N-MFP2/A 0000740766 XXXXXXXX 2016-11-30 0000740766 S000000128 5 N N 002-89359 The Dreyfus Corporation 801-08147 Ernst@Young New York NY none Dreyfus Transfer Inc 0001285911 084-06102 N N N Exempt Government N 25 114 20679211355.98 22291711009.09 21041948175.35 24083535000.22 22385877681.09 30390506718.83 30382222378.33 30504511173.58 35466066774.25 33571161014.36 0.4354 0.4677 0.4431 0.4770 0.4605 0.6399 0.6374 0.6424 0.7024 0.6906 0.00 48589146838.36 48589146838.36 24212080.13 320885649.94 48292473268.60 48292821224.62 1.0000 0.0041 1.0003 1.0003 1.0002 1.0002 1.0002 C000000287 10000000.00 42793010033.56 42793322758.94 1.0003 1.0003 1.0002 1.0002 1.0002 3098231183.11 3348599827.37 5386365352.57 5138277499.39 4423215577.31 5066695639.60 6309332242.86 3178600216.34 2794802244.64 4894358413.88 22011946600.49 21626531596.58 0.0028 Y Dreyfus Dreyfus. Institutional Class expenses are capped at 13 bps. Mgt fee is capped at 13 basis points. Yield is supported to 1 basis point . 2,960,405.73 C000000286 10000000.00 1744755679.17 1744784073.21 1.0003 1.0003 1.0002 1.0002 1.0002 193128270.98 302020177.54 145025024.50 31736076.04 115939956.84 53519436.97 191206438.24 53290946.01 100631622.59 52625017.51 745931313.15 493191654.07 0.0003 Y Dreyfus Mgt. fee is capped at 13 basis points. Yield is supported to 1 basis point via waiving of mgt fee. 87,999.58 C000000288 10000000.00 3549302826.84 3549305688.83 1.0003 1.0003 1.0002 1.0002 1.0002 461713038.47 458348816.11 421782571.79 307847454.09 619953581.05 593063723.70 389031595.21 414811617.99 255541507.37 291397470.26 2148022293.89 2065469082.15 0.0017 Y Dreyfus Mgt. fee is capped at 13 basis points. Yield is supported to 1 basis point via waiving of mgt fee. 204,125.69 C000000289 10000000.00 120579761.88 120580938.45 1.0003 1.0003 1.0002 1.0002 1.0002 7756745.15 5422545.52 2504919.99 37329892.50 385905.05 3157811.49 22737745.29 2899203.83 7575394.39 741593.84 40960709.87 49551047.18 0.0001 Y Dreyfus Mgt. fee is capped at 13 basis points. Yield is supported to 1 basis point via waiving of mgt fee. 18,328.74 C000053659 10000000.00 84824967.15 84827765.19 1.0003 1.0003 1.0002 1.0002 1.0002 358524.86 5097325.13 232788.74 112376.50 454703.38 83882.50 17597082.14 691809.59 59033.31 2097101.69 18702132.43 8082495.41 0.0021 Y Dreyfus Mgt. fee is capped at 13 basis points. Yield is supported to 1 basis point via waiving of mgt fee. 4,191.37 ABN AMRO BANK NV REPO ABN AMRO BANK NV REPO BFXS5XCH7N0Y05NIXW11 023000 0000897878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2040-08-15 5.000 105769230.76 22224939.44 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2039-08-15 4.500 115384615.38 23486838.01 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2041-01-20 4.000 77412336.53 28902423.88 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2041-10-15 4.000 120096298.46 39970490.65 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2042-06-15 4.000 115384615.38 32167555.35 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2042-06-15 4.000 115384615.38 35281457.50 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2042-05-20 4.000 75292010.00 27219141.34 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2041-10-20 3.000 11538076.15 2332340.09 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2041-07-20 2.125 2713813.07 610688.41 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2042-01-20 4.000 115384615.38 40166312.67 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2044-07-20 2.000 5872832.30 2637812.67 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 250000000.00 250000000.00 0.0052 N Y Y N - N/A - BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064149 0000814020 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-11-30 1.500 30384900.00 30498843.37 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-11-15 2.250 31099740.00 31180982.48 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-11-15 1.000 29762100.00 29473239.90 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-08-31 2.000 30105720.00 30506355.61 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-08-15 1.500 29530620.00 27565694.27 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-08-15 2.500 6433800.00 6640408.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2017-08-15 0.875 27835830.00 27932758.74 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-05-31 1.500 15478830.00 15580417.56 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2018-05-31 0.875 29171400.00 29112152.88 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-01-15 0.625 30000000.00 30904097.05 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-08-15 8.125 26151900.00 31505673.04 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2029-04-15 3.875 15000000.00 30399390.51 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2016-12-01 2016-12-01 2016-12-01 N N N 0.0026 315000000.00 315000000.00 0.0065 N Y Y N - N/A - BARCLAYS CAPITAL INC. BARCLAYS CAPITAL INC. 067800 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2043-11-15 0.000 0.07 0.03 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2045-08-15 0.000 0.30 0.12 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2042-08-15 0.000 0.52 0.23 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2039-08-15 0.000 1823104.00 915435.21 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2041-05-15 0.000 745630.71 349902.12 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2040-05-15 0.000 1558871.04 756894.24 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2039-02-15 0.000 16474091.52 8393714.37 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2034-11-15 0.000 1751756.80 1040175.67 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2033-11-15 0.000 1467851.20 906221.97 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2032-11-15 0.000 2451148.79 1564543.76 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2031-11-15 0.000 19015598.07 12554097.85 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2030-11-15 0.000 19108945.92 13051410.06 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2026-11-15 0.000 18441107.75 14385170.51 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2025-11-15 0.000 2298372.60 1852235.49 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2020-11-15 0.000 4.41 4.12 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2019-11-15 0.000 0.29 0.27 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2026-10-15 0.000 0.08 0.07 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2023-10-15 0.000 27.12 28.55 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2022-10-15 0.000 72247.07 75882.75 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2036-08-15 0.000 1741240.00 980283.29 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2035-08-15 0.000 4550694.40 2647867.04 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2028-08-15 0.000 6485493.75 4760676.69 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2025-08-15 0.000 6556721.91 5328779.03 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2024-08-15 0.000 58805043.20 49264512.99 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2023-08-15 0.000 19719499.78 17029365.62 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2022-08-15 0.000 9357930.60 8331552.78 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2034-05-15 0.000 1931238.00 1167491.30 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2032-05-15 0.000 7124224.00 4623906.34 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2029-05-15 0.000 19827957.76 14229533.88 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2025-05-15 0.000 3032323.20 2482259.77 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2024-05-15 0.000 13853109.68 11699366.72 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2017-05-15 0.000 3368557.10 3359192.52 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2029-04-15 0.000 69854.49 67840.58 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2027-04-15 0.000 72383.61 70597.03 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2026-04-15 0.000 0.15 0.14 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2022-04-15 0.000 12.80 13.43 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2020-04-15 0.000 0.07 0.07 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2037-02-15 0.000 2758748.00 1521642.63 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2036-02-15 0.000 4149370.87 2373108.19 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2035-02-15 0.000 696303.35 410582.23 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2034-02-15 0.000 2949372.00 1801299.45 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2033-02-15 0.000 12980687.72 8241049.21 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2027-02-15 0.000 24528568.32 18963036.16 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2026-02-15 0.000 4566710.23 3647431.46 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2025-02-15 0.000 24760320.00 20428749.61 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2023-02-15 0.000 4112206.73 3607268.86 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2022-02-15 0.000 4158747.00 3748445.02 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2020-02-15 0.000 0.60 0.57 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2019-02-15 0.000 5604661.37 5460565.53 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2018-02-15 0.000 1131815.98 1118585.05 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2017-02-15 0.000 33312849.92 33273873.88 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2023-11-15 0.000 150000.00 129244.50 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2017-08-15 0.000 378900.00 376327.26 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2024-02-15 0.000 599000.00 512456.47 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2046-11-15 2.875 70092600.00 69124712.19 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2040-11-15 0.000 50000.00 24380.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2019-08-15 0.000 311300.00 300563.26 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2017-05-15 0.000 47900.00 47766.35 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-2 2016-12-01 2016-12-01 2016-12-01 N N N 0.0027 350000000.00 350000000.00 0.0072 N Y Y N - N/A - BNP PARIBAS SA REPO BNP PARIBAS SA REPO 055610 0000872786 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2033-05-15 0.000 50.74 31.80 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2027-05-15 0.000 786882.93 602728.71 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2029-02-15 0.000 429.38 310.98 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2025-08-15 2.000 103100600.00 101396884.99 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2044-05-15 0.000 100.00 43.50 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2016-12-01 2016-12-01 2016-12-01 N N N 0.0027 100000000.00 100000000.00 0.0021 N Y Y N - N/A - CIBC WORLD MARKETS CORP CIBC WORLD MARKETS CORP 549300TDJKVQJ41VN031 136066 0000074654 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY-U.S. Treasuries (including strips) 549300TDJKVQJ41VN031 2043-11-15 3.750 332435000.00 385506216.06 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) 549300TDJKVQJ41VN031 2044-02-15 3.625 154835000.00 177001194.82 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) 549300TDJKVQJ41VN031 2046-05-15 2.500 153872000.00 139744380.69 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) 549300TDJKVQJ41VN031 2017-12-31 1.000 200000000.00 201043534.28 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) 549300TDJKVQJ41VN031 2020-10-31 1.375 13425000.00 13305564.89 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) 549300TDJKVQJ41VN031 2021-06-30 1.125 150000000.00 146441593.77 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) 549300TDJKVQJ41VN031 2022-03-31 1.750 184284462.00 183328528.18 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) 549300TDJKVQJ41VN031 2022-12-31 2.125 358870000.00 363946179.35 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) 549300TDJKVQJ41VN031 2023-03-31 1.500 356680000.00 345567191.64 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) 549300TDJKVQJ41VN031 2024-02-15 2.750 250000000.00 262263983.49 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) 549300TDJKVQJ41VN031 2026-02-15 1.625 350000000.00 331856247.78 U.S. Treasuries (including strips) Y FITCH'S RATING na MOODY'S RATING na S&P RATING na 2016-12-01 2016-12-01 2016-12-01 N Y CIBC 0.0000 FITCH'S RATING F1 MOODY'S RATING P1 S&P RATING A1 N 0.0026 2500000000.00 2500000000.00 0.0518 N Y Y N - N/A - CITIGROUP GLB MKTS INC CITIGROUP GLB MKTS INC MBNUM2BPBDO7JBLYG310 173032 0000091154 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS NTS-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2023-01-15 0.125 98279000.00 102000053.07 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING Baa1 S&P RATING A-1 2016-12-01 2016-12-01 2016-12-01 N N N 0.0026 100000000.00 100000000.00 0.0021 N Y Y N - N/A - CITIGROUP GLB MKTS INC CITIGROUP GLB MKTS INC MBNUM2BPBDO7JBLYG310 173032 0000091154 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N TENNESSEE VALLEY AUTH-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2017-12-15 6.250 9022000.00 9745256.14 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2016-12-15 4.875 430000.00 440351.71 Agency Debentures and Agency Strips TENNESSEE VALLEY 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HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384T41 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-15 2016-12-15 2016-12-15 N N N 0.0036 147489675.00 147489675.00 0.0031 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384U80 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-27 2016-12-27 2016-12-27 N N N 0.0042 24996750.00 24996750.00 0.0005 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384U98 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-28 2016-12-28 2016-12-28 N N N 0.0029 517535123.32 517535123.32 0.0107 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384V30 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-30 2016-12-30 2016-12-30 N N N 0.0044 141190524.40 141190524.40 0.0029 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385CU8 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-03-08 2017-03-08 2017-03-08 N N N 0.0053 393844113.64 393844113.64 0.0082 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385CW4 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-03-10 2017-03-10 2017-03-10 N N N 0.0054 43314144.88 43314144.88 0.0009 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385DT0 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-03-31 2017-03-31 2017-03-31 N N N 0.0046 92841900.00 92841900.00 0.0019 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384T82 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-19 2016-12-19 2016-12-19 N N N 0.0034 174984250.00 174984250.00 0.0036 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384T90 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-20 2016-12-20 2016-12-20 N N N 0.0030 352355523.04 352355523.04 0.0073 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384U23 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-21 2016-12-21 2016-12-21 N N N 0.0031 510148980.00 510148980.00 0.0106 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385AT3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-01-18 2017-01-18 2017-01-18 N N N 0.0034 275075334.40 275075334.40 0.0057 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385AV8 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-01-20 2017-01-20 2017-01-20 N N N 0.0036 1500712329.29 1500712329.29 0.0311 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385BA3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-01-25 2017-01-25 2017-01-25 N N N 0.0038 32583080.60 32583080.60 0.0007 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385BK1 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-02-03 2017-02-03 2017-02-03 N N N 0.0040 56423824.80 56423824.80 0.0012 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385BN5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-02-06 