO WELLS FARGO 22101 0001224385 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2020-09-24 0.000 320000.00 319892.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-01 0.000 71816600.00 71788447.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-15 0.000 562000.00 561743.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-22 0.000 1283100.00 1282431.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-29 0.000 5400000.00 5396905.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-12 0.000 2215200.00 2213822.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-09-01 0.000 6778000.00 6775315.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-09-22 0.000 80663500.00 80636719.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-06 0.000 12560000.00 12554699.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-13 0.000 350000.00 349799.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-20 0.000 6548500.00 6544138.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-27 0.000 533600.00 533333.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-08 0.000 9766000.00 9761742.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-05 0.000 156077100.00 155983609.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-04-30 0.125 8732000.00 8727347.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-05-15 0.625 42390200.00 42370329.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-31 0.125 2201200.00 2199794.44 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0007 400000000.00 400000000.00 0.0045 N Y Y N - N/A - Dreyfus Government Cash Management Funds 2020-07-06 /S/Anthony Ciavarella Anthony Ciavarella Treasury Manager