2017-02-06 2017-02-06 N N N 0.0035 259782120.00 259782120.00 0.0054 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385CS3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-03-06 2017-03-06 2017-03-06 N N N 0.0045 74899050.00 74899050.00 0.0016 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384U49 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-23 2016-12-23 2016-12-23 N N N 0.0028 124986250.00 124986250.00 0.0026 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384V22 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-29 2016-12-29 2016-12-29 N N N 0.0030 249965000.00 249965000.00 0.0052 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385AK2 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-01-10 2017-01-10 2017-01-10 N N N 0.0038 74971650.00 74971650.00 0.0016 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385AL0 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-01-11 2017-01-11 2017-01-11 N N N 0.0037 142064999.56 142064999.56 0.0029 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385AM8 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-01-12 2017-01-12 2017-01-12 N N N 0.0039 374851125.00 374851125.00 0.0078 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385AN6 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-01-13 2017-01-13 2017-01-13 N N N 0.0040 891728811.05 891728811.05 0.0185 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385BH8 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-02-01 2017-02-01 2017-02-01 N N N 0.0046 130009164.75 130009164.75 0.0027 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385CL8 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-02-28 2017-02-28 2017-02-28 N N N 0.0050 124860875.00 124860875.00 0.0026 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384T58 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-16 2016-12-16 2016-12-16 N N N 0.0041 99992500.00 99992500.00 0.0021 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384R68 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-01 2016-12-01 2016-12-01 N N N 0.0010 55000000.00 55000000.00 0.0011 N Y Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384S59 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-08 2016-12-08 2016-12-08 N N N 0.0030 99996500.00 99996500.00 0.0021 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384U31 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-22 2016-12-22 2016-12-22 N N N 0.0030 249973750.00 249973750.00 0.0052 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A7Y33 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-02-06 2017-02-06 2017-02-06 N N N 0.0054 100020000.00 100020000.00 0.0021 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A9AM3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-28 2017-11-28 2017-11-28 N N N 0.0060 149588653.50 149588653.50 0.0031 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A9BW0 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-01 2017-12-01 2017-12-01 N N N 0.0054 150000000.00 150000000.00 0.0031 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A8SN4 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-01-19 2018-01-19 2018-01-19 N N N 0.0082 300597300.00 300597300.00 0.0062 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A97K1 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-02-26 2018-02-26 2018-02-26 N N N 0.0077 250155000.00 250155000.00 0.0052 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A9EN7 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-07 2018-03-07 2018-03-07 N N N 0.0058 300320700.00 300320700.00 0.0062 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130AA7D4 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-21 2017-08-21 2017-08-21 N N N 0.0051 175018900.00 175018900.00 0.0036 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A9PA3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-06 2017-10-06 2017-10-06 N N N 0.0050 155012090.00 155012090.00 0.0032 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A9MV0 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-28 2018-03-28 2018-03-28 N N N 0.0059 250063000.00 250063000.00 0.0052 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A9F71 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-14 2018-09-14 2018-09-14 N N N 0.0073 200238800.00 200238800.00 0.0041 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A9W31 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-27 2018-10-26 2018-10-26 N N N 0.0064 200075600.00 200075600.00 0.0041 N N N N - N/A - FEDERAL NATL MTG ASSN FEDERAL NATL MTG ASSN 3135G0B44 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-26 2017-01-26 2017-01-26 N N N 0.0062 361046569.00 361046569.00 0.0075 N N N N - N/A - FEDERAL NATL MTG ASSN FEDERAL NATL MTG ASSN 3135G0E66 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-08 2017-09-08 2017-09-08 N N N 0.0054 200122800.00 200122800.00 0.0041 N N N N - N/A - FEDERAL NATL MTG ASSN FEDERAL NATL MTG ASSN 3135G0L35 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-21 2018-03-21 2018-03-21 N N N 0.0081 501657500.00 501657500.00 0.0104 N N N N - N/A - GOLDMAN, SACHS & CO REPO GOLDMAN, SACHS & CO REPO FOR8UP27PHTHYVLBNG30 381906 0000042352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2030-11-01 4.500 100317527.00 32232608.39 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2030-12-01 3.000 34871468.00 32234393.60 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2044-06-01 4.000 5126305.00 3417928.94 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2046-10-01 4.000 29999221.00 31937482.17 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2046-01-01 4.500 32042360.00 31569803.77 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2043-12-01 4.500 40359557.00 32167592.89 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2036-12-01 3.500 30367595.00 31835213.62 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2044-01-01 4.500 43537424.00 31497045.77 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2042-05-01 2.617 87028404.00 28107930.84 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING NR S&P RATING A-1 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 250000000.00 250000000.00 0.0052 N Y Y N - N/A - HSBC SECURITIES HSBC SECURITIES CYYGQCGNHMHPSMRL3R97 40427S 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2021-08-31 1.125 287915000.00 280114829.74 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2026-01-15 2.000 84052900.00 116298838.59 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2028-01-15 1.750 15264300.00 19842419.24 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2028-04-15 3.625 54370000.00 107631504.05 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2042-02-15 0.750 77385700.00 79267038.06 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2045-02-15 0.750 87011500.00 84964160.34 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2018-11-30 1.000 128132000.00 127887263.93 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2016-12-01 2016-12-01 2016-12-01 N N N 0.0026 800000000.00 800000000.00 0.0166 N Y Y N - N/A - J.P.MORGAN SECURITIES RP J.P.MORGAN SECURITIES RP ZBUT11V806EZRVTWT807 617436 0001168524 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2022-02-15 2.000 98510000.00 99679833.02 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2023-04-30 1.625 86136000.00 83922902.67 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2016-12-01 2016-12-01 2016-12-01 N N N 0.0027 180000000.00 180000000.00 0.0037 N Y Y N - N/A - J.P.MORGAN SECURITIES RP J.P.MORGAN SECURITIES RP ZBUT11V806EZRVTWT807 617436 0001168524 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTGAGE A-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-10-20 3.000 2193250.00 2057634.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE A-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-07-20 3.000 626465.00 518850.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE A-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2022-07-25 7.000 1000.00 17.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE A-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-08-25 6.000 2529000.00 1753107.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE A-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2034-01-25 5.500 1000000.00 1317459.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE A-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-11-25 3.000 3971230.00 3531351.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE A-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-06-20 3.500 18604000.00 16974280.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE A-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-12-20 2.500 13894000.00 12751879.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE A-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-04-20 4.500 10000000.00 7715732.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE A-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-08-20 3.000 8000000.00 8374000.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE A-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-11-20 2.500 4225000.00 2539316.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE A-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-09-20 3.500 2647067.00 1250507.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE A-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-03-20 3.500 44357198.00 42930885.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE A-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-01-20 3.000 39366944.00 7970212.94 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE A-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-07-20 3.000 25990000.00 20590263.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE A-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-09-20 3.000 25377429.00 22727914.01 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2016-12-05 2016-12-05 2016-12-05 N N N 0.0048 150000000.00 150000000.00 0.0031 N N Y N - N/A - MERRILL LYNCH PIERCE FEN MERRILL LYNCH PIERCE FEN 59021OKG2 8NAV47T0Y26Q87Y0QP81 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-01-15 5.964 50000000.00 3755276.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-01-15 5.424 68980822.00 6344082.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-01-15 6.065 41000000.00 2390959.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-12-15 5.955 44000000.00 4503940.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-08-15 5.915 41663645.00 2870902.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-11-15 5.464 46403814.00 2575425.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-11-25 5.515 42009464.00 7580695.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-11-25 5.575 41707577.00 7042021.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-11-25 5.575 42694026.00 7159676.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-10-25 5.565 26751040.00 4670498.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-10-25 5.515 30689395.00 4632745.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-10-25 5.466 36000000.00 8969446.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-08-25 3.000 20499999.00 2926762.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2056-05-25 1.665 50436232.00 2081736.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-05-25 1.746 72165021.00 2936418.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-02-25 4.000 30295002.00 4164893.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-06-25 4.000 15011000.00 1931546.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-04-25 5.565 25000000.00 3764161.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-02-25 5.500 43498252.00 7609194.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-12-25 5.565 56727336.00 10028673.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-10-25 4.000 46011942.00 5179167.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-01-25 4.000 20990750.00 2436139.81 Agency Collateralized Mortgage Obligation Federal Home 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Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-09-20 5.574 21428571.00 5066519.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-09-20 3.500 85714285.00 9830515.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2028-09-20 3.000 28734415.00 2563016.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-03-20 3.000 16666666.00 2087477.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-06-20 5.573 55000000.00 10267609.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage 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Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-08-20 5.174 53358541.00 5415489.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-04-16 3.500 51358857.00 5002846.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-03-20 5.074 33571428.00 2552883.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-02-20 5.573 17609863.00 2838479.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-10-20 5.073 30000000.00 4000303.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage 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Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-01-20 5.724 51985309.00 4325776.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2055-11-16 0.839 200116785.00 10486629.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-07-20 6.174 39156311.00 2193842.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-07-20 6.123 92857142.00 7873896.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-07-16 5.557 96709662.00 9723774.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage 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STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-02-15 3.500 4028070.17 4191793.62 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-01-31 1.375 50.35 49.92 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2025-01-15 0.250 6042105.26 6062842.72 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-01-15 1.375 503508.77 592231.80 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-01-15 1.625 5035037.36 5978019.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2042-11-15 2.750 4972149.12 4797574.49 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-11-15 8.000 98252184.21 127224583.64 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2043-08-15 3.625 52134305.26 59575334.63 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2042-08-15 2.750 12587719.29 12249763.25 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2040-08-15 3.875 10070175.43 11892423.87 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2028-04-15 3.625 3020851.22 5979632.77 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2045-02-15 0.750 2745935.43 2681804.03 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2027-01-15 2.375 6872995.43 9751568.59 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2026-01-15 2.000 12587719.29 17415564.96 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2016-12-01 2016-12-01 2016-12-01 N N N 0.0026 1435000000.00 1435000000.00 0.0297 N Y Y N - N/A - NATIXIS, NY BRANCH REPO NATIXIS, NY BRANCH REPO AELIZRVUG3YVEFFUVL97 638730 0001456764 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2027-05-15 0.000 34.72 26.59 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2027-02-15 0.000 0.15 0.11 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-12-31 2.125 10500000.00 10725654.64 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-12-31 1.625 210000.00 212928.26 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-12-31 1.375 23800000.00 24055057.74 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2017-12-31 1.000 100730000.00 101255569.72 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-11-30 2.000 740600.00 739906.05 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-11-30 1.375 17500000.00 17590230.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-11-30 1.000 167374900.00 167034961.57 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2017-11-30 0.625 7699999.99 7680749.99 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2026-11-15 2.000 581700.00 566639.04 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2025-11-15 2.250 271180000.00 270500780.99 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2023-11-15 2.750 9800000.00 10212359.52 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-11-15 2.000 140.00 141.12 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-11-15 3.750 25198880.00 26517660.04 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-10-31 2.000 199500000.00 201281027.98 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-10-31 1.375 17500000.00 17344941.29 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-10-31 1.750 178499300.00 179594978.01 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-10-31 1.250 439600.00 441378.58 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-09-30 1.750 42000000.00 41558819.07 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-09-15 0.875 43188600.00 42751834.40 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-08-31 2.000 23800000.00 24116721.45 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2017-08-31 0.625 350000.00 350168.39 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2025-08-15 2.000 35000000.00 34421632.60 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2024-08-15 2.375 8015699.99 8172499.68 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2023-08-15 2.500 81181800.00 83788792.90 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-08-15 1.625 17500000.00 17265497.62 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-08-15 2.125 175000070.00 178542363.40 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-08-15 2.625 25200000.00 26329475.91 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-08-15 3.625 17500000.00 18769993.92 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-07-31 2.000 20999860.00 21178472.93 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-07-31 2.250 183851500.00 188928603.13 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-07-31 2.000 35000000.00 35762525.21 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-07-31 1.625 641900.00 651103.06 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-07-31 1.375 178990.00 180756.88 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-07-31 0.750 2660000.00 2653313.85 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2026-07-15 0.125 3849999.99 3761290.05 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2024-07-15 0.125 11937730.00 11925319.29 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2023-07-15 0.375 1222200.00 1280842.84 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-07-15 0.125 14700209.99 15451784.15 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-07-15 0.625 30099999.99 33291040.15 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-06-30 2.125 126067339.99 128323682.97 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-06-30 1.875 14699929.99 14989085.21 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-06-30 1.625 30099999.99 30381017.03 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-06-30 1.625 948919.99 964227.13 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-06-15 1.125 4129999.99 4157782.23 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-05-31 2.000 1500100.00 1516038.56 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-05-31 1.375 112700000.00 112150024.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2024-05-15 2.500 174999300.00 179172842.83 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2023-05-15 1.750 90767600.00 89018067.04 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-05-15 1.750 700000.00 693945.09 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-04-30 1.750 14000000.00 13893435.86 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-04-30 0.625 43574300.00 43372026.17 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-04-15 0.125 10500000.00 10903259.60 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2017-04-15 0.125 173362000.00 184208442.66 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2023-03-31 1.500 268800000.00 260403692.30 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-03-31 1.250 1535100.00 1507613.69 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-03-31 0.750 393260.00 392586.68 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-02-29 1.250 10500000.00 10470655.28 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-02-28 1.125 3500210.00 3426173.69 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-02-28 1.500 14000000.00 14155606.05 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2026-02-15 1.625 52500000.00 49780755.36 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2025-02-15 2.000 35000000.00 34544482.60 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-02-15 3.625 31499999.99 34307723.56 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-02-15 3.500 65799999.99 68474482.48 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries 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AELIZRVUG3YVEFFUVL97 2025-01-15 2.375 9800000.00 14551789.79 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2017-02-02 0.000 28000000.00 27979280.00 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2016-12-07 2016-12-07 2016-12-07 N N N 0.0028 3500000000.00 3500000000.00 0.0725 N N Y N - N/A - PRUDENTIAL INSUR (REPO) PRUDENTIAL INSUR (REPO) 74436R 0000729057 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2045-05-15 3.000 50000000.00 50426250.00 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING A1 S&P RATING A-1+ 2016-12-01 2016-12-01 2016-12-01 N N N 0.0029 49437500.00 49437500.00 0.0010 N Y Y N - N/A - PRUDENTIAL INSUR (REPO) PRUDENTIAL INSUR (REPO) 74436R 0000729057 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE-Agency Mortgage-Backed Securities 2041-05-25 3.500 168700000.00 108406620.00 Agency Collateralized Mortgage Obligation FANNIE MAE-Agency Mortgage-Backed Securities 2040-11-25 3.500 35000000.00 24454500.00 Agency Collateralized Mortgage Obligation FANNIE MAE-Agency Mortgage-Backed Securities 2042-03-25 3.000 50000000.00 34871250.00 Agency Collateralized Mortgage Obligation FANNIE MAE-Agency Mortgage-Backed Securities 2041-08-25 3.500 30400000.00 22635840.00 Agency Collateralized Mortgage Obligation FANNIE MAE-Agency Mortgage-Backed Securities 2041-11-25 3.500 28900000.00 19639717.50 Agency Collateralized Mortgage Obligation FANNIE MAE-Agency Mortgage-Backed Securities 2042-03-15 3.500 29500000.00 19483275.00 Agency Collateralized Mortgage Obligation FANNIE MAE-Agency Mortgage-Backed Securities 2019-10-25 4.490 18500000.00 17761387.50 Agency Collateralized Mortgage Obligation FANNIE 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NTS-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2018-02-28 2.750 1922600.00 1977947.77 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2044-11-15 3.000 46921500.00 47361065.01 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2016-12-08 0.000 2000000.00 1999930.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2017-09-14 0.000 1602000.00 1593653.58 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2017-07-20 0.000 4426000.00 4408313.70 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2017-01-19 0.000 116000.00 115945.24 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-01 2016-12-01 2016-12-01 N N N 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2046-05-01 3.500 170823.00 164903.04 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2046-05-01 3.500 44649907.00 44556287.63 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2046-06-01 3.500 685216.00 685323.37 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2046-05-01 3.500 223219281.00 220663673.67 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2046-04-01 3.500 6134085.00 5855738.89 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2046-02-01 3.500 5518723.00 5070791.56 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2036-08-01 6.500 4376807.00 223515.08 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2046-03-01 3.500 52746176.00 46274766.24 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2046-03-01 3.500 53522632.00 47837332.02 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2045-07-01 3.500 420313.00 370052.88 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2045-03-01 4.000 3326360.00 2309382.52 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2045-03-01 3.500 26647879.00 21035945.95 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2044-06-01 4.000 2335717.00 1411064.67 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2042-12-01 2.310 1134200.00 521677.29 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2042-05-01 2.802 4886700.00 4508431.27 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2041-02-01 2.668 980870.00 657580.67 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2043-01-01 2.173 3544464.00 2461494.71 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2019-01-01 2.665 1679510.00 1716666.82 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2018-06-01 3.646 1733400.00 1778258.41 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2036-10-01 4.210 24139175.00 317307.34 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2035-02-01 2.661 1626100.00 196541.28 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2036-12-01 2.758 8198816.00 1496210.75 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2037-12-01 2.609 1286070.00 164118.20 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2038-01-01 2.815 3485522.00 638625.08 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-01 2016-12-01 2016-12-01 N N N 0.0026 500000000.00 500000000.00 0.0104 N Y Y N - N/A - SOCIETE GENERALE- NY SOCIETE GENERALE- NY O2RNE8IBXP4R0TD8PU41 83365N 0000906433 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-05-15 0.000 50.02 43.51 Agency Collateralized Mortgage Obligation UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2020-11-30 1.625 59775700.00 59689622.99 Agency Collateralized Mortgage Obligation 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0.825 8453.00 488.14 Agency Collateralized Mortgage Obligation UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2037-05-20 0.825 50000000.00 3356792.53 Agency Collateralized Mortgage Obligation UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2032-04-17 0.734 19071067.00 3310777.92 Agency Collateralized Mortgage Obligation UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2035-02-16 0.764 25000003.00 4339016.71 Agency Collateralized Mortgage Obligation UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2034-10-20 0.775 2699.00 18.49 Agency Collateralized Mortgage Obligation UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2034-07-20 0.875 50000000.00 3883925.27 Agency Collateralized Mortgage Obligation UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2034-07-20 0.925 50000000.00 3891282.73 Agency Collateralized Mortgage Obligation UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2032-08-20 0.875 1076.00 6.74 Agency Collateralized Mortgage Obligation UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2034-05-16 0.935 31000000.00 3640654.74 Agency Collateralized Mortgage Obligation UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2034-03-16 0.885 50000003.00 2944721.04 Agency Collateralized Mortgage Obligation UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2031-11-20 0.925 1749.00 34.37 Agency Collateralized Mortgage Obligation UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2030-11-16 1.092 1389.00 17.77 Agency Collateralized Mortgage Obligation UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2046-07-20 3.000 163470.00 165000.38 Agency Collateralized Mortgage Obligation UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2037-08-01 2.584 31204761.00 7247333.33 Agency Collateralized Mortgage Obligation UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2036-01-01 2.802 25567204.00 2649784.48 Agency Collateralized Mortgage Obligation UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2044-08-01 4.000 3416833.00 2830471.09 Agency Collateralized Mortgage Obligation UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2029-01-01 3.500 7787518.00 5179513.32 Agency Collateralized Mortgage Obligation UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2044-01-01 4.000 165394.00 123996.45 Agency Collateralized Mortgage Obligation UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2044-03-01 4.000 3967902.00 3481610.97 Agency Collateralized Mortgage Obligation UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2042-05-01 3.500 33286426.00 21757045.52 Agency Collateralized Mortgage Obligation UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2018-05-01 0.972 1040960.00 983006.29 Agency Collateralized Mortgage Obligation UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2045-03-15 1.500 17415266.00 11822292.87 Agency Collateralized Mortgage Obligation UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2032-05-15 1.500 20150000.00 8438919.48 Agency Collateralized Mortgage Obligation UNITED STATES TREAS SEC STRIPPED INT 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6500000.00 2952950.00 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2016-12-01 2016-12-01 2016-12-01 N N N 0.0027 200000000.00 200000000.00 0.0041 N Y Y N - N/A - U.S. TREASURY BILLS U.S. TREASURY BILLS 912796JY6 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-15 2016-12-15 2016-12-15 N N N 0.0030 699963600.00 699963600.00 0.0145 N Y Y N - N/A - U.S. TREASURY BILLS U.S. TREASURY BILLS 912796KC2 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-01-12 2017-01-12 2017-01-12 N N N 0.0035 999641000.00 999641000.00 0.0207 N Y Y N - N/A - U.S. TREASURY FRNS U.S. TREASURY FRNS 912828T75 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-01 2018-10-31 2018-10-31 N N N 0.0066 300096000.00 300096000.00 0.0062 N Y Y N - N/A - U.S. TREASURY NOTES U.S. TREASURY NOTES 912828C32 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-03-15 2017-03-15 2017-03-15 N N N 0.0075 435354960.00 435354960.00 0.0090 N Y Y N - N/A - U.S. TREASURY NOTES U.S. TREASURY NOTES 912828SM3 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-03-31 2017-03-31 2017-03-31 N N N 0.0099 525888300.00 525888300.00 0.0109 N Y Y N - N/A - U.S. TREASURY NOTES U.S. TREASURY NOTES 912828SS0 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-05-01 2017-05-01 2017-05-01 N N N 0.0086 375526500.00 375526500.00 0.0078 N Y Y N - N/A - U.S. TREASURY NOTES U.S. TREASURY NOTES 912828H29 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-01-03 2017-01-03 2017-01-03 N N N 0.0060 448142016.00 448142016.00 0.0093 N Y Y N - N/A - U.S. TREASURY NOTES U.S. TREASURY NOTES 912828SY7 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-05-31 2017-05-31 2017-05-31 N N N 0.0062 149997000.00 149997000.00 0.0031 N Y Y N - N/A - U.S. TREASURY NOTES U.S. TREASURY NOTES 912828J92 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-03-31 2017-03-31 2017-03-31 N N N 0.0050 200009600.00 200009600.00 0.0041 N Y Y N - N/A - U.S. TREASURY NOTES U.S. TREASURY NOTES 912828SC5 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-01-31 2017-01-31 2017-01-31 N N N 0.0086 50043800.00 50043800.00 0.0010 N Y Y N - N/A - U.S. TREASURY NOTES U.S. TREASURY NOTES 912828MK3 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-01-31 2017-01-31 2017-01-31 N N N 0.0306 301380000.00 301380000.00 0.0062 N Y Y N - N/A - U.S. TREASURY NOTES U.S. TREASURY NOTES 912828B74 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-02-15 2017-02-15 2017-02-15 N N N 0.0061 67027537.00 67027537.00 0.0014 N Y Y N - N/A - U.S. TREASURY NOTES U.S. TREASURY NOTES 912828GH7 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-02-15 2017-02-15 2017-02-15 N N N 0.0452 262250040.00 262250040.00 0.0054 N Y Y N - N/A - U.S. TREASURY NOTES U.S. TREASURY NOTES 912828J35 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-02-28 2017-02-28 2017-02-28 N N N 0.0050 250039500.00 250039500.00 0.0052 N Y Y N - N/A - U.S. TREASURY NOTES U.S. TREASURY NOTES 912828SJ0 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-02-28 2017-02-28 2017-02-28 N N N 0.0087 500539000.00 500539000.00 0.0104 N Y Y N - N/A - U.S. TREASURY NOTES U.S. TREASURY NOTES 912828WH9 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-05-15 2017-05-15 2017-05-15 N N N 0.0087 300333900.00 300333900.00 0.0062 N Y Y N - N/A - U.S. TREASURY NOTES U.S. TREASURY NOTES 912828H78 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-01-31 2017-01-31 2017-01-31 N N N 0.0049 565144640.00 565144640.00 0.0117 N Y Y N - N/A - WELLS FARGO BANK N.A. 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2040-09-01 4.500 5778226.00 2658135.82 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-07-01 5.000 530398.00 129781.48 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-08-01 5.000 2000.00 405.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-06-01 5.000 120422.00 47722.99 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-07-01 4.500 351853.00 56782.92 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-07-01 5.000 542021.00 74178.63 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-07-01 5.000 71233.00 11829.50 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-07-01 5.000 541722.00 176015.77 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-06-01 5.000 117576.00 20971.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-06-01 5.000 266855.00 78645.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-05-01 5.000 336304.00 66912.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-06-01 5.000 53953.00 10988.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-06-01 4.500 810000.00 668366.40 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-06-01 4.500 9792000.00 8086290.42 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-06-01 5.000 11893047.00 10007277.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-04-01 4.000 641978.00 332487.73 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-10-01 4.500 200000.00 130925.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-07-01 2.419 6407150.00 5332456.03 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-06-01 4.500 19343015.00 15318431.49 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-06-01 3.000 34654920.00 29364010.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-05-01 5.000 78051.00 52649.50 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-05-01 3.000 6410000.00 5225934.02 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-04-01 4.500 418891.00 305661.96 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-04-01 5.500 473166.00 362313.76 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-03-01 4.000 1475000.00 1227478.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-03-01 3.000 85512.00 71903.28 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-02-01 4.500 899800.00 515473.76 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-02-01 4.000 1350000.00 937457.54 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-12-01 5.000 1101821.00 617973.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-11-01 5.000 64953.00 36760.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-09-01 5.000 880000.00 526130.74 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-09-01 4.500 3560000.00 2071708.19 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-09-01 2.823 11500000.00 9065797.16 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-09-01 3.000 29408.00 17313.79 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-07-01 4.000 7000000.00 5392989.02 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-07-01 4.500 14714860.00 10335308.38 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-07-01 3.009 2680000.00 1450396.74 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-06-01 4.500 3583554.00 2247803.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-05-01 4.000 1453403.00 247403.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-04-01 5.500 2511525.00 1560386.34 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-01-01 3.500 1000000.00 843349.63 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-01-01 5.000 61309.00 33467.77 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-01-01 4.500 153679.00 97622.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-01-01 3.000 1791081.00 1481380.49 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-11-01 3.000 975000.00 614300.62 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-09-01 4.500 295000.00 172613.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-09-01 4.500 244434.00 122504.94 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-09-01 5.000 669111.00 145223.77 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-06-01 5.000 350000.00 119412.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-06-01 5.000 623204.00 129059.75 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-06-01 5.000 525653.00 164185.77 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-05-01 5.000 2000.00 604.96 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-05-01 5.000 30795.00 5847.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-05-01 5.000 84704.00 29613.40 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-05-01 4.500 350000.00 61242.34 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-04-01 5.000 1000.00 224.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-12-01 6.500 2000000.00 735864.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-03-01 5.000 160000.00 41739.59 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-03-01 4.500 94420.00 19907.19 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-01-01 4.000 358911.00 73875.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-02-01 4.500 1510000.00 635240.38 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-12-01 5.000 425000.00 116579.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-11-01 2.849 15872044.00 3165227.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-11-01 6.500 1446518.00 173073.99 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-11-01 4.000 783568.00 195930.22 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-10-01 6.500 237813.00 33665.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-10-01 6.000 56505.00 8616.26 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-07-01 5.000 137936.00 19401.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-07-01 2.700 33526664.00 4271098.00 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-03-01 6.000 25944.00 3437.29 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-01-01 5.000 158796.00 54422.61 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-12-01 2.000 94075.00 76874.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-12-01 2.500 349090.00 291238.94 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-12-01 3.000 377313.00 249880.36 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-11-01 3.000 4639513.00 3950630.48 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-11-01 3.000 175000.00 131752.69 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-10-01 3.500 167745.00 116523.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-10-01 3.500 2015619.00 1700723.28 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-10-01 4.500 1639112.00 207187.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-10-01 2.500 31053.00 25244.38 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-05-01 4.500 380000.00 245377.70 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-04-01 5.000 67509.00 41701.93 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-04-01 2.500 40000.00 29558.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-02-01 4.000 27306.00 20953.02 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-09-01 3.500 3938603.00 1745549.43 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-06-01 5.000 439082.00 144922.61 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-05-01 4.500 287000.00 161372.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-03-01 5.000 258880.00 111171.49 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-02-01 3.500 200000.00 143267.94 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-01-01 5.000 469402.00 272636.60 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-01-01 4.500 3036576.00 570481.92 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-12-01 4.500 970000.00 480526.44 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-10-01 5.000 30000.00 16264.62 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-10-01 6.000 226441.00 70071.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-09-01 4.000 285000.00 187860.70 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-09-01 4.500 512206.00 193325.79 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-09-01 3.370 55000000.00 16140350.52 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-09-01 6.000 80000.00 40810.09 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-07-01 3.500 124515.00 91212.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-06-01 3.500 600000.00 369632.38 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-06-01 4.000 1775000.00 1089555.92 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-06-01 5.000 230000.00 59251.41 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-05-01 4.500 270666.00 78762.52 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-03-01 5.000 500000.00 191331.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-01-01 4.000 362243.00 113791.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-12-01 3.000 600000.00 408100.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-12-01 3.500 2445000.00 1801246.98 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-11-01 2.236 20262079.00 6601524.97 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-11-01 3.000 880000.00 383139.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-09-01 5.500 533076.00 137730.92 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-07-01 5.000 203833.00 60730.92 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-07-01 6.000 567989.00 135718.59 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-05-01 5.000 65000.00 24485.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-04-01 3.000 478000.00 331204.46 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-03-01 3.000 75000.00 42151.55 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-02-01 4.000 25000.00 12601.89 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-02-01 3.500 109305.00 74421.49 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-02-01 3.000 150000.00 109485.05 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-02-01 2.000 130000.00 79714.49 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-01-01 2.069 87492970.00 32828187.25 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-02-01 4.500 32070.00 25396.62 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-02-01 2.500 6061986.00 4712793.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-11-01 4.000 446574.00 173931.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-10-01 3.500 49861.00 39157.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-10-01 3.000 4000000.00 2462941.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-09-01 3.500 700000.00 535684.28 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-09-01 3.000 5000.00 3682.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-09-01 3.500 637282.00 311634.86 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-08-01 3.500 95075.00 72195.44 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-08-01 3.500 100000.00 67465.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-08-01 3.000 3000000.00 1707175.50 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-08-01 2.000 500000.00 324028.36 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-07-01 3.500 2125000.00 1784262.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-07-01 3.500 13000.00 6991.83 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-06-01 3.000 1130000.00 834752.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-05-01 3.500 1000000.00 836438.77 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-04-01 3.000 6000000.00 3045054.91 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-04-01 3.000 205466.00 60109.82 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-03-01 3.500 2700000.00 2084387.55 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-03-01 3.000 427811.00 124116.91 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-03-01 3.500 15629830.00 4381869.81 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-02-01 2.500 25923.00 18202.36 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-02-01 4.000 646067.00 283069.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-02-01 3.500 300163.00 163052.44 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-02-01 3.000 251472.00 69220.62 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-01-01 3.500 3954883.00 985289.73 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-12-01 5.000 37524.00 7196.84 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-12-01 3.500 2018829.00 288593.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-10-01 4.500 2792114.00 701369.93 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-10-01 4.000 507445.00 137613.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-09-01 5.000 46281.00 14885.94 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-08-01 5.000 157341.00 38955.74 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-07-01 4.500 1100000.00 353940.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-07-01 4.000 2857447.00 455684.00 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-07-01 4.500 231715.00 61543.95 Agency Mortgage-Backed 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4.932 480000.00 59243.59 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-04-01 3.000 85000.00 46124.25 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-12-01 4.500 4815260.00 1671061.08 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-12-01 3.500 270000.00 81304.38 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-10-01 4.000 2000000.00 949166.79 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-05-01 4.500 1036626.00 291819.06 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-03-01 4.000 200423.00 109626.38 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-03-01 6.000 272366.00 67651.97 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-11-01 5.000 18000.00 2384.84 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-09-01 4.000 520000.00 234485.50 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-09-01 3.321 3500000.00 781541.28 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-09-01 3.500 250000.00 61771.29 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-08-01 5.500 9478.00 3346.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-08-01 3.500 196191.00 52141.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-07-01 5.000 2300000.00 687412.95 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-05-01 4.500 3000.00 799.82 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-04-01 6.000 2373705.00 301131.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-04-01 5.000 1617583.00 215884.74 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-04-01 4.000 174981.00 34985.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-02-01 4.000 1500000.00 732708.22 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-02-01 6.000 325263.00 78704.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-06-01 3.500 4806000.00 3005409.86 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-04-01 3.500 130000.00 65248.09 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-04-01 3.000 3461000.00 1458310.56 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-03-01 3.500 667000.00 346509.38 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-04-01 3.500 8620926.00 5419370.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-03-01 3.500 2000.00 1077.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-03-01 3.500 14529795.00 9797768.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-06-01 3.500 21155178.00 3786297.97 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-04-01 5.000 398169.00 88682.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-04-01 3.500 10344318.00 1926683.91 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-03-01 4.000 750000.00 109667.16 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-02-01 5.000 263670.00 55186.92 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-02-01 3.500 31261165.00 5228914.88 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-01-01 4.500 586000.00 196172.53 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-01-01 5.000 21479.00 4577.51 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-01-01 5.500 500000.00 122269.64 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-01-01 4.500 5015000.00 834967.85 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-01-01 3.500 197466247.00 31434170.48 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-12-01 5.000 80702.00 22588.84 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-01-01 4.000 1350000.00 380841.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-10-01 5.000 275000.00 83610.88 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-04-01 2.783 935115.00 564430.16 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-08-01 4.500 2647608.00 736664.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-07-01 3.000 1210000.00 919992.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-07-01 4.000 5200000.00 3846991.83 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-07-01 3.000 2059204.00 1531701.04 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2053-06-01 3.500 500000.00 414371.89 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-05-01 3.000 415000.00 310174.42 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-05-01 3.000 428000.00 314089.83 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-05-01 3.000 475000.00 344718.46 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-05-01 4.000 1600000.00 1132546.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-05-01 3.000 3527000.00 2607974.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-05-01 3.000 3840663.00 2858996.85 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-04-01 3.000 100000.00 74121.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-04-01 3.000 2770271.00 2051115.22 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-02-01 2.500 125818.00 83944.69 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-09-01 4.500 50976.00 28438.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-06-01 3.000 3984432.00 1736063.91 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-06-01 4.500 1046340.00 223197.25 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-05-01 4.500 4741524.00 1716436.09 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-04-01 4.000 1020625.00 673717.28 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-03-01 3.000 55292.00 40308.04 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-03-01 3.000 156191.00 114893.48 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-03-01 3.500 28824548.00 11840448.70 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-04-01 2.314 34408476.00 7227671.70 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-03-01 5.000 25738.00 8338.61 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-02-01 3.500 1267229.00 649513.27 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-06-01 3.500 284000.00 128733.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-02-01 3.000 1000000.00 449699.25 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-03-01 4.000 3590000.00 2403131.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-12-01 3.000 93076.00 28051.09 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-12-01 3.500 72500000.00 24050403.65 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-12-01 5.000 266085.00 45415.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-12-01 4.000 202141.00 107734.96 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-12-01 3.500 2645000.00 1161781.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-12-01 3.000 51000.00 23239.83 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-12-01 3.000 24890000.00 11285035.91 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-12-01 3.500 19350.00 8094.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-12-01 4.000 2678813.00 1353770.62 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-11-01 5.000 43888.00 18481.97 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-01-01 4.000 292994.00 176676.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-10-01 4.500 584172.00 155950.98 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-10-01 4.000 4000.00 1448.82 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-07-01 2.044 12750286.00 5753586.03 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-05-01 3.500 78000.00 42627.55 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-09-01 5.000 61819.00 10861.06 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-09-01 4.500 1840791.00 509949.21 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-11-01 3.000 4580000.00 1662528.16 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-10-01 3.000 2668329.00 494032.11 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-10-01 3.500 1225000.00 468844.84 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-10-01 3.500 6341146.00 3607363.56 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-08-01 5.000 266513.00 57383.03 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-08-01 4.500 10786.00 3486.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-08-01 5.000 320000.00 195628.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-07-01 4.000 30000.00 7204.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-06-01 5.000 117986.00 36943.65 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-07-01 4.500 20796907.00 7973686.54 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-06-01 4.000 3123822.00 899038.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-09-01 5.000 65101.00 51025.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-03-01 4.500 3872624.00 2116603.77 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-03-01 4.500 2244241.00 331645.97 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-02-01 2.500 211036.00 155451.43 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-02-01 2.500 1979051.00 1485734.09 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-02-01 3.000 2000000.00 1542634.30 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-02-01 3.000 4625000.00 2769964.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-12-01 3.000 16000.00 11501.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-12-01 3.000 52265.00 37036.66 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-12-01 3.000 55000.00 38518.11 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-12-01 2.500 70000.00 50721.18 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-12-01 3.000 62738.00 46257.64 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-12-01 3.000 1047802.00 748745.50 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-12-01 3.000 9024380.00 6695158.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-02-01 3.000 1355000.00 912502.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-02-01 3.000 26000000.00 17850238.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-02-01 2.000 1000000.00 608751.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-01-01 3.000 107273.00 76199.61 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-01-01 3.000 200000.00 139901.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-01-01 3.000 849771.00 606089.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-01-01 3.000 1500000.00 1068055.43 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-11-01 2.500 116654.00 85327.93 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-11-01 3.500 750000.00 579023.66 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-11-01 3.000 45397.00 24327.26 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-11-01 3.000 241504.00 139502.85 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-10-01 3.500 500000.00 297318.15 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-10-01 3.000 765000.00 537534.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-10-01 3.000 788597.00 549743.36 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-10-01 3.000 10991937.00 7356573.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-10-01 2.000 300000.00 166387.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-09-01 4.000 55000.00 39224.39 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-09-01 2.500 2200000.00 1545440.03 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-08-01 3.500 715000.00 525811.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-08-01 3.000 110718.00 58389.38 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-07-01 3.500 26000.00 17089.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-07-01 3.500 382000.00 210153.85 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-06-01 3.500 1136032.00 596296.43 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-07-01 4.500 13200906.00 2731631.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-05-01 5.000 229664.00 57551.65 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-05-01 4.500 10000.00 3562.86 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-05-01 5.000 61570.00 18948.48 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-04-01 5.000 119037.00 31644.97 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-04-01 5.000 2325000.00 1252201.40 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-04-01 5.000 25013.00 10011.48 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-04-01 4.500 55525.00 18156.04 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-04-01 4.500 4623543.00 1348669.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-03-01 3.500 30000.00 8557.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-03-01 3.500 810865.00 241089.49 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-03-01 4.500 60000.00 27334.63 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-03-01 3.500 1045097.00 305937.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-03-01 4.000 9797000.00 3556727.83 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-02-01 4.000 450000.00 228392.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-02-01 3.500 226000.00 61697.60 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-02-01 3.500 841320.00 268231.30 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-02-01 3.500 1407881.00 531035.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-03-01 4.500 102000.00 23891.06 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-01-01 4.500 26915.00 10135.52 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-01-01 3.500 1712836.00 502199.53 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-01-01 3.500 3250000.00 1166041.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-08-01 4.500 18804379.00 6199679.97 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-02-01 3.500 30000.00 9732.48 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-01-01 5.000 25000.00 8056.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-01-01 4.500 2600000.00 615569.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-01-01 4.500 7150000.00 4495508.03 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-01-01 3.500 50000.00 17638.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-12-01 5.000 6000000.00 2518222.77 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-12-01 3.500 13000.00 3048.74 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-12-01 3.500 117064150.00 39662018.73 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-12-01 3.630 1700000.00 291779.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-12-01 4.000 1250000.00 553309.49 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-11-01 6.000 2401531.00 368621.10 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-06-01 5.500 364690.00 267635.79 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-04-01 4.500 2605649.00 358895.55 Agency Mortgage-Backed Securities FANNIE MAE-Agency 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1553685.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-08-01 3.500 2693820.00 527213.93 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-07-01 4.500 58484.00 11662.75 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-07-01 3.000 5861967.00 2234009.02 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-06-01 3.500 3500000.00 1326703.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-12-01 3.500 947667.00 267975.84 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-11-01 4.000 995750.00 402196.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-11-01 4.500 1760000.00 775535.05 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-05-01 5.000 13490.00 4061.64 Agency Mortgage-Backed Securities FANNIE MAE-Agency 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Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-11-01 3.000 102790.00 34852.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-11-01 3.500 400000.00 108527.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-11-01 3.000 10400000.00 3300679.97 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-10-01 4.000 1013870.00 133892.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-10-01 3.500 13638350.00 1782113.74 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-08-01 4.500 15000.00 2400.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-08-01 5.000 3352000.00 769246.62 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-08-01 4.000 68179312.00 14809604.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency 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Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-10-01 4.500 16386000.00 13695692.02 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-06-01 5.500 596550.00 458501.04 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-06-01 5.500 345415.00 242679.26 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-02-01 5.500 145520.00 107966.06 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-05-01 4.000 2977784.00 2288516.05 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-03-01 4.000 78621.00 63640.34 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-03-01 4.000 125351.00 94702.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-02-01 4.000 1432936.00 1080099.84 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed 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Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-06-01 4.000 300617.00 253075.43 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-06-01 4.000 4964190.00 3852055.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-04-01 4.000 2389805.00 1803441.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-11-01 5.000 25059.00 17341.30 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-04-01 4.000 1632199.00 1213332.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-03-01 4.000 1865295.00 1358463.42 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-12-01 4.500 189999.00 94186.11 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-01-01 3.500 173000.00 145809.75 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed 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Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-04-01 4.500 2422340.00 613195.65 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-04-01 4.500 44623567.00 8435411.73 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-04-01 4.500 135000.00 18411.10 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-03-01 4.500 192443.00 34098.26 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-02-01 5.000 400080.00 63636.18 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-01-01 4.000 975646.00 410443.64 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-08-01 5.000 300000.00 72942.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-06-01 4.500 1360435.00 779119.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 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2.964 20953621.00 2904389.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-07-01 4.000 819526.00 104286.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-05-01 5.000 122925.00 22990.76 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-04-01 4.500 3326882.00 394817.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-02-01 4.500 252936.00 36208.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-09-01 3.500 600000.00 478719.15 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-09-01 4.000 5903400.00 4528606.59 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-08-01 4.500 1182699.00 868047.00 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-08-01 4.000 7109000.00 4960358.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-05-01 5.000 26494.00 21929.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-05-01 4.000 300000.00 156780.25 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-05-01 4.000 470015.00 293635.89 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-05-01 4.000 700000.00 562219.36 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-03-01 4.000 450000.00 239235.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-02-01 4.000 120000.00 91448.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-02-01 4.000 10000000.00 5104421.83 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-11-01 4.000 22550.00 18602.77 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-11-01 4.500 331033.00 158505.65 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-08-01 4.500 2796625.00 2337848.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-03-01 3.000 4714285.00 3811239.96 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-12-01 4.000 5000000.00 3609599.05 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-11-01 4.000 10264923.00 7357892.38 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-05-01 4.000 1160919.00 939229.21 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-03-01 4.500 124217.00 59865.95 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-08-01 3.000 2196540.00 1735015.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-07-01 3.000 2571365.00 1953974.15 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-04-01 3.000 1000000.00 732107.50 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-12-01 3.000 215000.00 144234.65 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-09-01 3.000 6215394.00 4097764.77 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-03-01 3.500 307529.00 190222.65 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-01-01 3.000 1563769.00 754513.77 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-11-01 4.000 8725000.00 5821897.05 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-08-01 3.500 1615276.00 1001618.39 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-10-01 4.000 691682.00 279772.39 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-08-01 3.500 2705000.00 1961586.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-07-01 3.500 200000.00 148874.39 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-06-01 3.500 13551818.00 10374408.00 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-03-01 3.500 387911.00 214921.83 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-02-01 3.000 496124.00 347070.43 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-02-01 3.500 635000.00 449263.27 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-09-01 5.000 265846.00 75100.79 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-09-01 4.500 850000.00 108681.19 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-09-01 5.000 3200000.00 693616.50 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-08-01 5.000 1525000.00 356259.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-08-01 4.500 1008043.00 697496.50 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-04-01 5.000 60930.00 8766.29 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-04-01 5.000 75320.00 18613.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-03-01 5.000 57060.00 16522.52 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-02-01 6.500 132669.00 18759.86 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-10-01 5.500 61193.00 7476.06 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-08-01 6.500 15000000.00 2002531.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-03-01 4.000 1105315.00 204697.03 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-02-01 4.000 556876.00 68508.60 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-12-01 5.000 8695592.00 1050258.44 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-09-01 5.000 109654.00 62501.55 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-08-01 5.000 7154048.00 3688574.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-05-01 3.500 1805863.00 354704.63 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-04-01 4.000 737000.00 252011.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-03-01 2.000 500000.00 415910.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-01-01 5.500 7902830.00 913582.41 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed 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Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-04-01 2.000 27640.00 23195.18 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-04-01 2.000 696712.00 589521.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-03-01 2.000 1000000.00 612622.16 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-03-01 3.500 2107900.00 1579442.56 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-02-01 3.000 1149028.00 970519.54 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-02-01 4.000 4941896.00 3499430.50 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-02-01 4.000 12671447.00 9623055.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-01-01 3.000 1013771.00 709989.46 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed 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Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-09-01 3.500 450000.00 258521.99 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-09-01 3.000 549210.00 340579.61 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-05-01 3.500 1509582.00 1164952.18 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-06-01 3.500 3994000.00 3301921.12 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-05-01 4.500 332581.00 278584.27 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-03-01 3.500 1100000.00 879368.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-07-01 3.500 1400000.00 1035730.17 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-11-01 3.500 200000.00 162835.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 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1289493.00 829748.03 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-01-01 4.000 15648859.00 12788090.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-01-01 2.415 9000000.00 7030330.50 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-12-01 3.000 3553883.00 2988543.40 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-02-01 3.500 8227684.00 7004509.65 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-01-01 3.500 604456.00 490052.25 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-01-01 4.000 5473826.00 4468359.69 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-12-01 3.500 1051539.00 696154.44 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-01-01 4.000 928738.00 777817.60 Agency Mortgage-Backed Securities 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7500871.00 6138286.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-10-01 4.000 1792338.00 1419933.89 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-09-01 4.000 350000.00 279656.61 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-09-01 3.500 9363297.00 7893256.67 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-09-01 4.000 18693463.00 14890092.52 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-09-01 4.000 44856355.00 35215553.06 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-03-01 5.000 56475.00 31012.66 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-08-01 3.500 299380.00 248932.48 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-04-01 3.500 279868.00 209381.62 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-12-01 4.500 2356030.00 473959.73 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-03-01 6.000 25000.00 4464.12 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-02-01 4.000 1469330.00 175065.92 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-07-01 2.815 1835000.00 234055.95 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-10-01 4.000 1542841.00 269706.66 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-07-01 4.000 361894.00 41851.95 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-01-01 4.000 817689.00 192527.63 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-06-01 4.000 2786016.00 413465.92 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-03-01 4.500 471778.00 98795.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-08-01 4.102 4015000.00 535820.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-06-01 5.000 122016.00 16275.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-06-01 5.000 99611.00 58043.27 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-04-01 4.500 4573.00 1817.95 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-04-01 5.000 80227.00 16857.15 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-03-01 4.500 14000000.00 6921899.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-04-01 3.500 1124636.00 850326.46 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-01-01 3.500 1200000.00 946157.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-12-01 5.500 912437.00 697611.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-09-01 5.000 94951.00 59999.21 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-05-01 5.000 45973.00 28803.81 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-04-01 5.000 62658.00 40622.88 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-04-01 5.000 722214.00 466492.08 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-04-01 5.000 69146.00 42939.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-02-01 5.500 1429633.00 1083201.54 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2023-01-01 5.500 54990.00 42052.30 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-10-01 4.000 886700.00 211810.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2019-06-01 4.000 1209397.00 397607.99 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2018-05-01 4.000 300476.00 67863.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-05-01 5.500 1826994.00 415320.00 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-07-01 2.057 21199610.00 8160799.16 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-07-01 1.744 63418189.00 38325636.29 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-06-01 1.790 300000.00 116630.26 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-05-01 1.991 1500000.00 702670.89 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-04-01 1.798 14734018.00 5369559.08 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-04-01 1.794 25051961.00 11109941.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-10-01 4.500 1700506.00 537648.29 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-09-01 3.500 5977000.00 3441774.03 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-06-01 3.000 1230000.00 1030126.02 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-03-01 5.000 1001978.00 549408.15 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-03-01 3.500 1812150.00 1002413.03 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-11-01 3.500 1929800.00 1635646.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-10-01 3.500 228684.00 191324.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-12-01 3.500 40680599.00 29576380.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-07-01 3.500 29461.00 24375.97 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-07-01 3.500 1354085.00 1073667.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-12-01 5.500 158915.00 58022.84 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-10-01 5.000 50000.00 9934.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-10-01 2.500 973000.00 443404.81 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-09-01 4.000 500000.00 72653.73 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-08-01 4.000 475000.00 82395.94 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-10-01 4.000 1621050.00 1185428.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-09-01 3.000 1303743.00 1072482.82 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-07-01 4.000 6171997.00 5256221.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-11-01 4.000 450625.00 337754.25 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-09-01 4.000 2797500.00 2262541.93 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-09-01 4.000 9807408.00 7268200.06 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-09-01 4.000 10520493.00 8599281.74 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-08-01 4.500 18749.00 11606.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-08-01 4.000 34667.00 21179.55 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-08-01 4.000 131213.00 105907.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-08-01 4.000 1099508.00 851343.79 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-07-01 4.000 38722.00 29914.09 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-07-01 4.000 1107315.00 815615.62 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-07-01 4.000 4853280.00 3453836.74 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-07-01 2.500 239000.00 202033.86 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-06-01 2.000 72505.00 60490.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-06-01 3.500 3957671.00 3323711.82 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-07-01 2.500 606000.00 513909.93 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-04-01 2.500 1068289.00 758809.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-04-01 3.500 732561.00 577939.05 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-03-01 3.500 25000.00 19601.91 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-03-01 4.500 1057906.00 797901.94 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-04-01 2.000 852367.00 673201.06 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-09-01 4.500 1026460.00 876394.04 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-05-01 2.000 231508.00 197665.62 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-04-01 3.500 151375.00 127770.73 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-02-01 3.500 345443.00 258319.66 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-02-01 3.500 1378806.00 1033276.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-02-01 3.500 4582080.00 3233034.94 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-02-01 3.500 13108018.00 10683848.52 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-02-01 4.000 1478751.00 1025968.98 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-07-01 3.500 2721522.00 1980418.03 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-06-01 3.000 420431.00 330614.10 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-06-01 3.500 1461579.00 1236201.34 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-05-01 3.500 1162600.00 745312.30 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-05-01 3.500 1316780.00 990568.19 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-03-01 3.500 914982.00 697823.93 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-03-01 3.500 1021433.00 761578.50 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-12-01 3.500 167902.00 128928.53 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-12-01 3.500 1134057.00 741215.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-12-01 3.500 2560371.00 2059437.80 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-11-01 3.500 239705.00 155972.70 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-11-01 3.500 3967668.00 3025919.73 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-10-01 3.500 3876435.00 3083711.64 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-09-01 3.500 718028.00 384773.82 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-02-01 3.500 54422.00 38187.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-02-01 3.500 234157.00 132515.73 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-02-01 3.500 501601.00 384267.85 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-01-01 3.500 483879.00 400824.27 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-01-01 3.500 1740787.00 1397381.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-10-01 3.500 470134.00 327637.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-09-01 3.500 84038.00 70882.84 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-08-01 3.500 175896.00 130682.85 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-08-01 3.500 161362.00 107037.66 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-07-01 3.500 131410.00 102272.19 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-08-01 3.500 36005.00 26742.60 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-08-01 3.500 448584.00 327911.09 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-06-01 3.000 2371829.00 2023987.76 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-05-01 3.500 27953.00 20740.49 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-05-01 3.500 210678.00 119607.28 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-04-01 3.000 3501939.00 2662366.18 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-03-01 3.000 3502531.00 2451180.63 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-02-01 3.500 78818.00 57815.63 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-12-01 3.500 177722.00 124307.02 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-11-01 3.500 1280686.00 906273.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-01-01 3.500 471451.00 309082.69 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-09-01 4.000 30426.00 23366.02 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-08-01 4.000 3810612.00 3002856.53 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-05-01 3.500 706069.00 522540.49 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-05-01 4.000 2465038.00 1817906.76 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-04-01 2.500 552534.00 466217.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-02-01 3.500 1630471.00 1283586.08 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-02-01 3.500 17831567.00 13296948.70 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-01-01 4.000 1693446.00 1377374.12 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-01-01 3.000 1572471.00 1289767.21 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-02-01 3.500 274924.00 202638.86 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-02-01 3.500 2479987.00 1973276.19 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-02-01 3.500 4544322.00 3094946.55 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-02-01 3.500 16599979.00 12698942.66 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-01-01 3.500 671274.00 466296.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-04-01 4.000 5504724.00 4082302.38 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-03-01 3.500 3531110.00 2902004.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-03-01 2.000 147976.00 124632.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-03-01 3.000 4260813.00 3531438.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-01-01 4.000 41895.00 31863.82 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-08-01 3.500 419112.00 226187.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2022-06-01 3.000 96043.00 56259.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-04-01 2.000 91971.00 73479.69 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-02-01 3.500 3716279.00 3135837.02 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-12-01 4.500 573190.00 332272.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-01-01 3.500 1304204.00 1008271.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-12-01 3.500 34728.00 25736.97 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-02-01 3.500 1341705.00 1013286.92 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-02-01 3.500 82611947.00 64104697.76 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-02-01 3.000 2275000.00 1734605.25 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-01-01 4.000 209208.00 144024.97 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-01-01 3.500 477297.00 361648.06 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-01-01 4.000 917695.00 605500.74 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-01-01 4.000 1918085.00 983449.36 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-12-01 4.500 290494.00 187701.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-02-01 3.000 1071943.00 899926.29 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-01-01 4.000 301394.00 241233.46 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-10-01 3.000 1294.00 830.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-10-01 3.500 960431.00 502723.86 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-09-01 3.500 84481.00 46881.61 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-09-01 3.500 216578.00 156599.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-08-01 3.000 170000.00 117857.60 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-05-01 3.000 500000.00 359509.40 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-02-01 3.000 1500000.00 763819.83 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-11-01 3.000 962355.00 429650.15 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-08-01 3.500 130065.00 82002.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-11-01 2.580 5472651.00 3204392.25 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-06-01 2.188 18370000.00 6039344.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-03-01 2.720 3100000.00 794588.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-02-01 3.141 100000000.00 16753178.76 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-05-01 5.000 90000.00 10812.12 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-03-01 5.000 260000.00 33849.43 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-10-01 3.500 625945.00 230467.28 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-07-01 3.000 1388714.00 555139.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-08-01 3.500 1681821.00 459477.67 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-04-01 3.000 161537.00 71424.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-04-01 3.500 21000000.00 6109373.84 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-03-01 5.000 47745.00 20380.26 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-03-01 4.000 403825.00 133075.62 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-02-01 4.000 467150.00 166729.11 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-02-01 5.000 26907.00 10102.75 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-02-01 4.000 93000.00 30823.39 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-01-01 4.000 118594.00 48799.43 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-12-01 4.000 135181.00 38225.97 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-12-01 4.500 1000000.00 171290.40 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-12-01 4.000 619230.00 197557.51 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-01-01 4.000 225958.00 59749.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-11-01 4.000 1378836.00 735204.49 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-11-01 4.000 14350000.00 4560602.95 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-10-01 4.500 4040000.00 937737.76 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-10-01 6.000 128247.00 17957.88 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-10-01 5.000 57932.00 34044.17 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-12-01 4.500 1225390.00 542254.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-09-01 4.000 4702614.00 3814351.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-01-01 3.500 5075239.00 4332465.42 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-01-01 3.500 8411174.00 5710415.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-01-01 4.000 54067367.00 38125406.76 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-01-01 2.500 272612.00 192127.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-01-01 2.500 1146364.00 893749.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-01-01 3.500 4276167.00 3445034.53 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-11-01 4.000 90000.00 56082.38 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-11-01 2.434 5875568.00 1098651.54 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-11-01 4.000 4297126.00 3086074.54 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-10-01 4.500 1097344.00 610366.94 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-11-01 3.500 10184320.00 5891006.85 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-09-01 2.500 56040.00 36166.67 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-01-01 5.000 172995.00 103482.88 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-01-01 4.000 46635186.00 29805542.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-01-01 4.000 82577441.00 53319524.91 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-01-01 4.000 111953065.00 77098233.44 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-12-01 4.000 885292.00 665541.74 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-12-01 2.835 4668094.00 2590338.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-10-01 2.402 6691924.00 2900965.99 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-09-01 5.000 73522.00 18247.74 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-09-01 4.500 1654026.00 1233187.85 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-02-01 3.500 1952014.00 1468092.03 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-01-01 3.500 2209000.00 1797904.02 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-10-01 4.000 1998974.00 1509651.19 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-10-01 4.000 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Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-06-01 4.000 5000000.00 4166490.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-07-01 4.500 1046694.00 780792.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-07-01 4.500 5242000.00 3674113.97 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-07-01 3.000 1760000.00 1166693.53 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-06-01 4.000 335733.00 261348.10 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-06-01 4.000 2228463.00 1461663.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-08-01 3.500 26605.00 21899.99 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-08-01 4.000 3645007.00 2825982.16 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed 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Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-03-01 4.000 1072022.00 913335.65 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-03-01 3.500 3724646.00 3029574.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-05-01 4.000 106350.00 84228.73 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-05-01 3.000 100985.00 78251.80 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-04-01 3.000 819410.00 578209.02 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-04-01 4.000 1576651.00 951427.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-03-01 3.500 3595450.00 1601418.10 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-06-01 3.500 15500000.00 6637451.52 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed 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Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-08-01 4.500 1850000.00 501619.49 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-07-01 5.000 28321.00 5273.65 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-04-01 5.000 20000.00 4362.93 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-08-01 3.000 50167663.00 9392284.06 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-05-01 2.781 2100000.00 1154413.08 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-04-01 4.500 790000.00 250998.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-05-01 2.995 3000000.00 395342.28 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-02-01 2.543 1340000.00 172630.59 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-06-01 3.500 612634.00 165933.22 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-06-01 3.500 1651342.00 891660.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-02-01 3.500 416905.00 167514.54 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-02-01 3.000 1816405.00 793983.50 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-02-01 3.000 31015146.00 14101122.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-07-01 3.500 872628.00 354108.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-05-01 4.000 25000.00 5160.83 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-03-01 3.500 1233230.00 309876.81 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2021-03-01 3.500 1686812.00 336095.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-12-01 3.500 2589871.00 848129.03 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-01-01 3.000 39195.00 16948.62 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-11-01 3.500 125000.00 39208.84 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-11-01 3.500 1977786.00 741657.77 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-11-01 3.500 2739496.00 986102.30 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-07-01 4.000 50000000.00 7518575.40 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-04-01 4.000 12900000.00 3134012.25 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-05-01 2.346 51248969.00 13077487.94 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-08-01 4.000 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MAE-Agency Mortgage-Backed Securities 2030-07-01 3.500 564800.00 460371.15 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-07-01 3.500 80482.00 54690.89 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-06-01 3.500 11638591.00 9529170.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-06-01 3.500 2647110.00 1803418.60 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-05-01 3.500 638663.00 519670.11 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-05-01 4.000 3000000.00 407395.86 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-04-01 3.500 5981214.00 4884026.54 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-03-01 3.500 1575600.00 1293748.10 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-03-01 3.500 779239.00 514761.81 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-02-01 3.500 2529224.00 1901451.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-02-01 3.500 181839.00 115738.09 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-01-01 3.500 375000.00 283772.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-01-01 3.500 156488.00 99829.49 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-01-01 3.500 1194136.00 764146.69 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-12-01 4.500 1139368.00 956344.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-12-01 4.000 179219.00 123171.16 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-11-01 4.000 125000.00 62529.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-11-01 3.500 300000.00 172315.28 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-10-01 4.000 13424851.00 11411206.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-10-01 3.500 18000.00 12229.94 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-10-01 4.500 10000.00 5509.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-10-01 3.500 250000.00 160781.15 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-09-01 4.000 78556017.00 63443791.02 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-09-01 4.000 9361728.00 5857072.05 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-09-01 3.000 1043000.00 809623.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-08-01 4.000 47549775.00 38101504.81 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-08-01 4.000 1217500.00 747168.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-08-01 4.000 1045517.00 528758.74 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-07-01 3.500 529500.00 448701.80 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-07-01 4.000 131928036.00 107778810.89 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-07-01 4.500 1012912.00 632380.05 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-06-01 4.000 48102.00 39622.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-06-01 4.000 900000.00 492083.16 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-06-01 5.500 210633.00 33410.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency 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Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-01-01 3.500 200000.00 89083.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-12-01 3.000 5038266.00 4090494.06 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-12-01 3.500 2965022.00 1948776.96 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2020-12-01 5.500 84350.00 26714.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-11-01 3.500 2864294.00 2119243.00 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-10-01 4.000 4994881.00 4031939.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-09-01 4.500 1209199.00 682503.11 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2024-09-01 6.000 1750274.00 1366249.84 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed 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Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-03-01 4.500 478530.00 192548.05 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-12-01 4.500 2132829.00 1683129.85 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-12-01 4.000 2710000.00 1939208.21 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-12-01 4.000 4136073.00 2459747.82 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-11-01 4.500 1178024.00 386159.64 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-11-01 4.500 3155575.00 2389569.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-11-01 3.000 849000.00 566163.26 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-01-01 3.500 1105298.00 698846.62 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-10-01 4.000 2000000.00 1567311.84 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-11-01 4.500 8806562.00 7347328.28 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-09-01 5.000 163105.00 21363.18 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-09-01 5.000 223588.00 46109.79 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-09-01 3.500 60558.00 44133.03 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-08-01 4.000 530000.00 363114.97 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-10-01 4.000 315045098.00 215320042.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-09-01 2.571 420000.00 313625.60 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-09-01 4.000 775000.00 596301.16 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-01-01 5.000 2676935.00 1985086.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-11-01 5.000 346584.00 224118.86 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-09-01 3.000 3800000.00 2474956.99 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-09-01 4.000 6821706.00 5422890.64 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-08-01 1.845 24500000.00 11462293.10 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-10-01 4.000 475000.00 332887.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-09-01 4.000 100000.00 66915.41 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-09-01 4.500 1050000.00 400973.53 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-09-01 4.000 5000000.00 2877099.99 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-09-01 4.000 5678179.00 3026370.62 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-09-01 4.000 12967163.00 6499556.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-08-01 2.500 728980.00 608376.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-08-01 4.000 675000.00 467024.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-08-01 4.000 7820423.00 3328136.48 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-08-01 3.500 25000.00 21118.79 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-08-01 3.000 1836762.00 1435464.65 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-09-01 4.500 2714010.00 1127743.82 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-07-01 3.000 8650000.00 6636877.62 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-06-01 3.500 415183.00 281046.77 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-07-01 3.500 92131.00 74728.21 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-06-01 2.500 35357.00 25441.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-09-01 4.500 197170.00 112984.34 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-09-01 2.000 26851.00 17657.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-08-01 3.500 25000.00 20245.17 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-08-01 2.000 150000.00 96615.09 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-06-01 3.500 101096.00 77133.92 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-12-01 2.000 1147185.00 704669.69 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-05-01 1.903 1022832.00 375535.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-05-01 3.000 7658964.00 5358669.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-04-01 1.897 600000.00 279950.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-06-01 3.000 2497517.00 1897938.49 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-05-01 3.000 55125433.00 40260940.29 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-05-01 2.500 25000.00 18749.73 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-05-01 3.000 300000.00 214324.85 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-05-01 3.000 1501867.00 1097148.17 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-04-01 3.500 3000.00 2244.36 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-04-01 2.500 99895.00 73076.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-03-01 3.500 205000.00 109143.19 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-04-01 2.500 233102.00 159714.34 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-04-01 2.500 256040.00 192184.65 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-04-01 3.000 500000.00 376992.65 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-03-01 3.000 300000.00 223695.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-03-01 2.500 1054340.00 718800.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-09-01 4.500 2989424.00 2157494.69 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-12-01 3.500 1184112.00 863492.08 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-12-01 4.000 20783352.00 16477747.96 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-12-01 4.000 23916427.00 19224256.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-02-01 4.000 4882879.00 3368846.36 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-01-01 4.000 14895510.00 12638797.69 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-11-01 3.500 743042.00 632315.46 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-11-01 3.000 377716.00 298179.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-10-01 3.000 5900647.00 4942128.26 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-09-01 3.500 312335.00 258319.15 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-09-01 3.500 581728.00 495379.93 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-09-01 3.500 1094428.00 921693.73 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-09-01 4.000 2653650.00 2117561.13 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-09-01 4.000 6349886.00 4986815.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-09-01 4.000 6229264.00 4989877.02 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-09-01 4.000 12856962.00 10229934.79 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-09-01 4.000 72512041.00 58340967.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-09-01 2.000 130278.00 109859.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-09-01 3.000 178460.00 151362.81 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-09-01 2.000 2263877.00 1873163.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-08-01 3.500 1607903.00 1352309.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-08-01 3.500 2025077.00 1724510.21 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-08-01 4.000 23260337.00 18857421.41 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-08-01 4.000 26835159.00 19895744.79 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-07-01 4.000 2667172.00 2145555.85 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-07-01 2.000 650221.00 553914.39 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-03-01 3.500 114435.00 86591.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-07-01 4.000 5025802.00 4205654.75 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-07-01 3.000 58894.00 47731.51 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-06-01 3.500 1091910.00 926101.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-06-01 4.000 9142603.00 7413043.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-05-01 4.000 316395.00 249804.93 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-05-01 3.500 375000.00 300292.77 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-05-01 3.500 2669042.00 2066569.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-05-01 2.000 154828.00 125725.85 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-04-01 3.500 1530976.00 1208891.88 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-04-01 4.000 1605488.00 1151721.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-04-01 3.500 2515000.00 1939390.53 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-04-01 3.000 6225000.00 4827279.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-03-01 4.000 895000.00 715197.85 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-03-01 3.500 69080135.00 54532144.43 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-03-01 3.000 1713120.00 1288707.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-03-01 3.000 5962000.00 4791198.18 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-03-01 3.000 18178641.00 15041853.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-02-01 3.000 1787693.00 1331994.27 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-12-01 4.500 1318765.00 460757.81 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-12-01 4.000 13112122.00 9263945.15 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-12-01 2.500 390486.00 332298.96 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-12-01 3.000 1000000.00 710102.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-11-01 5.000 285000.00 181297.62 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-11-01 4.000 8437466.00 5418129.00 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-10-01 4.500 630521.00 404687.05 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-10-01 4.000 11452543.00 7410405.12 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-02-01 3.500 2777818.00 1957103.34 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-02-01 3.500 2987366.00 2179958.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-02-01 3.500 32482508.00 24234949.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-02-01 4.000 42647897.00 27479950.55 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-02-01 3.500 5250000.00 3886713.41 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-01-01 4.000 20000000.00 13902877.85 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-09-01 4.000 27392386.00 17443882.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-09-01 3.000 75000.00 55956.10 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-08-01 3.500 61837.00 50748.28 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-08-01 3.500 200000.00 164060.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-07-01 4.000 4713667.00 3308870.98 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-06-01 4.500 72490.00 32077.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-06-01 3.500 25000.00 19131.30 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-05-01 5.000 34109.00 21325.72 Agency Mortgage-Backed Securities FANNIE 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MAE-Agency Mortgage-Backed Securities 2045-07-01 3.000 1590153.00 1424394.18 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-11-01 4.000 18895552.00 17049774.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-08-01 4.000 1145405.00 1026344.81 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-07-01 3.500 989711.00 878322.12 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-04-01 2.000 259103.00 230086.28 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-04-01 2.500 72145.00 64764.70 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-06-01 3.000 1390000.00 1244046.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-03-01 2.000 50000.00 44543.75 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-03-01 3.000 408355.00 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3.000 9031910.00 7984265.41 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-05-01 5.000 1092932.00 974999.26 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2053-10-01 4.000 230000.00 206318.74 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-06-01 2.664 8307962.00 7404424.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-06-01 3.500 678260.00 611235.49 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-02-01 4.000 26464990.00 23163404.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-10-01 3.000 1580000.00 1408913.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-08-01 3.000 5274889.00 4758419.28 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-02-01 3.500 950000.00 839672.26 Agency Mortgage-Backed Securities 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MAE-Agency Mortgage-Backed Securities 2046-04-01 3.000 2527118.00 2220260.99 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-08-01 3.500 830798.00 744656.50 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-02-01 3.500 3316619.00 2974695.61 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2029-07-01 3.500 577062.00 522006.06 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-09-01 3.000 64285.00 56701.89 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-12-01 3.500 291198.00 262345.18 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-10-01 3.500 22118725.00 20024326.85 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2030-09-01 3.500 21059135.00 18472783.65 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-02-01 3.500 5620326.00 4925616.36 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-12-01 4.000 30222267.00 26755341.16 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-11-01 3.500 29674043.00 26162659.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-03-01 3.500 1105953.00 997970.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-01-01 3.500 54610.00 49354.30 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-01-01 4.000 390210341.00 347214347.87 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2016-12-09 2016-12-09 2016-12-09 N N N 0.0041 1000000000.00 1000000000.00 0.0207 N N N N - N/A - Dreyfus Government Cash Management Funds 2016-12-28 /S/John Delise John Delise Treasury Manager